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Persistensi Kinerja Reksa Dana Saham Di Bursa Efek Indonesia

Author

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  • Waelan Waelan

    (Jurusan Administrasi Niaga Politeknik Negeri Bali)

Abstract

The purpose of this article is to analyze performance persistence of equity mutual fund in Indonesian Stock Exchange (IDX) from January 1st 2002 to December 31st 2007 by applying single factor performance model (Jensen Model) for performance measurement and Pearson correlation for persistence measurement. There are performance persistence for monthly, quarterly, semi annually, annually, every two years, and three years. Short-term performance proved a little use to predicting respective performance. Long-term performance can be useful to predicting respective performance.

Suggested Citation

  • Waelan Waelan, 2009. "Persistensi Kinerja Reksa Dana Saham Di Bursa Efek Indonesia," Jurnal Akuntansi dan Auditing Indonesia, Accounting Department, Faculty of Business and Economics, Universitas Islam Indonesia, vol. 13(2), pages 221-230, Desember.
    • Handle: RePEc:uii:jaaife:v:13:y:2009:i:2:p:221-230
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