ANALISIS FAKTOR YANG MEMPENGARUHI KINERJA ETF BERBASIS SAHAM DAN OBLIGASI DI BURSA EFEK INDONESIA

CHRISTI, EVA APRILIA (2023) ANALISIS FAKTOR YANG MEMPENGARUHI KINERJA ETF BERBASIS SAHAM DAN OBLIGASI DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana - Menteng.

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Abstract

Penelitian ini bertujuan untuk mengetahui analisis faktor yang mempengaruhi kinerja Exchange Traded Fund berbasis saham dan obligasi di bursa efek Indonesia. Exchange Traded Fund atau biasa disingkat ETF adalah sebuah produk reksa dana yang unit penyertaanya bisa diperjualbelikan di sebuah stock exchange layaknya sebuah saham. Pada dasarnya ETF merupakan sebuah instrumen hybrid, gabungan karakteristik open-ended fund dengan saham perusahaan pada umumnya. Penelitian ini dilakukan pada ETF berbasis saham dan obligasi yang terdaftar di bursa efek Indonesia periode tahun 2019-2021. Teknik pengambilan sampel yang digunakan dalam penelitian ini adalah purposive sampling. Sampel dalam penelitian ini sebanyak 13 Exchange Traded Fund berbasis saham dan 1 ETF berbasis obligasi yang bersumber dari Bloomberg, website bursa efek Indonesia, prospektus Exchanged Traded Fund dan website asset management. Metode analisis data yang digunakan adalah analisis regresi data panel dengan alat bantu program EViews. Hasil penelitian ini menunjukan bahwa Risiko berpengaruh terhadap kinerja Exchange Traded Fund berbasis saham dan obligasi, Tracking Error berpengaruh terhadap kinerja Exchange Traded Fund berbasis saham dan obligasi, Expense Ratio tidak berpengaruh terhadap kinerja Exchange Traded Fund berbasis saham dan obligasi. Kata Kunci: ETF, Risiko, Tracking Error, Expense Ratio, Saham, Obligasi This study aims to determine the analysis of factors that affect the performance of stock and bond-based ETFs on the Indonesian stock exchange. This research was conducted on stock and bond-based ETFs listed on the Indonesian stock exchange for the period 2019-2021. The sampling technique used in this research is purposive sampling. The samples in this study were 13 stock-based ETFs and 1 bond-based ETF sourced from Bloomberg, the Indonesian stock exchange website, ETF prospectus and asset management website. The data analysis method used is panel data regression analysis with the EViews program tool. The results of this study indicate that Risk affects the performance of stock and bond-based ETFs, Tracking Errors affect the performance of stock and bond-based ETFs, Expenser Ratio has no effect on the performance of stock and bond-based ETFs. Keywords: ETFs, Risk, Tracking Error, Expense Ratio, Stock, Bond

Item Type: Thesis (S2)
NIM/NIDN Creators: 55119120181
Uncontrolled Keywords: ETF, Risiko, Tracking Error, Expense Ratio, Saham, Obligasi
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: MELATI CAHYA FITRIANI
Date Deposited: 10 Apr 2023 05:31
Last Modified: 10 Apr 2023 05:31
URI: http://repository.mercubuana.ac.id/id/eprint/76298

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