scholarly journals PENENTUAN INVESTASI BERDASARKAN TINGKAT RISIKO PADA SAHAM SYARIAH, REKSADANA SYARIAH, DAN EMAS PERIODE 2011-2015

2019 ◽  
Vol 5 (6) ◽  
pp. 486
Author(s):  
Ayu Fitri ◽  
Dina Fitrisia Septiarini
Keyword(s):  
Mutual Fund ◽  
Historical Data ◽  
Stock Exchange ◽  
Secondary Data ◽  
Gold Price ◽  
Quantitative Approach ◽  
Purposive Sampling ◽  
Significant Difference ◽  
The Difference

The purpose of this study was to determine the difference of rate of risk on islamic stock, islamic mutual fund, and gold period 2011-2015. It uses quantitative approach by using Kruskal Wallis test. The sample collecting method used purposive sampling. This study was used secondary data that was collected from official websites of Indonesia Stock Exchange, PT BNP Paribas, and Price Gold. Data used was historical data from JII index, NAV per unit BNP Paribas Pesona Syariah, and gold price. The result Kruskal-Wallis test show that there was significant difference of rate of risk on islamic stock, islamic mutual fund, and gold. But, when used Mann-Whitney next test show that there was no significant difference on Islamic stock. The result of this study proved that islamic stock was more best than gold and islamic mutual fund

scholarly journals REKSADANA SYARIAH dan KONVENSIONAL DI INDONESIA

KEUNIS ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 120
Author(s):  
Nurseto Adhi ◽  
Dewi Pratiwi Aji ◽  
Winarni Winarni
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Secondary Data ◽  
Sampling Technique ◽  
Test Analysis ◽  
Significant Difference ◽  
The Difference ◽  
Differential Test

<p class="western" align="justify"><em><span lang="EN-US">This study aims to test the difference between the conventional mutual fund and the sharia mutual fund on performances and risk. The development of mutual fund products is based on 2 (two) categories, conventional mutual funds, and sharia mutual funds (www.ojk.go.id). Based on data from the Data Center and Statistics of Islamic Mutual Funds, the performance of Islamic mutual funds is still underperformed compared to conventional mutual funds. Therefore, testing the performance of Islamic mutual funds by testing the performance of conventional mutual funds has not been widely tested. Secondary data was used in this study with all 1425 mutual funds from 2012-2017 on the Indonesia Stock Exchange was used as the population in this study is. The purposive sampling technique determines the sample in this study. The sample used in this study was Conventional and Shariah mutual fund in Indonesia Stock Exchange (IDX) with six products each. This hypothesis test used Differential Test tools with data analysis techniques using Paired sample t-test analysis using SPSS 25. In this study, we found that there was a significant difference between the return on conventional mutual funds and Syariah mutual funds. While the risk, Sharpe method, Treynor method, and Jensen method have not significant difference between conventional mutual funds and Syariah mutual funds.</span></em></p>

scholarly journals ANALISIS KOMPARASI PENERAPAN INTERNET FINANCIAL REPORTING OLEH ORGANISASI PENGELOLA ZAKAT (OPZ) DI INDONESIA

2020 ◽  
Vol 7 (8) ◽  
pp. 1439
Author(s):  
Basyasyatul Hanafiyah ◽  
Noven Suprayogi
Keyword(s):  
Data Collection ◽  
Financial Reporting ◽  
Sample Selection ◽  
Secondary Data ◽  
Sampling Technique ◽  
T Test ◽  
Quantitative Approach ◽  
Purposive Sampling ◽  
Significant Difference

