{"id":4633,"identifier":"FK2/ENX3NY","persistentUrl":"https://doi.org/10.34820/FK2/ENX3NY","protocol":"doi","authority":"10.34820","publisher":"Telkom University Dataverse","publicationDate":"2022-03-28","storageIdentifier":"file://10.34820/FK2/ENX3NY","datasetVersion":{"id":162,"datasetId":4633,"datasetPersistentId":"doi:10.34820/FK2/ENX3NY","storageIdentifier":"file://10.34820/FK2/ENX3NY","versionNumber":1,"versionMinorNumber":3,"versionState":"RELEASED","lastUpdateTime":"2022-03-29T13:10:10Z","releaseTime":"2022-03-29T13:10:10Z","createTime":"2022-03-29T13:10:03Z","license":"CC0","termsOfUse":"CC0 Waiver","fileAccessRequest":false,"metadataBlocks":{"citation":{"displayName":"Citation Metadata","fields":[{"typeName":"title","multiple":false,"typeClass":"primitive","value":"Optimizing Active and Passive Stocks Portfolio Formed Tobin’s Q and Price Earning Ratio Model Stocks on Kompas Index-100 Period 2012-2017"},{"typeName":"author","multiple":true,"typeClass":"compound","value":[{"authorName":{"typeName":"authorName","multiple":false,"typeClass":"primitive","value":"Hendrawan, Riko"},"authorAffiliation":{"typeName":"authorAffiliation","multiple":false,"typeClass":"primitive","value":"Fakultas Ekonomi dan Bisnis-Finance and Accounting Studies"}},{"authorName":{"typeName":"authorName","multiple":false,"typeClass":"primitive","value":"Salim, Dwi Fitrizal"},"authorAffiliation":{"typeName":"authorAffiliation","multiple":false,"typeClass":"primitive","value":"Fakultas Ekonomi dan Bisnis-Finance and Accounting Studies"}}]},{"typeName":"datasetContact","multiple":true,"typeClass":"compound","value":[{"datasetContactName":{"typeName":"datasetContactName","multiple":false,"typeClass":"primitive","value":"Salim, Dwi Fitrizal"},"datasetContactAffiliation":{"typeName":"datasetContactAffiliation","multiple":false,"typeClass":"primitive","value":"Fakultas Ekonomi dan Bisnis-Finance and Accounting Studies"},"datasetContactEmail":{"typeName":"datasetContactEmail","multiple":false,"typeClass":"primitive","value":"dwifitrizalslm@telkomuniversity.ac.id"}}]},{"typeName":"dsDescription","multiple":true,"typeClass":"compound","value":[{"dsDescriptionValue":{"typeName":"dsDescriptionValue","multiple":false,"typeClass":"primitive","value":"Abstract: Many newcomers investor in Indonesia Stock Exchange (IDX) are not knowing how to choose a good stock / bluechip in details. Meanwhile, IDX is campaigning Yuk Tabung Saham and opening many investment galleries in various Indonesian Universities. The purpose of this research is to determine the simulation results of portfolio formation with PER valuation and Tobin’s q model in Kompas Index-100 period 2012-2017. Form of the portfolio will be divided into 6 categories - ie. high PER, medium PER, low\nPER, High Tobin’s q, medium Tobin’s q, and low Tobin’s q - and using 45 samples in each period, which means in each category will consist of 15 shares. This research also use an active annual strategy, an active mid-year strategy, and a 5-year passive strategy, then conduct performance test using sharpe, treynor, and jensen methods.\nThe result of this research is the consistent value ratio of medium Tobin’s q with relatively low risk and the return rate of the portfolio is above the IDX Composite (ICI) market. The performance test in each portfolio formed by the PER valuation and Tobin’s q model measured using the sharpe, treynor, and jensen methods shows that the active mid-year strategy has the best performance coupled with annual passive strategy, and lastly 5-year passive strategy."},"dsDescriptionDate":{"typeName":"dsDescriptionDate","multiple":false,"typeClass":"primitive","value":"2017-12-20"}}]},{"typeName":"subject","multiple":true,"typeClass":"controlledVocabulary","value":["Business and Management"]},{"typeName":"keyword","multiple":true,"typeClass":"compound","value":[{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Jensen, PER, sharpe, Tobin’s q, Treynor"},"keywordVocabularyURI":{"typeName":"keywordVocabularyURI","multiple":false,"typeClass":"primitive","value":"https://www.researchgate.net/publication/323081418_Optimizing_active_and_passive_stocks_portfolio_formed_tobin's_q_and_price_earning_ratio_model_stocks_on_kompas_index-100_period_2012-2017"}}]},{"typeName":"depositor","multiple":false,"typeClass":"primitive","value":"Salim, Dwi Fitrizal"},{"typeName":"dateOfDeposit","multiple":false,"typeClass":"primitive","value":"2022-03-28"}]},"geospatial":{"displayName":"Geospatial Metadata","fields":[]},"journal":{"displayName":"Journal Metadata","fields":[]}},"files":[{"label":"Hendrawan, Salim (2017).pdf","restricted":false,"version":1,"datasetVersionId":162,"dataFile":{"id":4634,"persistentId":"doi:10.34820/FK2/ENX3NY/B5CYVN","pidURL":"https://doi.org/10.34820/FK2/ENX3NY/B5CYVN","filename":"Hendrawan, Salim (2017).pdf","contentType":"application/pdf","filesize":1464837,"storageIdentifier":"file://17fd093bb26-e7c43e72584a","rootDataFileId":-1,"md5":"e42e1b891db00f80a31c3c50dec7d9db","checksum":{"type":"MD5","value":"e42e1b891db00f80a31c3c50dec7d9db"},"creationDate":"2022-03-28"}}],"citation":"Hendrawan, Riko; Salim, Dwi Fitrizal, 2022, \"Optimizing Active and Passive Stocks Portfolio Formed Tobin’s Q and Price Earning Ratio Model Stocks on Kompas Index-100 Period 2012-2017\", https://doi.org/10.34820/FK2/ENX3NY, Telkom University Dataverse, V1"}}