Karam, Rafdi Abi (2019) Pengaruh Return Saham Terhadap Volatilitas Return Saham Dengan Membandingkan Saham Sebelum Masuk Dan Setelah Di Issi. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini dilakukan guna menganalisis pengaruh return saham terhadap volatilitas return saham dengan membandingkan saham sebelum masuk dan setelah keluar di ISSI yang dilihat melalui data saham sebelum masuk ISSI dan data saham masuk ISSI. Jumlah investor saham syariah baru mencapai 1 persen dari total investor saham yang jumlahnya mencapai 434.443 SID dan pada data Otoritas Jasa Keuangan mengenai literasi keuangan syariah, literasi untuk pasar modal syariah hanya mencapai 0,02% dari total penduduk Indonesia. Dari data tersebut terlihat jelas kurangnya inklusi dan literasi masyarakat terhadap saham. Penelitian ini dilakukan dengan menggunakan uji T-test: two sample for means guna mendapatkan hasil perbandingan dari saham sebelum masuk ke Indeks Saham Syariah Indonesia dan saham setelah masuk ke Indeks Saham Syariah Indonesia. Berdasarkan hasil penelitian ini dapat disimpulkan dari perbandingan perusahaan-perusahaan yang belum masuk ke dalam Indeks Saham Syariah Indonesia mengalami tingkat volatilitas saham yang lebih rendah dibandingkan dengan tingkat volatilitas saham perusahaan-perusahaan setelah masuk ke dalam Indeks Saham Syariah Indonesia (ISSI)
English Abstract
This study was conducted to analyze the effect of stock returns on the volatility of stock returns by comparing stocks before entering and after exiting at the ISSI which is seen through stock data before entering the ISSI and stock data entering ISSI. The number of sharia stock investors has only reached 1 percent of the total stock investors, which amounts to 434,443 SID and in the Financial Services Authority data on Islamic finance literacy, literacy for the Islamic capital market only reaches 0.02% of the total population of Indonesia. From these data, it is clear that there is a lack of inclusion and public literacy towards stocks. This research was conducted using the T-test: two sample for means to get the comparison results from the shares before entering the Indonesian Syariah Stock Index and shares after entering the Indonesian Islamic Stock Index. Based on the results of this study, it can be concluded from the comparison of companies that have not entered the Indonesian Islamic Stock Index to experience a lower level of stock volatility compared to the level of volatility of shares of companies after entering into the Indonesian Syariah Stock Index (ISSI)
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/508/051908076 |
| Uncontrolled Keywords: | Saham syariah, return saham, volatilitas saham, Islamic stocks, stock returns, stock volatility. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 18 Aug 2020 03:04 |
| Last Modified: | 18 Aug 2020 03:04 |
| URI: | http://repository.ub.ac.id/id/eprint/174114 |
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