The purpose of this study was to determine the differences of Internet Financial Reporting (IFR) index between Lembaga Amil Zakat Nasional (LAZNAS)  and Badan Amil Zakat Nasional Provinsi (BAZNASPROV) in Indonesia. This research uses a quantitative approach with an independent sample t-test. The population in this study is the official website of LAZNAS and BAZNASPROV in Indonesia. Sample selection using purposive sampling technique with two criteria. The website have to be can accessed properly, furthermore LAZNAS and BAZNASPROV have been inaugurated for more than 2 years. The data used is secondary data. Data collection was obtained from the official websites of LAZNAS and BAZNASPROV in Indonesia. The results of this study indicate that there is no significant difference in the IFR index between LAZNAS and BAZNASPROV. Based on the four IFR components used, one and only component showed significant difference is technology used. However, the results obtained that between LAZNAS and BAZNASPROV still do not provide maximum on internet financial reporting yet.Keywords: Internet Financial Reporting, LAZNAS, BAZNASPROV

KEBIJAKAN PEMBAYARAN DIVIDEN BERDASARKAN EPS, LEVERAGE DAN SIZE

2013 ◽  
Author(s):  
Yuhelmi Yuhelmi
Keyword(s):  
Firm Size ◽  
Capital Market ◽  
Stock Exchange ◽  
Secondary Data ◽  
Test Method ◽  
Test Results ◽  
Dividend Payout ◽  
Significant Difference ◽  
Sample Data ◽  
The Difference

This study aims to determine the difference in value Dividend Payout Ratio is based on EPS, leverage and firm size at the company listed in Indonesia Stock Exchange. The population is the company paying the dividends consistently over the period 2007-2009 and all taken as sample. Data used in this study is secondary data obtained from the Indonesian Capital Market of Directory (ICMD). Data processing is done by using the Kruskal-Wallis H test method because the data are not normally distributed. Based on the test results found a significant difference between the Dividend Payout Ratio companies that have high EPS with low EPS. Companies that have high EPS paying high dividend payout ratio than companies that have low EPS. The results also found no significant difference between the payment of Dividend Payout Ratio companies that have high leverage with companies that have low leverage, so also there is no difference between large-sized companies with a smaller company.

scholarly journals KOMPARASI RISK DAN RETURN SAHAM DAN SAHAM SYARIAH

2020 ◽  
Vol 2 (1) ◽  
pp. 79-96
Author(s):  
Abil Finda Farrukhy
Keyword(s):  
Stock Exchange ◽  
Descriptive Analysis ◽  
Secondary Data ◽  
T Test ◽  
Risk Level ◽  
Average Return ◽  
Significant Difference ◽  
The Mean ◽  
Inferential Analysis ◽  
The Difference

Abstract   This research aims to identify the difference in the mean return and risk of regular and sharia stock listed on the Indonesia Stock Exchange as a provider of secondary data listed in the consumer goods industry in the 2019 period. The data analysis techniques in this research are using descriptive and inferential statistics analysis. The results of descriptive analysis within 1 year showed that the average return of regular stock is -0.0018342 or -0.18% while the average return of Sharia stock 0,0009238 or 0.09%. The risk level of regular stock during the period of 1 year is 0.0539309 or 5.39%. while the risk level of sharia stock is 0.0142570 or 1.43%. Based on the results of inferential analysis research using a different test (Independent Sample t-test), obtained result that there is no significant difference between return and risk of regular stock and Sharia stock. Keywords: Return, Risk, Regular Stock, Sharia Stock   Abstrak   Penelitian ini bertujuan untuk mengidentifikasi perbedaan rata-rata return dan risk saham reguler dan saham syariah yang tercatat pada Bursa Efek Indonesia sebagai penyedia data sekunder yang tercantum di bidang industri barang konsumsi periode 2019. Teknik analisis data penelitian ini menggunakan analisis statistik deskriptif dan inferensial. Hasil analisis deskriptif pada kurun waktu 1 tahun menyatakan bahwa rata-rata return saham reguler senilai -0,0018342, sedangkan rata-rata return saham syariah senilai 0,0009238. Tingkat Risk saham reguler selama kurun waktu 1 tahun senilai 0,0539309, sedangkan tingkat risk saham syariah senilai 0,0142570. Berdasarkan hasil penelitian analisis inferensial dengan menggunakan uji beda (Independent Sample t-test) dihasilkan bahwa tidak ditemukan perbedaan signifikan antara return dan risk saham reguler dengan saham syariah. Kata Kunci: Return, Risk, Saham Reguler, Saham Syariah

scholarly journals Efek Anomali Pasar Terhadap Return Saham Pada Perusahaan Lq 45 Yang Terdaftar Di Bursa Efek Indonesia

