scholarly journals Analisis Kinerja Reksadana Saham Syariah Di Pasar Modal Indonesia Menggunakan Metode Sharpe, Treynor, Dan Jensen Periode 2017-2018

2020 ◽  
Vol 3 (2) ◽  
pp. 95
Author(s):  
Ahmad Karim Abdul Hamid ◽  
Iwan Fahri Cahyadi
Keyword(s):  
Data Analysis ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Financial Services ◽  
Operational Definition ◽  
Sampling Techniques ◽  
Analysis Techniques ◽  
Positive Performance ◽  
Definition Of ◽  
Research Period

<p><em>This research aims to find out the performance of sharia stock mutual funds in the Indonesian Capital Market based on sharpe, treynor and jensen methods and to find out the comparison of the performance of sharia stock mutual funds with benchmark performance in the research period of 2017-2018. This type of research is evaluative research with a quantitative approach. The population in this study includes all sharia mutual funds registered and still active in the Financial Services Authority (OJK) until December 2018. Sampling techniques used purposive sampling techniques and obtained 23 sharia stock mutual funds as a research sample. Data analysis techniques are descriptively analyzed, the data obtained is collected and then processed with the appropriate formulas on the operational definition of measurement and research variables. Data analysis techniques are descriptively analyzed, the data obtained is collected and then processed with the appropriate formulas on the operational definition of measurement and research variables. To make data processing easier using microsoft excel programs.  Based on the analysis of islamic stock fund performance data according to sharpe method in 2017 there are 7 sharia stock mutual funds that show positive performance, and in 2018 there were 3 sharia stock mutual funds showing positive performance. Meanwhile, according to treynor method in 2017 there were 7 sharia stock mutual funds that showed positive performance, and in 2018 there were 3 sharia stock mutual funds that showed positive performance. Meanwhile, according to jensen method in 2017 there are 6 sharia stock mutual funds that showed positive performance, and in 2018 there were 5 sharia stock mutual funds that showed positive performance.</em><em> Based on the results of the comparison of the performance of sharia stock mutual funds with benchmarks in the period 2017 according to sharpe method there are 5 sharia stock mutual funds that have outperform performance, and in the period 2018 there are 3 sharia stock mutual funds that have outperform performance. Meanwhile, according to treynor method in 2017 there are 1 sharia stock mutual fund that has outperform performance, and in 2018 there are 20 sharia stock mutual funds that have outperform performance. While according to jensen method in 2017 there are no sharia stock mutual funds that have outperform performance, and in the period 2018 there are 23 sharia stock mutual funds that have outperform performance. And there are 2 sharia stock mutual funds that consistently perform best against market performance during the research period, namely Sucorinvest Sharia Equity Fund sharia stock mutual fund and Sharia Pacific Saham Syariah stock fund.</em></p>

A Study on Investment Decision of Investors With Reference to Penetration of Mutual Funds in India

2016 ◽  
Vol 5 (2) ◽  
Author(s):  
Ratish C Gupta ◽  
Dr. Manish Mittal
Keyword(s):  
Decision Making ◽  
Real Estate ◽  
Mutual Funds ◽  
Capital Markets ◽  
Mutual Fund ◽  
Financial Services ◽  
Investment Decision ◽  
Fund Industry ◽  
Mutual Fund Industry ◽  
The Impact

The Indian mutual fund industry is one of the fastest growing and most competitive segments of the financial sector. The extent of under-penetration in the market is a sore point with the financial services industry, with a large amount of savings being channelized into fixed deposits, gold and real estate rather than the capital markets. The mutual fund industry is yet to spread its reach beyond Tier I cities. The top fifteen cities contribute to 85% of the pie, with the remaining 15% distributed among other cities. The study seeks to determine the impact of decision making of investors on current situation of mutual fund industry.

scholarly journals Innovations & Technology Based Initiatives in Mutual Fund Distribution Intermediation in India

2019 ◽  
Vol 9 (2) ◽  
pp. 4747-4753
Keyword(s):  
Mutual Funds ◽  
Financial Institutions ◽  
Mutual Fund ◽  
Financial Services ◽  
Recent Past ◽  
Indian Government ◽  
Point Of Sale ◽  
The World ◽  
Areas Of Concern ◽  
The Ideal

The world of financial services is changing in ways that are more dramatic than we would have foreseen even five years ago. Taking a leaf from evolving ecosystem around mobile telephony, many financial institutions are using smart technology to remodel their branches into smarter point of sale. This has given a genesis to a terminology of “emerging distribution intermediaries” in financial services. Mutual funds (MF) being the combiner of various savings instruments are regarded as the ideal investment vehicle for today’s complex and modern financial scenario. But its penetration is poor. One of the major levers to increase penetration is innovations in distributing MF products. Considering this, Indian government & regulator have taken many policies reforms & IT initiatives towards increasing retail participation in Mutual Funds and equity markets in recent past. Through this paper, researcher has attempted to critically analyze these initiatives. Apart from highlighting various innovations in MF distributions, this paper will also highlight the present state of online Mutual Fund trading platforms. Further, the paper attempts to highlight the areas of concern, augmentation and intervention in this space.

scholarly journals PENGUKURAN METODE RASIO INFORMASI, RASIO SORTINO DAN ROY SAFETY FIRST RATIO PADA KINERJA REKSADANA SAHAM SYARIAH PERIODE 2015-2017

