NASUTION, ARIEF KURNIAWAN (2015) ANALISIS KOMPARATIF KINERJA REKSA DANA SAHAM SYARIAH DENGAN MENGGUNAKAN METODE SHARPE, TREYNOR DAN JENSEN. S2 thesis, Universitas Mercu Buana Jakarta - Menteng.
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Abstract
This study aims to examine and analyze the comparative performance between Conventional shares and Syaria shares mutual funds using Sharpe, Treynor and Jensen method. Research data is daily data for 4,5 years observation period from January 2011 until July 2015. The sampling method used was purposive sampling. From 874 Conventional shares mutual fund , 19 mutual fund met the criteria and 78 Syaria shares mutual fund share,5 mutual funds met the criteria to be the sample. The method of analysis used in this study is Ordinary Least Square. The result showed that there are no differences beetwen Convensional and Syaria Mutual Fund based on Sharpe and Treynor method exept on year 2011, while Jensen method showed differences on years 2011 and 2012. The result also showed that there are no differences beetwen Convensional and Syaria Mutual Fund based on return performance except on year 2011, and the comparison results showed that there are no differences beetwen Convensional and Syaria Mutual Fund with the benchmak index (LQ45 and JII) on 5 years Keywords : Performance of conventional shares mutual funds and syaria shares mutual funds, Sharpe Index, Treynor Index, Jensen Index, JCI return and JII return.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-15-242 |
| NIM/NIDN Creators: | 55113110132 |
| Uncontrolled Keywords: | Performance of conventional shares mutual funds and syaria shares mutual funds, Sharpe Index, Treynor Index, Jensen Index, JCI return and JII return. MKU, MANAJEMEN KEUANGAN |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | Rokhyudi |
| Date Deposited: | 16 Apr 2018 03:49 |
| Last Modified: | 31 May 2023 02:43 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/41877 |
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