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"Penelitian ini bertujuan untuk menguji apakah strategi investasi yang didasarkan past volume dan past return mampu menghasilkan nilai abnormal return yang signifikan atau tidak pada Bursa Efek Indonesia dalam periode penelitian dari tahun 2006 hingga 2015. Metode yang digunakan dengan menguji strategi pada setiap portofolio yang dibentuk pada periode observasi dari 1M, 3M, 6M, 9M, dan 12M yang kemudian menerapkan holding periode 3M, 6M, 9M, dan 12M. Sehingga gross return dari setiap portofolio tersebut kemudian dievaluasi dengan singel index model, fama-french three factors, carhart four factors, dan fama-french five factors. Hasilnya, diperoleh nilai abnormal return yang positif dan negatif dengan signifikan secara konsisten pada semua model.

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This study aims to find out whether the investment strategies based on past volume and past returns are able to generate a significant abnormal return on Indonesia Stock Exchange in the period of 2006-2015. The research methodology is testing the strategies for each portfolio which was formed in the observation period of 1M, 3M, 6M, 9M and 12M which then apply the holding period of 3M, 6M, 9M and 12M. Therefore, the gross return of each portfolio is evaluated by singel index model, fama-french three factors, carhart four factors, dan fama-french five factors. The results of this study explain that the value of abnormal return is positive and negative, they are significantly consistent on all models."

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"Penelitian ini bertujuan untuk menganalisis pengaruh leverage terhadap investasi perusahaan. Selain itu penelitian ini juga menganalisis pengaruh tingkat pertumbuhan perusahaan terhadap hubungan antara leverage dan investasi. Penelitian ini menggunakan data perusahaan yang terdaftar pada Bursa Efek Indonesia periode 2007-2014. Metode analisis yang digunakan adalah regresi berganda dan two stages least square (2SLS). Hasil penelitian menunjukkan bahwa leverage memiliki pengaruh yang negatif dan signifikan terhadap investasi perusahaan yang menunjukkan bahwa semakin besar utang pada suatu perusahaan maka kegiatan investasi yang dilakukan oleh perusaaan tersebut akan semakin menurun. Hubungan negatif antara leverage dan investasi perusahaan semakin kuat pada perusahaan yang memiliki pertumbuhan yang rendah.

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This study aims to analyze the effect of leverage on firm investment. In addition, this study also analyzes the effect of the firm's growth rate in the relationship between leverage and investment. This study is using data of listed non-financial firms in Indonesia Stock Exchange for the period 2007-2014. The analytical method used are multiple regression and two stages least square (2SLS).

This study found that leverage has negative and significant effect on firm investment which explains that the greater the debt in a firm, the activities of the firm investment will decrease. The negative relationship between leverage and firm investment is getting stronger for firms with the low firm growth."

"Investasi merupakan kegiatan yang sangat penting bagi keberlangsungan bisnis suatu perusahaan begitu pula dengan ketersediaan arus kas yang menunjukkan tingkat likuiditas suatu perusahaan Penelitian ini bertujuan untuk menganalisa pengaruh arus kas terhadap investasi pada perusahaan non keuangan yang terdaftar di Bursa Efek Indonesia BEI Dengan menggunakan panel data dari 172 perusahaan non keuangan yang listed di Bursa Efek Indonesia pada periode 2004 2013 yang diolah dengan menggunakan software Eviews 6 0 penulis menemukan bahwa terdapat pengaruh arus kas yang sifatnya positif terhadap investasi perusahaan non keuangan yang listed di Bursa Efek Indonesia Disamping itu investasi perusahaan juga signifikan dipengaruhi oleh tingkat kesempatan bertumbuh atau kesempatan ekspansi perusahaan serta tingkat utang perusahaan Dengan adanya hasil tersebut perusahaan non keuangan yang terdaftar di BEI dinilai sebagai perusahaan yang mengandung hambatan finansial.

