ANALISIS KINERJA PORTOFOLIO SAHAM FOOD AND BEVERAGE DI BEI 2021-2023 DENGAN METODE SHARPE, TRYENOR, DAN JENSEN

This study aims to analyze whether there are differences between the Sharpe, Treynor, and Jensen methods in assessing the performance of food and beverage stock portfolios. This study uses the One Way of by Rank Kruskal Wallis test to test the differences between the three methods. The Sharpe, Treynor, and Jansen values are standardized using the Zscore transformation (standardized) before the mean rank difference test between treatments is used to determine which method is the most consistent in measuring portfolio performance. The Kruskal Wallis test results show χ^2 = 17.151, with a probability of 0.001; which means a probability < 0.05. These results indicate that there are significant differences between the Sharpe, Treynor, and Jensen methods. The Jensen method has the lowest mean rank difference, indicating its consistency compared to the other two methods.