Perbandingan Kinerja Reksa Dana Saham Konvensional dengan Reksa Dana Saham Syariah Di Bursa Efek Indonesia

Desiana, Lidia and Isnurhadi, Isnurhadi (2012) Perbandingan Kinerja Reksa Dana Saham Konvensional dengan Reksa Dana Saham Syariah Di Bursa Efek Indonesia. Jurnal Manajemen dan Bisnis Sriwijaya, 10 (20). pp. 81-98. ISSN 1412-4521

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    Abstract

    This research was conducted in the stock conventional mutual fund and stock syariah mutual fund listed in Indonesian Stock Exchange. The purposes of this research are to 1) explained the stock conventional mutual fund performance, 2) explained the stock syariah mutual fund performance, and 3) explained differences stock mutual fund performance either conventional or syariah. The research method used are Independent T-Test for normal distribution data, and Mann Whitney Test for not normal distribution data. The output of this research shows, stock conventional mutual fund performance have well performance (outperform) compared with stock syariah mutual fund performance according to the Sharpe, Treynor, and Jensen mutual fund performance measurement. Average return and risk stock syariah mutual fund for period January 2005 – December 2011 below return and risk market. Whereas average return and risk stock conventional mutual fund for period January 2005 – December 2011 above return and risk market. From the output of this research shows, hoped it can give the information to investment manager, investors, and government as regulator.

    Item Type: Article
    Uncontrolled Keywords: Stock Conventional Mutual Fund Performance, Stock Syariah Mutual Fund Performance, Mutual Fund Performance Measurement.
    Subjects: H Social Sciences > HG Finance
    Divisions: Faculty of Economics > Department of Management
    Depositing User: Isnurhadi, SE, MBA, Ph.D
    Date Deposited: 05 Mar 2014 09:49
    Last Modified: 05 Mar 2014 09:49
    URI: http://eprints.unsri.ac.id/id/eprint/3491

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