ABSTRACT
In this study, the formation of a portfolio will be formed based on the financial ratio of price earning to growth (PEG) and Tobin’s Q. Formation of the portfolio will also be built based on active annual, semi-active, and passive strategies. After the portfolio is formed, an evaluation of the portfolio’s performance will be carried out. The results showed that the PEG medium portfolios on passive and active annual strategies generate low risk with profits above the average portfolio and market. Tobin’s Q portfolio is also able to provide a relatively high return on the active semester and active quarter strategy, which is above both the average portfolio and even the market. The results of the portfolio performance evaluation in this study are that the Sharpe Index’s best ranking is the active quarterly strategy, while the best performance index ranking in Jensen Index is the annual active strategy.