2018 ◽  
Author(s):  
Sri Utami Ady ◽  
Rifatun Nuroniyah ◽  
Sugiyanto
Keyword(s):  
Stock Return ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Weekend Effect ◽  
Analysis Tool ◽  
Purposive Sampling ◽  
Monday Effect ◽  
Average Return ◽  
Significant Difference ◽  
The Difference

The purposes of this study was to: (1) analyze the differences (Rogalski Effect) (2) to analyze the difference (Monday Effect) (3) to analyze the difference (Weekend Effect) on stock return at LQ 45 company listed in Indonesia Stock Exchange.The method used in this study was descriptive quantitative, the sample in this study amounted to 43 companies selected by using purposive sampling technique, the analysis tool used was the Independent Sample t-test.The result of hypothesis (1) there was no significant difference between the average of Monday April stock return with the average of Monday not April stock return. And there was no Rogalski Effect on LQ 45 stock return listed on Indonesia Stock Exchange. The result of hypothesis (2) therewass no significant difference between the average return of stock of Tujuan penelitian ini adalah untuk: (1) menganalisis adanya perbedaan (Rogalski Effect) (2) menganalisis adanya perbedaan (Monday Effect) (3) menganalisis adanya perbedaan (Weekend Effect) terhadap return saham pada perusahaan LQ 45 yang terdaftar di Bursa Efek Indonesia. Metode yang digunakan dalam penelitian ini adalah deskriptif kuantitatif, sampel dalam penelitian ini berjumlah 43 perusahaan yang terpilih dengan menggunakan teknik purposive sampling, alat analisis yang digunakan adalah Independent Sample t-test. Hasil Uji Hipotesis (1) tidak terdapat perbedaan yang signifikan antara rata-rata return saham senin April dengan rata-rata return saham senin non April. Dan tidak terjadi Rogalski Effect pada return saham LQ 45 yang terdaftar di Bursa Efek Indonesia. Hasil Uji Hipotesis (2) tidak terdapat perbedaan yang signifikan antara rata-rata return saham senin dengan rata-rata return saham non senin. Dan tidak terjadi Monday Effect pada return saham LQ 45 yang terdaftar di Bursa Efek Indonesia. Hasil Uji Hipotesis (3) terdapat perbedaan yang signifikan terjadi pada hari rabu, sedangkan pada hari senin, selasa, dan kamis tidak terdapat perbedaan yang signifikan antara rata-rata return saham. Dan tidak terjadi Weekend Effect pada return saham LQ 45 yang terdaftar di Bursa Efek Indonesia selama periode Februari 2016 sampai dengan Januari 2017

scholarly journals ANALISIS PERBANDINGAN UKURAN PERUSAHAN ANTARA PT TELKOMSEL TBK DAN PT XL AXIATA TBK

2020 ◽  
Vol 8 (1) ◽  
pp. 46-52
Author(s):  
Ahlul Nazar ◽  
Nurul Huda
Keyword(s):  
Quantitative Research ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
T Test ◽  
Company Size ◽  
Purposive Sampling ◽  
Normality Test ◽  
Analysis Technique ◽  
Significant Difference

