PERBANDINGAN KINERJA REKSA DANA SAHAM KONVENSIONAL DENGAN REKSA DANA SAHAM SYARIAH

NANANG, NANANG (2020) PERBANDINGAN KINERJA REKSA DANA SAHAM KONVENSIONAL DENGAN REKSA DANA SAHAM SYARIAH. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The purpose of the research conducted is to determine the differences between the performance of Conventional Mutual Funds and Sharia Mutual Funds for the period of 2018. The performance variables used were mutual fund return rates, Treynor Ratio, Sharpe Ratio and Alpha Jensen. The method used was the Independent Sample t-Test for normally distributed data and the Mann-Whitney u- Test for data that were not normally distributed. The data normality test was performed using the Kolmogorov Smirnov test which resulted in the conclusions that the mutual fund returns, the Sharpe Ratio and Alpha Jensen had normal distributed data while the Treynor Ratio for existing data was not normally distributed. The significance level in this study used a probability number of 5% with the Initial Hypothesis that if the estimated value of probability (p-value) is above 5% or T-Value below T-Table then nothing shows difference between Conventional Mutual Funds and Sharia Mutual Funds Performance. The results of tests conducted in this study produced probability values above 5% in the study conducted with all variables. The conclusion from this study is that Ho was accepted which should not show the difference between Conventional Mutual Funds and Sharia Mutual Funds. Keywords:- Independent Sample t-Test, Mann-Whitney u-Test, Kolmogorov Smirnov Test, Sharia Mutual Fund, Sharpe Ratio. Tujuan dari penelitian yang dilakukan adalah untuk mengetahui perbedaan kinerja antara Reksa Dana Saham Konvensional dan Reksa Dana Saham Syariah untuk periode tahun 2018. Variabel kinerja yang digunakan adalah tingkat return reksa dana, Rasio Treynor, Rasio Sharpe dan Alpha Jensen. Metode yang digunakan adalah uji Independent Sample t-Test untuk data yang berdistribusi normal dan uji Mann-Whitney u-Test untuk data yang tidak berdistribusi normal. Uji Normalitas data dilakukan dengan menggunakan uji Kolmogorov Smirnov yang menghasilkan kesimpulan untuk variabel tingkat return reksa dana, Rasio Sharpe dan Alpha Jensen memiliki data yang berdistribusi normal sementara untuk Rasio Treynor data yang ada tidak berdistribusi normal. Taraf Signifikansi dalam penelitian ini menggunakan angka probabilitas sebesar 5% dengan Hipotesis Awal (Ho) adalah jika nilai perhitungan probabilitas (p-value) diatas 5% atau T-Hitung lebih kecil dari T-Tabel maka tidak ada perbedaan kinerja antara Reksa Dana Saham Konvensional dan Reksa Dana Saham Syariah dan berlaku sebaliknya. Hasil uji perbandingan yang dilakukan pada penelitian ini menghasilkan nilai probabilitas diatas 5% baik penelitian yang dilakukan dengan variabel tingkat return, Rasio Treynor, Rasio Sharpe dan Alpha Jensen. Kesimpulan dari penelitian ini adalah Ho diterima yang artinya tidak terdapat perbedaan kinerja antara Reksa Dana Saham Konvensional dan Reksa Dana Saham Syariah. Kata kunci:- Uji Independent Sample t-Test, Uji Mann-Whitney u-Test, Uji Kolmogorov Smirnov, Reksa Dana Syariah, Rasio Sharpe.

Item Type: Thesis (S2)
Call Number CD: CD/551. 19 256
NIM/NIDN Creators: 55117120095
Uncontrolled Keywords: Uji Independent Sample t-Test, Uji Mann-Whitney u-Test, Uji Kolmogorov Smirnov, Reksa Dana Syariah, Rasio Sharpe.
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.45 Auditing/Audit
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.45 Auditing/Audit > 657.452 Audit Reports/Laporan Audit
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.45 Auditing/Audit > 657.453 Auditing of Computer-Processed Accounts/Mengaudit Laporan yang Diproses Komputer
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 14 Dec 2021 03:36
Last Modified: 22 Apr 2022 03:30
URI: http://repository.mercubuana.ac.id/id/eprint/52057

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