Abstract:
Investment is an activity to locate fund in different kind of assets in certain periods to pursue benefit of profit. Uncertainty about the level of profit is the main point of investment which is the risk that has to be considered in doing investment activity. Meanwhile in Jakarta Stock Exchange as developing market is a source for the money and financial market from the number of emiten, trading volume and transaction value. This development is inetersting to observe, the observation is particulary point to Jakarta Islamic Index. Research that doing by writer to the achievement of Jakarta Islamic Index stocks based on risk and return by taking sample of 30 stocks of Jakarta Islamic Index. The method for doing this analysis is with Indeks Sharpe, Indeks Treynor and Indeks Jensen. From the analysis we can see that only few companies that has good achievement. For example: Astra Outoparts, Indo Sukses Makmur Tbk, Indosat, Tambang Batubara Bukit Asam, Semen Cibinong, and Telkom. Meanwhile Stocks that has bad achievement is Astra Agro Lestari.
