Analisis Perbandingan Kinerja Cryptocurrency Bitcoin, Saham, dan Emas sebagai Alternatif Investasi

Abstract

The purpose of this research is to find out and analyze the performance comparison of bitcoin, LQ45 stock, and gold. The population in this study is the monthly closing price of bitcoin, LQ45 and gold stocks from January 2019 - December 2021, namely 108 data. The sampling technique of this study is saturated sampling technique. The analytical method used is comparative method and the data used is secondary data. Data is calculated using the Microsoft Excel program based on the formula of each sample. Data were processed statistically using SPSS software, namely the Kruskall-Wallis test. The results of this study indicate that there are no significant differences between bitcoin, LQ45 stocks, and gold when viewed from returns and there are significant differences when viewed from risk, sharpe values, treynor values, Jensen values.