ANALISIS PERBANDINGAN KINERJA SAHAM REKSA DANA SYARIAH DAN SAHAM REKSA DANA KONVENSIONAL MEGGUNAKAN METODE SHARPE, TREYNOR, DAN JENSEN (Studi Kasus: PT Danareksa Investment Management) Periode 2017-2019

NURILLAH, RIDHO ALFATH (2020) ANALISIS PERBANDINGAN KINERJA SAHAM REKSA DANA SYARIAH DAN SAHAM REKSA DANA KONVENSIONAL MEGGUNAKAN METODE SHARPE, TREYNOR, DAN JENSEN (Studi Kasus: PT Danareksa Investment Management) Periode 2017-2019. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The topic in this study is a comparative analysis of the performance of Islamic and conventional stock mutual funds. Using the Sharpe, Treynor, and Jensen Mutual Funds methods observed in this study are two mutual funds managed by one of the investment managers of PT Danareksa Investment Management, Sharia Mutual Funds (RDSS) and Mutual Funds Mawar Shares (RDMS). The study period is 36 months, from January 2017 to December 2019. The results show that both performance indices use multiple Mutual Fund benchmarks and one Sharia Mutual Fund benchmark outperforms from Stock Roses, while in each Market Composite Index is Greater than JII. But in the course of time, it can change everything. There are many funds that outperform the opposition above market value. Keywords: danareksa investment management of mutual funds, conventional mutual funds, sharia mutual funds, Mutual Fund Mutual Funds (RDMS), Syariah Sharia Mutual Funds (RDSS), CSPI, JII, Outperform, Sharpe, Treynor, Jensen Topik dalam penelitian ini adalah analisis perbandingan kinerja reksa dana saham syariah dan konvensional. Menggunakan metode Sharpe, Treynor, dan Jensen Reksa dana yang diamati dalam penelitian ini adalah dua reksadana yang dikelola oleh salah satu manajer investasi PT Danareksa Investment Management, Reksa Dana Syariah Saham (RDSS) dan Reksa Dana Mawar Saham (RDMS). Masa studi 36 bulan, dari Januari 2017 hingga Desember 2019. Hasil penelitian menunjukkan bahwa kedua indeks kinerja menggunakan multiple tolak ukur Reksa Dana dan satu tolak ukur Reksa Dana Syariah mengungguli dari Mawar Saham, sedangkan di masing - masing indeks komposit pasar lebih besar dari pada JII. Tetapi dalam perjalanan waktu dapat mengubah segalanya. Ada banyak dana mengungguli oposisi di atas nilai pasar. Kata kunci: danareksa investment manajemen reksa dana, reksa dana konvensional, reksa dana syariah, Reksa Dana Mawar Saham (RDMS), Reksa Dana Syariah Saham (RDSS), IHSG, JII, Mengungguli, Sharpe, Treynor, Jensen

Item Type: Thesis (S1)
NIM/NIDN Creators: 43116010144
Uncontrolled Keywords: danareksa investment manajemen reksa dana, reksa dana konvensional, reksa dana syariah, Reksa Dana Mawar Saham (RDMS), Reksa Dana Syariah Saham (RDSS), IHSG, JII, Mengungguli, Sharpe, Treynor, Jensen
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 > 658.3 Personnel Management/Manajemen Personalia, Manajemen Sumber Daya Manusia, Manajemen SDM
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.5 Management of Production/Manajemen Produksi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.6 Quality Management/Manajemen Kualitas
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.7 Management of Supplies/Manajemen Persediaan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 25 Mar 2024 04:06
Last Modified: 25 Mar 2024 04:06
URI: http://repository.mercubuana.ac.id/id/eprint/82285

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