AYYUB ALFARISI, MUHAMMAD (2024) ANALISIS PERBANDINGAN RISK DAN RETURN SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL (Studi Perbandingan Pada Jakarta Islamic Indeks (JII) dan LQ45 Periode 2017-2022). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
![[img]](https://eprints.untirta.ac.id/style/images/fileicons/text.png) |
Text (FULL TEXT)
Muhammad Ayyub Alfarisi_5554190011_full text.pdf Restricted to Registered users only Download (3MB) |
|
Text (BAB 1)
Muhammad Ayyub Alfarisi_5554190011_01.pdf Restricted to Registered users only Download (1MB) |
|
Text (BAB 2)
Muhammad Ayyub Alfarisi_5554190011_02.pdf Restricted to Registered users only Download (569kB) |
|
Text (BAB 3)
Muhammad Ayyub Alfarisi_5554190011_03.pdf Restricted to Registered users only Download (458kB) |
|
Text (BAB 4)
Muhammad Ayyub Alfarisi_5554190011_04.pdf Restricted to Registered users only Download (645kB) |
|
Text (BAB 5)
Muhammad Ayyub Alfarisi_5554190011_05.pdf Restricted to Registered users only Download (258kB) |
|
Text (DAFTAR PUSTAKA)
Muhammad Ayyub Alfarisi_5554190011_Ref.pdf Restricted to Registered users only Download (306kB) |
|
Text (LAMPIRAN)
Muhammad Ayyub Alfarisi_5554190011_Lamp.pdf Restricted to Registered users only Download (1MB) |
|
Text
Muhammad Ayyub Alfarisi_5554190011_01.pdf Restricted to Registered users only Download (1MB) |
Abstract
This study was prepared to determine the difference in average return and risk of Islamic stocks in the Jakarta Islamic Index (JII) and conventional stocks in LQ45 in the period 2017 to 2022. This study also analyzes the variables of exchange rates, inflation, the fed interest rate, and covid-19 in influencing stock returns on companies in the Jakarta Islamic Index and LQ45. This type of research is descriptive research with a quantitative approach. The research location is the Indonesia Stock Exchange website www.idx.co.id as a secondary data provider in the form of names of issuers included in the JII and LQ45 indices and quarterly stock closing price data for the period 2017 to 2022. The results of descriptive analysis show that the risk of Islamic stocks is higher than conventional stocks (0.1885> 0.1723 or 8.85%> 7.23%). The return rate is higher for Islamic stocks than conventional stocks (0.0196> 0.0018 or 1.96%> 0.18%). Based on the results of different tests using the Independent Sample t-test and ManWhitney, it was found that there was no significant difference between the Return and Risk of Islamic stocks and conventional stocks. The results of macroeconomic influence research show that the fed interest rate and covid-19 have a positive and significant effect on stock returns. While exchange rates and inflation have a negative effect on stock returns.
| Item Type: | Thesis (S1) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Contributors: |
|
|||||||||
| Additional Information: | Penelitian ini disusun untuk mengetahui perbedaan rata-rata Return dan Risk saham syariah di Jakarta Islamic Index (JII) dan saham konvensional di LQ45 pada periode 2017 s.d 2022. Penelitian ini juga menganalisa variabel nilai tukar, inflasi, suku bunga the fed, dan covid-19 dalam mempengaruhi return saham pada perusahaan di Jakarta islamic indeks dan LQ45. 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 LQ45 serta data closing price saham triwulan periode 2017 s.d 2022. Hasil analisis deskriptif menunjukkan bahwa risk saham syariah lebih tinggi dari saham konvensional ( 0,1885 > 0,1723 atau 8,85% > 7,23%). Adapun tingkat Return lebih tinggi saham syariah daripada saham konvensional (0,0196 > 0,0018 atau 1,96% > 0,18%). Berdasarkan hasil uji beda menggunakan Independent Sample t-test dan Man-Whitney didapatkan hasil bahwa tidak terdapat perbedaan yang signifikan antara Return dan Risk saham syariah dengan saham konvensional. Hasil penelitian pengaruh makro ekonomi menunjukkan bahwa suku bunga the fed dan covid-19 berpengaruh positif dan signifikan terhadap return saham. Sedangkan nilai tukar dan inflasi berpengaruh negatif terhadap return saham. | |||||||||
| Uncontrolled Keywords: | Return, Risk, Islamic Stocks, Conventional Stocks, Exchange Rate, Inflation, The FED Interest Rate, Covid-19. Return, Risk, Saham Syariah, Saham Konvensional, Nilai Tukar, Inflasi, Suku Bunga The FED, Covid-19 | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory |
|||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > Program Sarjana Ekonomi Syariah |
|||||||||
| Depositing User: | Muhammad Ayyub Alfarisi | |||||||||
| Date Deposited: | 17 Apr 2025 07:45 | |||||||||
| Last Modified: | 17 Apr 2025 07:45 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/48249 |
Actions (login required)
 |
View Item |