PERBANDINGAN ANALISIS RISK DAN RETURN SAHAM REKSA DANA SYARIAH DAN SAHAM REKSA DANA KONVENSIONAL DI PT. BURSA EFEK INDONEIA (BEI)

AZHARY, IBNU and Widiyanti, Marlina and Taufik, Taufik (2013) PERBANDINGAN ANALISIS RISK DAN RETURN SAHAM REKSA DANA SYARIAH DAN SAHAM REKSA DANA KONVENSIONAL DI PT. BURSA EFEK INDONEIA (BEI). Undergraduate thesis, Sriwijaya University.

	Text RAMA_61201_01091001090.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (62MB) | Request a copy
Preview	Text RAMA_61201_01091001090_0014036701_0003096703_01_front_ref.pdf - Accepted Version Available under License Creative Commons Public Domain Dedication. Download (14MB) | Preview
	Text RAMA_61201_01091001090_0014036701_0003096703_02.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (9MB) | Request a copy
	Text RAMA_61201_01091001090_0014036701_0003096703_03.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (4MB) | Request a copy
	Text RAMA_61201_01091001090_0014036701_0003096703_04.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (28MB) | Request a copy
	Text RAMA_61201_01091001090_0014036701_0003096703_05.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (1MB) | Request a copy
	Text RAMA_61201_01091001090_0014036701_0003096703_06_ref.pdf - Bibliography Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (1MB) | Request a copy
	Text RAMA_61201_01091001090_0014036701_0003096703_07_lamp.pdf - Accepted Version Restricted to Repository staff only Available under License Creative Commons Public Domain Dedication. Download (4MB) | Request a copy

Abstract

Tujuan dari penelitian ini adalah untuk mengetahui hasil analisis risk dan return reksa dana syariah dan reksa dana konvensional serta perbandingan risk dan return antara reksa dana syariah dengan reksa dana konvensional pada tahun 2012. Dalam penelitian ini risk dan return reksa dana1 diukur dengan menggunakan Indeks Sharpe, Treynor dan Jensen, dan kemudian perbandingan analisa risk dan return antara reksa dana syariah dengan reksa dana konvensional dilakukan dengan menggunakan uji statistik independent sample t-test. Hasil penelitian menunjukkan bahwa dari indeks sharpe, treynor dan jensen melalui uji statistik independent sample t-test tidak terdapat perbedaan yang signifikan (angka perbedaan paling tinggi adalah 0.0072197125) antara risk dan return reksa dana saham syariah dengan reksa dana saham konvensional.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Risk, return, reksa dana syariah, reksa dana konvensional, Indeks Sharpe, Treynor dan Jensen.
Subjects:	H Social Sciences > HB Economic Theory > HB135-147 Mathematical economics. Quantitative methods Including econometrics, input-output analysis, game theory
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Mr. Muhammad Irwan
Date Deposited:	26 Apr 2021 14:11
Last Modified:	26 Apr 2021 14:11
URI:	http://repository.unsri.ac.id/id/eprint/45955

Actions (login required)

View Item