I'm doing a paper about "Comparison of the Shariah-compliant and conventional index performance and the co-integration. Can anyone share with me how to analyse/calculate Sharpe ratio, Treynor Index, Jensen alpha and the co-integration?
Dear Mohd Safwan Afiq Mohd Nasir
Greetings,
Please find the two attached files about how you can measure performance of equity index, and I hope to be useful for you ,
Best Regards
I have study on equity indices, the link is below,
I hope it is helpful.
http://www.sciencedirect.com/science/article/pii/S2214845014000313
Many thanks Faris Alshubiri.
I'm doing a dissertation for my master Malihe Rostami.
Many thanks Buerhan Saiti. I did download some of your paper before. Maybe could I ask you some question if you don't mind?
This paper comprehensively applies comprehensive list of tools for analyzing equity portfolios. More importantly, it outlines the method explicitly which makes it easy to follow and replicate. I hope it will be useful.
Article Comparative analysis of Shari’ah -compliant portfolios: evid...
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