Stocks Portfolio Performance on Index LQ45 Using Sharpe, Treynor and Jensen Method.

ABSTRACT : This study aims to determine how the performance of the stock portfolio on the LQ45 Indexusing the Sharpe, Treynor, and Jensen methods and to find out and analyze whether there are significantdifferences in the three methods. The sample selection in this study used purposive sampling, thus obtaining asample of 34 stocks in the period August 2016-January 2019. The type of data from this study is quantitativedescriptive data. Hypothesis testing used in this study is the Kruskal Wallis H test and Mean Rank using SPSS.The results of hypothesis testing using the Kruskal Wallis H test show that