PENGARUH UMUR DANA, KEMAMPUAN PENETAPAN WAKTU, PEMILIHAN SAHAM DAN UKURAN DANA TERHADAP KINERJA REKSA DANA SAHAM SYARIAH (PERIODE 2017-2019)

YUNIAR RACHMAYANTI, . (2023) PENGARUH UMUR DANA, KEMAMPUAN PENETAPAN WAKTU, PEMILIHAN SAHAM DAN UKURAN DANA TERHADAP KINERJA REKSA DANA SAHAM SYARIAH (PERIODE 2017-2019). Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan untuk menguji pengaruh umur dana, penetapan waktu, pemilihan saham, dan ukuran dana terhadap kinerja reksa dana saham syariah periode 2017-2019. Metode yang digunakan dalam penelitian ini adalah purposive sampling dengan sampel sebanyak 30 reksa dana saham syariah. Penelitian ini menggunakan data sekunder yaitu laporan kinerja reksa dana saham syariah berupa IHSG, SBI, serta NAB pada masing-masing reksa dana saham syariah. Kinerja reksa dana saham sebagai variabel dependen menggunakan proxy Metode Sharpe Ratio, dan variabel independen pertama umur dana diukur dengan melihat tanggal efektif reksa dana diperdagangkan dikurangi dengan waktu penelitian, variabel independen kedua kemampuan penetapan waktu menggunakan proxy Metode Henrikson Merton dengan memasukan nilai dummy ke dalam perhitungan, variabel ketiga pemilihan saham menggunakan metode Treynor & Mazuy dengan mengambil nilai alpha untuk pemilihan saham dan variabel independen keempat menggunakan logaritma natural aset bersih. Penelitian ini menggunakan metode data panel dengan tingkat signifikan 5% atau 0,05 untuk menguji 4 Hipotesis dengan menggunakan program Eviews 9. Berdasarkan hasil uji t (parsial) menghasilkan bahwa umur dana dan pemilihan saham tidak berpengaruh sedangkan penetapan waktu dan ukuran dana berpengaruh positif terhadap kinerja reksa dana saham syariah. Kata Kunci: kinerja reksa dana saham syariah, umur dana, pemilihan saham, ukuran dana *** The purposive research is to examine the influence of fund age, market timing, stock selection, and fund size on sharia equity funds performance (period 2017-209). The method used in this study was purposive sampling using 30 samples of sharia stock mutual funds. This research uses secondary data, namely the sharia stock mutual fund performance report in the form of JCI, SBI, Profile, and monthly NAV in each sharia stock mutual fund. The performance of stock mutual funds as a dependent variable using the Sharpe Ratio Method proxy, and the first independent variable of the life of the fund is seen the effective date the mutual fund is traded minus the research time, the second independent variable is the ability to determine time using the proxy Henrikson Merton method is seen from the gamma value by including the dummy value in the calculation, the third variable is stock selection using the Treynor & Mazuy method by taking the alpha value for stock selection and The fourth independent variable uses the natural logarithm of the net asset. This study used a panel data method with a significant rate of 5% or 0.05 to test 4 Hypotheses using the Eviews program. Based on the results of the t (partial) test, it results that the age and selection of shares have no effect while the timing and size of funds have a positive effect on the performance of Islamic stock mutual funds. This study used the pane data method; with a significant rate of 5% or 0.05 to test 3 Hypotheses by using the Eviews program. Based on the results of the t (partial) test, it results that the fund age and selection of shares have no effect while the timing and size of funds have a positive effect on the performance of Islamic stock mutual funds. Keywords: performance of sharia equity mutual funds, fund age, market timing ability, stock selection, and fund size

Item Type:	Thesis (Sarjana)
Additional Information:	1). Unggul Purwohedi, M.Si., Ph.D ; 2). Achmad Fauzi, S.Pd., M.Ak
Subjects:	Ilmu Sosial > Teori Ekonomi Ilmu Sosial > Keuangan
Divisions:	FE > S1 Akuntansi
Depositing User:	Users 20661 not found.
Date Deposited:	14 Sep 2023 06:58
Last Modified:	14 Sep 2023 06:58
URI:	http://repository.unj.ac.id/id/eprint/42455

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