WARDHANI, PUTRI ARDIANI KUSUMA (2014) KINERJA PORTOFOLIO SAHAM BERDASARKAN STRATEGI INVESTASI CONTRARIAN PADA SAHAM LQ - 45 DI BURSA EFEK INDONESIA. Undergraduate thesis, STIE PERBANAS SURABAYA.
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Abstract
This study intends to test of the contrarian investment strategy was first discovered by Debondt and Thaler (1985) found that stocks that initially gave a positive rate of return (winners) or negative (losers) will experience a reversal in the later periods. Investors who use this strategy will purchase stocks losers and sell the shares after becoming winners that will earn significant abnormal return. This phenomenon is not in accordance with the efficient market hypothesis (EMH), that investors who plan to purchase shares of publicly traded can only expect to obtain a normal profit level. The data used in this study are all companies listed on the Indonesia Stock Exchange. Study sample consisted of in the LQ-45 as the most active stocks traded company and has high liquidity that provide complete data and portfolio formation month and the next month testing period during the period January 2010-December 2012. Statistical methods used to test the research hypothesis is a statistical test one sample t-test for the first and second hypothesis and independent sample t-test to test the hypothesis of interaction for third. Keywords : Contratian Investment Strategy, Abnormal Return, Winners, Losers
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Subjects: | 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT |
| Divisions: | Bachelor of Management |
| Depositing User: | Perpustakaan Universitas Hayam Wuruk Perbanas |
| Date Deposited: | 14 Jul 2017 02:37 |
| Last Modified: | 14 Jul 2017 02:37 |
| URI: | http://eprints.perbanas.ac.id/id/eprint/1961 |
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