AbstrakPenelitian ini bertujuan untuk mengetahui seberapa besar perbedaan yang signifikan ukuran perusahaan antara PT Telkomsel  Tbk dan PT XL Axiata Tbk. Penelitian komparatif, populasi penelitian ini adalah data laporan keuangan PT TERKOMSEL TBK selama 22 tahun dari tahun 1997-2018 dan PT XL AXIATA TBK yaitu selama 18 tahun dari tahun 1999-2018. Teknik pengambilan sampel dalam penelitian ini menggunakan Purposive Sampling. Sampel penelitian ini selama 5 tahun dari 2014-2018 terdaftar di bursa saham. Jenis data penelitian kuantitatif dengan sumber data sekunder. Teknik analisis data menggunakan uji normalitas data dan independent sample t-test. Analisis menunjukkan bahwa variabel Ukuran Perusahan pada PT Telkomsel  Tbk dan PT XL Axiata Tbk. berdasarkan nilai Sig (2-tailed) sebesar 0,010 sehingga nilai signifikan 0,000 > 0, 05, maka Ha ditolak dan H0 diterima yang menyatakan bahwa tidak ada perbedaan yang signifikan antara Ukuran Perusahaanpada PT Telkomsel  Tbk dan PT XL Axiata Tbk.AbstractThis study aims to find out how big a significant difference in company size between PT Telkomsel Tbk and PT XL Axiata Tbk. Comparative research, the population of this study is the data of PT TERKOMSEL TBK's financial statements for 22 years from 1997-2018 and PT XL AXIATA TBK for 18 years from 1999-2018. The sampling technique in this study uses purposive sampling. This research sample for 5 years from 2014-2018 was listed on the stock exchange. Types of quantitative research data with secondary data sources. The data analysis technique uses normality test data and independent sample t-test. The analysis shows that the Company Size variable at PT Telkomsel Tbk and PT XL Axiata Tbk. based on the Sig (2-tailed) value of 0.010 so that a significant value of 0,000> 0, 05, Ha is rejected and H0 is accepted stating that there is no significant difference between Company Size at PT Telkomsel Tbk and PT XL Axiata Tbk.

scholarly journals Analisis Profitabilitas Perusahaan Kompas 100 Sebelum dan Saat Pandemi Covid-19

2021 ◽  
Vol 4 (2) ◽  
pp. 397-414
Author(s):  
Sherfina Tabatini Evany ◽  
Risal Rinofah ◽  
Pristin Prima Sari
Keyword(s):  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Rank Test ◽  
Wilcoxon Sign Rank Test ◽  
Significant Difference ◽  
Wilcoxon Sign Rank ◽  
Sign Rank Test ◽  
The Difference ◽  
Profitability Ratios

This study aims to find out how significant the difference caused by the covid-19 pandemic is on the Profitability (ROA,ROE,NPM) of the Kompas 100 company.In this research, using descriptive comparative with quantitative approach and using secondary data. The population includes companies listed on the Kompas 100 index on the Indonesia Stock Exchange, then selected using purposive sampling technique, obtained a total of 46 companies that meet the criteria. The profitability uses (ROA, ROE, NPM). Then the ratio was tested differently using the Wilcoxon sign rank test with the help of SPSS 22.The results showed that there was a significant difference in profitability ratios which included ROA, ROE and NPM at the Kompas 100 company between the period before and during the covid-19 pandemic. Keywords: Profitability, ROA, ROE , NPM

scholarly journals Behaviour of Follower Investor in the Formation of Stock’s Price on Market Crash

2017 ◽  
Vol 1 (1) ◽  
pp. 27
Author(s):  
I Gusti Ayu Nyoman Budiasih ◽  
Made Dewi Ayu Untari ◽  
I Made Sadha Suardikha ◽  
I Ketut Suryanawa
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Absolute Deviation ◽  
Cross Sectional ◽  
Irrational Behavior ◽  
Analysis Technique ◽  
Significant Difference ◽  
The Difference

