Kasanah, Herni Ruliatul (2018) Analisis Perbandingan Return dan Risk Saham Syariah dengan Saham Konvensional (Studi pada Jakarta Islamic Index (JII) dan IDX30 Periode 2014-2016). Sarjana thesis, Universitas Brawijaya.
Abstract
Pasar Modal Syariah di Indonesia saat ini sedang mengalami perkembangan yang sangat baik. Perkembangan pasar modal syariah yang baik belum tentu menunjukkan tingkat return dan risk saham syariah lebih baik daripada saham konvensional. Investor dalam berinvestasi tentu akan memilih berinvestasi pada saham yang memiliki tingkat return tinggi dengan risk yang rendah. Penelitian ini disusun untuk mengetahui perbedaan rata-rata Return dan Risk saham syariah di Jakarta Islamic Index (JII) dan saham konvensional di IDX30 pada periode 2014 s.d 2016. Jenis penelitian ini adalah penelitian deskriptif dengan pendekatan kuantitatif. Lokasi penelitian yaitu website Bursa Efek Indonesia www.idx.co.id sebagai penyedia data sekunder berupa nama-nama emiten yang termasuk dalam indeks JII dan IDX30 serta data closing price saham bulanan periode 2014 s.d 2016. Teknik analisis data yang digunakan dalam penelitian ini yaitu analisis statistik deskriptif dan inferensial. Hasil analisis deskriptif menunjukkan bahwa return saham konvensional lebih tinggi dari saham syariah ( 0,0090529 > 0,005566501 atau 0,91% > 0,56%). Adapun tingkat Risk lebih tinggi saham syariah daripada saham konvensional (0,086718628 > 0,085490516 atau 8,7% > 8,55%). Berdasarkan hasil uji beda menggunakan Independent Sample t-test didapatkan hasil bahwa tidak terdapat perbedaan yang signifikan antara Return dan Risk saham syariah dengan saham konvensional.
English Abstract
Sharia Capital Market in Indonesia is currently experienced a very good growth. The development of a good sharia capital market is not necessarily showed the level of return and risk of sharia stocks better than conventional stock. Investors in investation will choose certainly to invest in stocks that have high return rates with low risk. This research arranged to know the difference of average Return and Risk of sharia stock in Jakarta Islamic Index (JII) and conventional stock in IDX30 in the period 2014 until 2016. The type of this research is descriptive research with quantitative approach. The location of this research is the website of Indonesia Stock Exchange www.idx.co.id as a secondary data’s provider which provide issuer’s names included in JII and IDX30 and closing price of monthly stock period 2014 until 2016. Data analysis technique used in this research is descriptive and inferential statistic analysis. The result of descriptive analysis shows that conventional stock return is higher than Sharia stock (0.0090529> 0,005566501 or 0,91%> 0,56%). Risk level of sharia stocks is higher than conventional stock (0.086718628> 0.085490516 or 8.7%> 8.55%). Based on the results of different test using Independent Sample t-test found that there is no significant difference between Return and Risk of Sharia stock with conventional stock.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2018/221/051803966 |
| Uncontrolled Keywords: | Return, Risk, Saham Syariah, Saham Konvensional-Return, Risk, Sharia Stock, Conventional Stock |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Sugeng Moelyono |
| Date Deposited: | 19 Jun 2019 01:35 |
| Last Modified: | 25 Oct 2021 03:43 |
| URI: | http://repository.ub.ac.id/id/eprint/162765 |
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