SULISTIYO, SULISTIYO (2018) ANALISIS PENGARUH ALOKASI ASET, TINGKAT INFLASI DAN RETURN IHSG TERHADAP KINERJA REKSA DANA SAHAM TAHUN 2012-2016. S2 thesis, Universitas Mercu Buana - Menteng.
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Abstract
This research is conducted to know the performance of equity fund by using Sharpe Ratio and look for asset allocation relationship, inflation rate and return of JCI to the performance of the mutual fund. The population in this study are all effective stock mutual funds registered in OJK during the period January 2012 until December 2016. The sample in this study was chosen by means of Purposive Sampling. From the population of 236 mutual funds, 67 mutual funds meet sampling criteria. This research is correlation research. The method of analysis used in this study is panel data regression with the findings that refer to the results of t statistics test that asset allocation policy partially significant effect on the performance of equity funds while the inflation rate and return of JCI partially have no effect on the performance of equity funds. When referring to the F statistics test results the asset allocation, the inflation rate, and the return JCI together have an effect on the performance of equity funds. Increase / decrease of asset allocation, inflation rate, and JCI's return simultaneously affect the increase / decrease of sharpe ratio of equity fund. However, based on the value of R2 very little effect only 1.88 percent, the remaining 98.12 percent is influenced by other factors. Keywords: asset allocation, inflation rate, return of JCI, sharpe ratio, performance of equity fund. Penelitian ini dilakukan untuk mengetahui pengukuran kinerja reksa dana saham dengan menggunakan Sharpe Ratio dan mencari hubungan alokasi aset, tingkat inflasi dan return IHSG terhadap kinerja reksa dana tersebut. Populasi dalam penelitian ini adalah semua reksa dana saham yang efektif dan terdaftar di OJK selama periode Januari 2012 hingga Desember 2016. Sampel dalam penelitian ini dipilih dengan cara Purposive Sampling. Dari populasi 236 reksa dana, diambil sebanyak 67 reksa dana yang memenuhi kriteria pengambilan sampel. Penelitian ini merupakan penelitian correlation research. Metode analisa yang digunakan dalam penelitian ini adalah regresi data panel. Hasil penelitian diperoleh bahwa kebijakan alokasi aset secara parsial berpengaruh signifikan terhadap kinerja reksa dana saham sementara tingkat inflasi dan return IHSG secara parsial tidak berpengaruh terhadap kinerja reksa dana saham. Pengujian simultan dengan uji F statistik diperoleh bahwa alokasi aset, tingkat inflasi, dan return IHSG secara bersama-sama berpengaruh terhadap kinerja reksa dana saham. Kenaikan/penurunan alokasi aset, tingkat inflasi, dan return IHSG secara bersama-sama berpengaruh terhadap kenaikan/penurunan sharpe ratio reksa dana saham. Akan tetapi berdasarkan nilai R-square pengaruhnya sangat kecil hanya sebesar 1,88 persen, sedangkan 98,12 persen sisanya dipengaruhi oleh faktor lain. Kata kunci: alokasi aset, tingkat inflasi, return IHSG, sharpe ratio, kinerja reksa dana saham.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-18-075 |
| NIM/NIDN Creators: | 55115110286 |
| Uncontrolled Keywords: | asset allocation, inflation rate, return of JCI, sharpe ratio, MKU, manjemen keuangan performance of equity fund. kunci: alokasi aset, tingkat inflasi, return IHSG, sharpe ratio, kinerja reksa dana saham. |
| 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: | MYTHA ALVIANA SARI |
| Date Deposited: | 21 Mar 2022 03:40 |
| Last Modified: | 22 Jun 2022 07:42 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/58423 |
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