This study is aimed to get empirical evidence about the indications of behavior of follower investor in the formation of stock’s prices in the Indonesian Stock Exchange (BEI) when the event market crash occured. As well as aiming to analyze whether the behavior of follower investor can be called irrational behavior by looking at the difference in behavior of follower investor on each sector in IDX. This study uses secondary data in the form of stock’s closing price and Indonesia Composite Index (IHSG) companies listed on the BEI Stock Exchange during 2010-2013 by accessing the website www.idx.co.id, www.finance.yahoo.com, and www.ksei.co.id. Total populations are 507 companies, while the total samples are 350 companies. The analysis technique used is Cross-sectional Absolute Deviation (CSAD) to detect the behavior of follower investor in the formation of stock price and One Way ANOVA test with Post Hoc Test and Least Significant Difference (LSD) to analyze the irrationallity in follower investor’s behavior. The analysis showed that there were indications follower investor’s behavior in the stock’s price formation and proved that behavior of follower investor is an irrational behavior. 

scholarly journals PERBANDINGAN RETURN SAHAM PADA PERUSAHAAN PERKEBUNAN BEI DAN BURSA MALAYSIA

2019 ◽  
Vol 19 (2) ◽  
pp. 289
Author(s):  
Etty Rahayu Jamil ◽  
Warmie Eka Putra ◽  
Fitrini Mansur
Keyword(s):  
Interest Rates ◽  
Stock Returns ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Secondary Data ◽  
Stock Index ◽  
Expected Return ◽  
Significant Difference ◽  
The Difference ◽  
Actual Return

<p><em>The purpose of this research is to know the difference between the actual return and the expected return of the stock using the CAPM model in plantation sector companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange during the period 2015-2017. This research is a quantitative study using secondary data in the form of stock closing price data, stock index and interest rates by the Central Bank. The hypothesis test in this study is an independent sample t-test to compare the results of the calculation of returns obtained. Results of this study is (1) There is a significant difference between actual return and expected return on plantation companies listed on the Indonesia Stock Exchange, (2) There is no significant difference between actual return and expected return on plantation companies listed on Bursa Malaysia, and (3) There is a significant difference between stock returns of plantation sector companies listed on the Indonesia Stock Exchange and Malaysia Stock Exchange during the 2015-2017 period. Both Indonesia and Malaysia obtained negative returns during the study period, but Malaysia's value is better than Indonesia. </em></p><p><em> </em></p><p><em>Keywords: Actual Return, CAPM, Expected Return, and Stock Investment.</em><em></em></p>

scholarly journals Behaviour of Follower Investor in the Formation of Stock’s Price on Market Crash

2017 ◽  
Vol 1 (1) ◽  
pp. 27
Author(s):  
I Gusti Ayu Nyoman Budiasih ◽  
Made Dewi Ayu Untari ◽  
I Made Sadha Suardikha ◽  
I Ketut Suryanawa
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Absolute Deviation ◽  
Cross Sectional ◽  
Irrational Behavior ◽  
Analysis Technique ◽  
Significant Difference ◽  
The Difference

This study is aimed to get empirical evidence about the indications of behavior of follower investor in the formation of stock’s prices in the Indonesian Stock Exchange (BEI) when the event market crash occured. As well as aiming to analyze whether the behavior of follower investor can be called irrational behavior by looking at the difference in behavior of follower investor on each sector in IDX. This study uses secondary data in the form of stock’s closing price and Indonesia Composite Index (IHSG) companies listed on the BEI Stock Exchange during 2010-2013 by accessing the website www.idx.co.id, www.finance.yahoo.com, and www.ksei.co.id. Total populations are 507 companies, while the total samples are 350 companies. The analysis technique used is Cross-sectional Absolute Deviation (CSAD) to detect the behavior of follower investor in the formation of stock price and One Way ANOVA test with Post Hoc Test and Least Significant Difference (LSD) to analyze the irrationallity in follower investor’s behavior. The analysis showed that there were indications follower investor’s behavior in the stock’s price formation and proved that behavior of follower investor is an irrational behavior. 

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