Perbandingan Kinerja Reksa Dana Saham Konvensional dengan Reksa Dana Saham Syariah Di Bursa Efek Indonesia

Desiana, Lidia and Isnurhadi, Isnurhadi (2012) Perbandingan Kinerja Reksa Dana Saham Konvensional dengan Reksa Dana Saham Syariah Di Bursa Efek Indonesia. Jurnal Manajemen dan Bisnis Sriwijaya, 10 (20). pp. 81-98. ISSN 1412-4521

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Abstract

This research was conducted in the stock conventional mutual fund and stock syariah mutual fund listed in Indonesian Stock Exchange. The purposes of this research are to 1) explained the stock conventional mutual fund performance, 2) explained the stock syariah mutual fund performance, and 3) explained differences stock mutual fund performance either conventional or syariah. The research method used are Independent T-Test for normal distribution data, and Mann Whitney Test for not normal distribution data. The output of this research shows, stock conventional mutual fund performance have well performance (outperform) compared with stock syariah mutual fund performance according to the Sharpe, Treynor, and Jensen mutual fund performance measurement. Average return and risk stock syariah mutual fund for period January 2005 ? December 2011 below return and risk market. Whereas average return and risk stock conventional mutual fund for period January 2005 ? December 2011 above return and risk market. From the output of this research shows, hoped it can give the information to investment manager, investors, and government as regulator.

Item Type: Article
Uncontrolled Keywords: Stock Conventional Mutual Fund Performance, Stock Syariah Mutual Fund Performance, Mutual Fund Performance Measurement.
Subjects: H Social Sciences > HG Finance > HG1-9999 Finance
Divisions: 01-Faculty of Economics > 61201-Management (S1)
Depositing User: Isnurhadi, SE, MBA, Ph.D
Date Deposited: 27 Nov 2019 12:28
Last Modified: 27 Nov 2019 12:28
URI: http://repository.unsri.ac.id/id/eprint/18729

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