eprintid: 48249 rev_number: 17 eprint_status: archive userid: 21308 dir: disk0/00/04/82/49 datestamp: 2025-04-17 07:45:32 lastmod: 2025-04-17 07:45:32 status_changed: 2025-04-17 07:45:32 type: thesis metadata_visibility: show creators_name: AYYUB ALFARISI, MUHAMMAD creators_id: 5554190011 contributors_type: http://www.loc.gov/loc.terms/relators/THS contributors_type: http://www.loc.gov/loc.terms/relators/THS contributors_name: BADINA, TENNY contributors_name: AINUN NAJIB, MOHAMAD contributors_id: 19800218003122001 contributors_id: 201601262100 corp_creators: UNIVERSITAS SULTAN AGENG TIRTAYASA corp_creators: FAKULTAS EKONOMI DAN BISNIS corp_creators: JURUSAN EKONOMI SYARIAH title: ANALISIS PERBANDINGAN RISK DAN RETURN SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL (Studi Perbandingan Pada Jakarta Islamic Indeks (JII) dan LQ45 Periode 2017-2022) ispublished: pub subjects: H1 subjects: HB divisions: FEB divisions: EkSy full_text_status: restricted 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 note: 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. 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. date: 2024 date_type: published pages: 223 institution: UNIVERSITAS SULTAN AGENG TIRTAYASA department: EKONOMI SYARIAH thesis_type: sarjana thesis_name: sarjana citation: 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. document_url: https://eprints.untirta.ac.id/48249/1/Muhammad%20Ayyub%20Alfarisi_5554190011_full%20text.pdf document_url: https://eprints.untirta.ac.id/48249/2/Muhammad%20Ayyub%20Alfarisi_5554190011_01.pdf document_url: https://eprints.untirta.ac.id/48249/3/Muhammad%20Ayyub%20Alfarisi_5554190011_02.pdf document_url: https://eprints.untirta.ac.id/48249/4/Muhammad%20Ayyub%20Alfarisi_5554190011_03.pdf document_url: https://eprints.untirta.ac.id/48249/5/Muhammad%20Ayyub%20Alfarisi_5554190011_04.pdf document_url: https://eprints.untirta.ac.id/48249/6/Muhammad%20Ayyub%20Alfarisi_5554190011_05.pdf document_url: https://eprints.untirta.ac.id/48249/7/Muhammad%20Ayyub%20Alfarisi_5554190011_Ref.pdf document_url: https://eprints.untirta.ac.id/48249/8/Muhammad%20Ayyub%20Alfarisi_5554190011_Lamp.pdf document_url: https://eprints.untirta.ac.id/48249/9/Muhammad%20Ayyub%20Alfarisi_5554190011_01.pdf