Evaluasi Kinerja Portofolio Menggunakan Indeks Sharpe, Treynor, dan Jensen …

This research analyzes the optimal stock portfolio using the Single Index Model, then looks at the performance of the portfolio formed on IDX BUMN20 shares for the 2019-2023 period with a sample of 13 shares based on the Sharpe, Treynor and Jensen indexes. This research includes quantitative descriptive applications that focus on the performance of the IDX BUMN20 stock portfolio due to the phe…