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Investment is an important activity for the sustainability of a company's business and also about the availability of cash flow that shows the level of liquidity of a company This study aims to analyze the effect of cash flow on investment in non financial companies listed on the Indonesia Stock Exchange IDX By using a panel data of 172 non financial companies listed on the Indonesia Stock Exchange in the period from 2004 to 2013 were processed by using software Eviews 6 0 the authors found that there is a positive effect of cash flow on investment for non financial companies listed on the Indonesia Stock Exchange And the investment of companies was also influenced by growth opportunity or expansion opportunity and level of company leverage With these result non financial companies listed on the Indonesia Stock Exchange has a financial constraints"

"Tugas akhir ini berdasarkan salah satu tugas dalam mata kuliah “Investments” di University of Melbourne. Tulisan akademis ini membahas cara mengaplikasikan metode Tolak Ukur Investasi Berbasis Return sebagai suatu cara estimasi untuk mengevaluasi performa portofolio dari perusahaan investasi. Tulisan akademis ini mengangkat studi kasus perusahaan reksa dana Tata Mutual Fund yang melucurkan “Tata P/E Equity Mutual Fund” (TEPF) sebagai portofolio subjek untuk dibandingkan dengan benchmark yang telah ditetukan, yaitu Bombay Stock Exchange Sensitive Index (BSE SENSEX). Hasil yang didapatkan dari studi kasus ini adalah untuk melihat apakah performa TEPF telah melampaui portfolio benchmark dilihat dari beberapa metode perhitungan yang akhirnya dapat memengaruhi keputusan para investor dalam menentukan kebijakan investasi mereka.

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This Academic Paper is based on one of the assignments in the subject “Investments” in University of Melbourne. This writing will provide an example of how to implement Return- Based Measures formulas as an estimation in the evaluation of an investment company’s’ performance using applicable assumptions. This writing uses a case study of Tata Equity P/E Mutual Fund (TEPF), launched by the company Tata Mutual Fund, as a subject portfolio to be compared with its chosen benchmark, Bombay Stock Exchange Sensitive Index (BSE SENSEX). The result from this case study is to find out whether TEPF outperformed its benchmark based on some measures which later can affect the decision on investing in the portfolio or not from the investors’ point of view."

"Penelitian ini bertujuan untuk mengetahui kinerja portofolio saham Sustainable and Responsible Investment (SRI) di Bursa Efek Indonesia (BEI). SRI adalah suatu konsep dimana investor tidak hanya mempertimbangkan kinerja keuangan, namun juga aspek non-keuangan pada perusahaan seperti Environmental, Social, and Governance (ESG). Apakah kinerja portofolio SRI di BEI lebih baik dibandingkan dengan kinerja portofolio konvensional dan portofolio syariah? Pada penelitian ini akan dibentuk portofolio SRI dari indeks Sri-Kehati (SRI), portofolio konvensional dari indeks LQ45, dan portofolio syariah dari Jakarta Islamic Index (JII). Kinerja tiga portofolio tersebut akan dibandingkan berdasarkan nilai alpha yang diperoleh dari Capital Asset Pricing Model (CAPM), Fama and French Three Factor Model (FF3F), dan Fama and French Five Factor Model (FF5F), juga berdasarkan rasio sharpe, rasio treynor dan rasio sortino. Hasil penelitian ini menunjukkan bahwa kinerja potofolio SRI di BEI lebih baik dibandingkan dengan kinerja portofolio konvensional dan portofolio syariah. Kinerja yang baik tersebut terjadi karema rata-rata excess return portofolio SRI yang bernilai positif selama periode penelitian.

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This study aims to determine the performance of the Sustainable and Responsible Investment (SRI) stock portfolio on the Indonesia Stock Exchange (BEI). SRI is a concept in which investors not only consider financial performance, but also non-financial aspects of companies such as Environmental, Social, and Governance (ESG). Is the performance of the SRI portfolio on the IDX better than the performance of conventional portfolios and sharia portfolios? In this study, an SRI portfolio from the Sri-Kehati index (SRI) will be formed, a conventional portfolio from the LQ45 index, and a sharia portfolio from the Jakarta Islamic Index (JII). The performance of the three portfolios will be compared based on the alpha value obtained from the Capital Asset Pricing Model (CAPM), Fama and French Three Factor Model (FF3F), and Fama and French Five Factor Model (FF5F), also based on the sharpe ratio, treynor ratio and ratio sortino. The results of this study indicate that the performance of the SRI portfolio on the IDX is better than the performance of conventional portfolios and sharia portfolios. This good performance occurs because the average excess return of the SRI portfolio is positive during the study period."