Analisis Perbandingan Kinerja Reksa Dana Saham Syariah Dan Reksa Dana Saham Konvensional

Kusuma, Aditya Angga (2010) Analisis Perbandingan Kinerja Reksa Dana Saham Syariah Dan Reksa Dana Saham Konvensional. S1 thesis, STIE Indonesia Banking School.

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Abstract

Theobjectiveofthisresearchistoevaluateperformancebetweenshariastock mutualfundconventionalstockmutualfundduringAugust2007untilOctober 2008.Besidethat,thisresearchwillevaluatethedifferencebetweenreturnand riskofshariamutualfundandconventionalmutualfund.Mutualfund performancecanbemeasuredbyusingSharpeIndex,TreynorIndex,andJensen Index.ThestatisticmethodusedtotestnormalityofdataisKolmogorovSmirnov test.Forevalutethedifferencebetweenriskandreturnofshariamutualfundand conventionalmutualfundusingindependentsamplet-test.Toevaluate performanceofshariamutualfundandconventionalmutualfundusing descriptivemethod.Finally,theresultsshowthattherearenodifferencebetween returnandriskofshariamutualfundandconventionalmutualfund.Byusing threemethodsofmutualfundperformance,shariamutualfundperformancehave beenabletooutperformtheconventionalmutualfundonSeptember2007, December2007,May2008,andJune2008.Theconventionalmutualfundhave beenabletooutperformetheshariamutualfundon August2007, November2007, January2008, July2008, August2008,September2008, andOctober2008. Keywords:shariahmutualfunds,conventionalmutualfunds,SharpeIndex, TreynorIndex, andJensenIndex

Item Type: Thesis (S1)
Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
Divisions: KODEPRODI62201#Akuntansi
Depositing User: Mrs. Deli Apsa
Date Deposited: 27 Oct 2020 01:50
Last Modified: 27 Oct 2020 01:50
URI: http://repository.ibs.ac.id/id/eprint/1623

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