Hanifah, Rifda and Aulia Fuad Rahman (2022) Analisis Perbedaan Kinerja Reksa Dana Syariah Di Era Pandemi Covid-19 (Studi Kasus Reksa Dana Syariah Yang Terdaftar Di Aplikasi Bibit). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menganalisis perbedaan kinerja reksa dana syariah pada masa pandemi Covid-19 dengan membandingkan kinerja pada masa sebelum dan saat pandemi Covid-19 serta membandingkan kinerja reksa dana syariah dengan kinerja benchmark reksa dana sejenis pada saat pandemi Covid-19. Kinerja reksa dana syariah diproksikan dengan nilai indeks Sharpe. Objek penelitian adalah reksa dana pendapatan tetap syariah, reksa dana saham syariah, dan reksa dana campuran syariah yang terdaftar di apikasi Bibit pada periode penelitian Juni 2018-November 2021. Adapun sampel penelitian adalah 18 reksa dana syariah yang terdiri dari 6 reksa dana pendapatan tetap syariah, 9 reksa dana saham syariah, dan 3 reksa dana campuran syariah. Teknik analisis data yang digunakan adalah Wilcoxon Signed-Rank Test dan Mann-Whitney U Test dengan bantuan program SPSS 25. Hasil penelitian menunjukkan bahwa terdapat peningkatan dan perbedaan signifikan nilai rata-rata indeks Sharpe reksa dana syariah sebelum dan saat pandemi Covid-19 serta tidak terdapat perbedaan signifikan nilai rata-rata indeks Sharpe ketiga jenis reksa dana syariah dengan benchmark masing-masing. Hal ini berarti bahwa reksa dana syariah layak dijadikan opsi investasi dikarenakan mampu berkinerja baik dalam kondisi ekonomi bearish serta mampu bersaing dengan reksa dana lainnya di pasar modal.
English Abstract
This study aims to compare the performance differences of sharia mutual funds during the Covid-19 pandemic before and during the Covid-19 pandemic, and to compare the performance between sharia mutual funds and similar mutual fund benchmarks during the Covid-19 pandemic. The performance of sharia mutual funds utilizes the proxy of the value of the Sharpe index. The objects of this study include sharia fixed-income mutual funds, sharia stock mutual funds, and sharia balance mutual funds listed on Bibit application within the study period from June 2018 until November 2021. The samples involve 18 sharia mutual funds consisting of 6 sharia fixed-income mutual funds, 9 sharia stock mutual funds, and 3 sharia balance mutual funds. The data are analyzed by the Wilcoxon Signed- Rank Test and the Mann-Whitney U Test utilizing the SPSS 25 software. The study results exhibited an improvement and significant difference of Sharpe index value of sharia mutual funds before and during the Covid-19 pandemic, and no significant difference of Sharpe index value on the three types of sharia mutual funds and their respective benchmarks during the Covid-19 pandemic, proving that sharia mutual funds are a good investment option as they can perform well in bearish economic conditions and compete with other mutual funds in the capital market.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0522020492 |
| Uncontrolled Keywords: | kinerja; reksa dana syariah; Covid-19; benchmark; Sharpe, performance; sharia mutual funds; Covid-19; benchmarks; Sharpe. |
| Subjects: | 600 Technology (Applied sciences) > 657 Accounting |
| Divisions: | Fakultas Ekonomi dan Bisnis > Akuntansi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 21 Jul 2023 08:14 |
| Last Modified: | 21 Jul 2023 08:14 |
| URI: | http://repository.ub.ac.id/id/eprint/202053 |
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