SARI, VELLA PUSPITA (2016) STUDI KOMPARATIF PENGUKURAN KINERJA REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL BERDASARKAN TINGKAT RETURN DAN RISIKO PERIODE PENELITIAN 2010-2014. S1 thesis, Universitas Sultan Ageng Tirtayasa.
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STUDI KOMPARATIF PENGUKURAN KINERJA REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL BERDASARKAN TI.PDF - Published Version Restricted to Registered users only Download (5MB) |
Abstract
This study was conducted to determine the performance of Syariah Equity Fund and Conventional Equity Fund Return and Risk Level Based on the period from 2010- 2014. The population in this research are mutual funds that managed by investment management comapany which is managed both of sharia and conventional mutual fund in type stock mutual fund. The number of samples used as many as 14 of mutual fund. This research is a comparative research. The method of analysis used are deskriptive analysis and statistic analysis. Statistic analysis using different means test which is measured by independent sampel t�test and mann whitney. The result obtained with alpha (α) 5 % showed hypothesis which tests return and risk was not proving there is difference between conventional mutual fund performance and sharia mutual fund performance. The results of the study with alpha () 5% also indicated that the performance of Islamic mutual fund and conventional mutual funds are reviewed by Sharpe, Treynor and Jensen, is no different.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | enelitian ini dilakukan untuk mengetahui Kinerja Reksa Dana Saham Syariah dan Reksa Dana Saham Konvensional Berdasarkan Tingkat Return dan Risiko pada Periode 2010-2014. Populasi dalam penelitian ini adalah reksa dana yang dikelola oleh Manager Investasi yang mengelola kedua sub kategori reksa dana syariah dan reksa dana konvensional jenis saham. Dengan jumlah sampel yang digunakan sebanyak 14 reksa dana. Jenis penelitian ini adalah penelitian komparatif. Metode analisis yang digunakan adalah metode deskriptif dan metode statistik yaitu independent sampel t-tes dan uji mann whitney. Hasil penelitian dengan alpha () 5% menunjukkan hipotesis yang menguji return dan risiko, tidak terbukti bahwa reksa dana saham syariah dan reksa dana saham konvensional adalah berbeda. Hasil penelitian dengan alpha () 5% juga menunjukkan bahwa kinerja reksa dana syariah dan reksa dana konvensional ditinjau berdasarkan metode Sharpe, Treynor dan Jensen, adalah tidak berbeda. | |||||||||
| Uncontrolled Keywords: | Kinerja, Reksa Dana, Risk dan Return, Sharpe Indeks, Treynor Indeks, Jensen Indeks Performance, mutual funds, risk and return, Sharpe index, Treynor index, Jensen index | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen |
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| Depositing User: | Perpustakaan Pusat | |||||||||
| Date Deposited: | 29 Mar 2022 11:19 | |||||||||
| Last Modified: | 29 Mar 2022 11:19 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/10921 |
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