Riniawati, Riniawati (2024) Analisis Perbandingan Kinerja Cryptocurrency Bitcoin, Saham Syariah, dan Emas Sebagai Alternatif Investasi. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to determine and analyse the performance comparison of bitcoin cryptocurrency, JII (Jakarta Islamic Index) shares, and ANTAM gold as an investment alternative starting from 2019-2023. The population studied included 180 monthly closing price data from the three investment instruments. The sampling technique used in this research is saturated sampling. This research uses a quantitative approach with a comparative method. The results of this study indicate that there is no significant difference between bitcoin returns, JII stocks, and ANTAM gold, where the significance value is 0.412> 0.05. However, there is a significant difference between the risk of the three instruments where the significance value is 0.00 < 0.05. Based on the Kruskal-Wallis Ranking value, although bitcoin has the highest return, the risk of bitcoin is also very high and even exceeds the return generated. Based on the Sharpe and Treynor indices, there is a significant difference between the performance of bitcoin, JII stocks, and ANTAM gold, this is indicated by the significance value of 0.00 < 0.05 and 0.06 < 0.05, bitcoin is the best investment instrument. Meanwhile, based on the Jensen index, there is no significant difference between the performance of the three investment instruments, where the significance value is 0.251> 0.05, even though there is no significant difference between the performance of the three investment instruments, JII shares are the best investment instrument based on the Jensen index method.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengetahui dan menganalisis perbandingan kinerja cryptocurrency bitcoin, saham JII (Jakarta Islamic Index), dan emas ANTAM sebagai alternatif investasi mulai dari tahun 2019-2023. Populasi yang diteliti mencakup 180 data harga penutupan bulanan dari ketiga instrumen invetasi tersebut. Teknik pengambilan sampel yang digunakan dalam penelitian ini yaitu pengambilan sampel jenuh. Penelitian ini menggunakan pendekatan kuantitatif dengan metode komparatif. Hasil penelitian ini menunjukkan bahwa tidak terdapat perbedaan signifikan antara return bitcoin, saham JII, dan emas ANTAM, dimana nilai signifikansi sebesar 0,412 > 0,05. Namun, terdapat perbedaan signifikan antara risk ketiga instrumen tersebut dimana nilai signifikansinya sebesar 0,00 < 0,05. Berdasarkan uji Rangking Kruskal-Wallis, meskipun bitcoin memiliki return paling tinggi, risk bitcoin juga sangat tinggi bahkan melebihi return yang dihasilkan. Berdasarkan indeks Sharpe dan Treynor, terdapat perbedaan signifikan antara kinerja bitcoin, saham JII, dan emas ANTAM hal tersebut ditunjukan dari nilai signifikansi sebesar 0,00 < 0,05 dan 0,06 < 0,05, bitcoin merupakan instrumen investasi terbaik. Sementara itu, berdasarkan indeks Jensen, tidak terdapat perbedaan yang signifikan antara kinerja ketiga instrumen invetasi tersebut, dimana nilai signifikansi sebesar 0,251 > 0,05, meskipun tidak terdapat perbedaan yang signifikan antara kinerja ketiga instrumen invetasi tersebut, saham JII merupakan instrumen investasi terbaik berdasarkan metode indeks Jensen | |||||||||
| Uncontrolled Keywords: | Cryptocurrency, Bitcoin, JII (Jakarta Islamic Index) stocks, Gold, Investment. Cryptocurrency, Bitcoin, saham JII (Jakarta Islamic Index), Emas, Investasi. | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > Program Sarjana Ekonomi Syariah |
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| Depositing User: | Unnamed user with email [email protected] | |||||||||
| Date Deposited: | 26 Feb 2025 03:38 | |||||||||
| Last Modified: | 26 Feb 2025 03:38 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/47193 |
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