PENGARUH STOCK SELECTION ABILITY, MARKET TIMING ABILITY, DAN FUND CASH FLOW TERHADAP KINERJA REKSA DANA SAHAM PERIODE 2019-2022

DITO SETIAWAN, . (2024) PENGARUH STOCK SELECTION ABILITY, MARKET TIMING ABILITY, DAN FUND CASH FLOW TERHADAP KINERJA REKSA DANA SAHAM PERIODE 2019-2022. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Reksa dana merupakan wadah untuk menghimpun dana dari masyarakat yang kemudian akan dikelola oleh manajer investasi dalam portofolio efek sehingga mampu memberikan keuntungan. Kinerja reksa dana dipengaruhi oleh strategi manajer investasi dalam mengelola reksa dana. Kemampuan manajer investasi mengelola reksa dana dengan baik dapat tercermin dari kinerja reksa dana yang meningkat setiap tahun. Penelitian ini bertujuan untuk mengetahui pengaruh Stock Selection Ability, Market Timing Ability, dan Fund Cash Flow terhadap Kinerja Reksa Dana Saham Periode 2019-2022. Sampel dalam penelitian dipilih dengan teknik purposive sampling sehingga terdapat 17 perusahaan reksa dana yang sesuai dengan kriteria. Data yang digunakan dalam penelitian adalah data nilai aktiva bersih (NAB) bulanan reksa dana, BI rate, HSG, dan prospektus 17 produk reksa dana saham dari Januari 2019 hingga Desember 2022. Penelitian menggunakan metode regresi data panel dengan pendekatan common effect model (CEM). Hasil penelitian menunjukkan bahwa stock selection ability dan fund cash flow memiliki pengaruh positif dan signifikan terhadap kinerja reksa dana saham. Sedangkan market timing ability memiliki pengaruh positif tetapi tidak signifikan terhadap kinerja reksa dana saham periode 2019-2022. ********* Mutual funds are a forum for raising funds from the public which will then be managed by nvestment managers in a securities portfolio so as to provide profits. Mutual fund performance is nfluenced by the nvestment manager's strategy in managing mutual funds. The ability of nvestment managers to manage mutual funds well can be reflected in the performance of mutual funds that ncrease every year. The purposeiof this study is to determine the effect of Stock Selection Ability, Market Timing Ability, and Fund Cash Flow on Equity Funds Performance for the 2019-2022 Period. The sample in this study was selected using purposive sampling technique so that there were 17 mutual fund companies that according to the criteria. The data used in this study are monthly net asset value (NAV) of mutual funds, BI rate, HSG, and prospectuses of 17 equity mutual fund from January 2019 to December 2022. The study used panel data regression method with common effect model (CEM) approach. The results of the study show that stock selection ability and fund cash flow have a positive and significant effect on the performance of equity funds. Meanwhile, market timing ability has a positive but insignificant effect on the performance of equity funds for the 2019-2022 period.

Item Type:	Thesis (Sarjana)
Additional Information:	1). Prof.Dr. Saparuddin Mukhtar, M.Si. ; 2). Siti Fatimah Zahra, S.E.I.,M.E.
Subjects:	Ilmu Sosial > Sejarah Ekonomi, Kondisi Ekonomi Ilmu Sosial > Industri, Buruh, Produksi > Pendidikan Ekonomi Ilmu Sosial > Keuangan
Divisions:	FE > S1 Pendidikan Ekonomi
Depositing User:	Users 23880 not found.
Date Deposited:	02 Aug 2024 00:45
Last Modified:	02 Aug 2024 00:45
URI:	http://repository.unj.ac.id/id/eprint/47769

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