2020 ◽  
Vol 6 (8) ◽  
pp. 1644
Author(s):  
Nur Rohman Azis ◽  
Atina Shofawati
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Information Ratio ◽  
Performance Result ◽  
Positive Performance ◽  
Qualitative Descriptive ◽  
Level Performance ◽  
Safety First ◽  
One Way Anova ◽  
Sortino Ratio

The Objective of this research is to identify whether there is a different level performance of mutual funds in syariah shares among Information Ratio, Sortino Ratio, and Roy Safety First Ratio. This analysis using qualitative descriptive. In this case, the authority of money service website mentions there are 21 mutual funds in syariah shares could be taken as the sample of the analysis by using purposive sampling method. Verification result is done by One-way Anova test. The measurement result of the mutual fund in syariah shares uses the method Information Ratio provides 3 mutual funds in syariah shares are in positive performance in 2015 and 2017 and 5 mutual funds in syariah shares are in negative performance in 2016. It means there is a different performance result of mutual fund in syariah shares. The result Sortino ratio provides all of mutual fund share are in negative performance in all of year. It means there is no different performance result of mutual fund in syariah shares. The result Roy Safety First Ratio provides all of mutual funds in syariah shares are in negative performance in 2015, 2 mutual funds in syariah shares are in negative performance in 2016 and 4 mutual funds in syariah shares are in positive performance in 2017. It means there is no different performance result of mutual fund in syariah shares.Keywords: Performace of mutual funds, Information Ratio, Sortino Ratio, Roy Safety First Ratio, Mutual Funds in Syariah Shares

scholarly journals PENGUKURAN KINERJA REKSADANA SAHAM TERHADAP HARGA KOMODITAS MENGGUNAKAN BESARAN ALPHA JENSEN DAN CAPM

Media Ekonomi ◽  
2019 ◽  
Vol 26 (2) ◽  
pp. 103
Author(s):  
Robinsyah Anggalis Prasetiyo
Keyword(s):  
Crude Oil ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Time Series Data ◽  
Stock Exchange ◽  
Secondary Data ◽  
Poor Performance ◽  
Series Data ◽  
Equity Funds ◽  
Research Period

<em><em>This study aims to analyze the stock mutual funds that have the best performance and provide an overview to investors about stock mutual funds can be bought by investors. </em></em><em><em>The research methodology used is a quantitative method with the type of time series data and data sources derived from secondary data obtained from the Indonesia Stock Exchange. The research period from 2012 to 2016. Data analysis techniques used are using the Jensen model which explains that the performance of Mutual Funds can be seen from the amount of alpha of each Mutual Fund with the provisions that if a Mutual Fund has a positive alpha means it has good performance, vice versa Funds with negative alpha indicate poor performance. </em></em><em>The results of this study indicate that the performance of Coal, Gold, Nickel and Crude Oil on Equity Funds that manage Capital, Kapital Plus, and Consumption Plus mutual funds products based on the Jensen method each produces insignificant alpha and Jensen alpha values. This means that the performance of mutual funds Kapital, Kapital Plus, and Consumption Plus are not affected by the ups and downs of prices of Coal, Gold, Nickel and Crude Oil.</em>

scholarly journals Pengaruh Sistem Pengendalian Internal Dan Akuntabilitas Terhadap Pengelolaan Penyaluran Dana Hibah

2020 ◽  
Vol 4 (1) ◽  
pp. 67-82
Author(s):  
Khodijah Ishak ◽  
Siti Amalia
Keyword(s):  
Control System ◽  
Data Analysis ◽  
Internal Control ◽  
Primary Data ◽  
Sampling Techniques ◽  
Regional Organizations ◽  
Analysis Techniques ◽  
Organizational Unit ◽  
Internal Control System ◽  
Regression Test

This research was conducted to determine the effect of the internal control system and accountability on the management of the distribution of grant funds in the organizational unit of Bengkalis Regency. The type of data from this research is quantitative and the source of the data comes from primary data. Data collection used in this research is data in the form of a questionnaire distributed to 22 Organizations of Related Regional Organizations and sampling using purposive sampling techniques. Data analysis techniques using multiple linear regression test. The results of this research are partially and simultaneously the internal control system and accountability significantly influence the management of the distribution of grant funds, the magnitude of the influence of the internal control system and accountability of 81.6% and 18.4% are influenced by other factors.

scholarly journals The Effect of Packaging and Price on the Chatime Drink Purchase Decision (Case Study in Tangerang Selatan)

2019 ◽  
Author(s):  
Nor Lailla ◽  
Joko Hananto
Keyword(s):  
Data Analysis ◽  
Random Sampling ◽  
Sample Selection ◽  
Survey Method ◽  
Purchase Decision ◽  
Sampling Techniques ◽  
Analysis Techniques ◽  
Study Population

This research was conducted to examine the effect of packaging and prices that influence the purchase decision of chatime drinks in South Tangerang. This study used a survey method by distributing questionnaires. The study population consisted of consumers from students in South Tangerang, while the number of samples was 96 respondents. Sample selection is done by using random sampling techniques Data analysis techniques used in this study using SPSS 2.3 tools. the results of the study prove that packaging and prices influence the decision to purchase chatime drinks.

scholarly journals Mutual Fund Performance Evaluation and Best Clienteles

2017 ◽  
Vol 52 (4) ◽  
pp. 1577-1604 ◽  
Author(s):  
Stéphane Chrétien ◽  
Manel Kammoun
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Good Deal ◽  
Fund Performance ◽  
Law Of One Price ◽  
Mutual Fund Performance ◽  
Positive Performance ◽  
Clientele Effects ◽  
Investor Disagreement

This paper investigates investor disagreement and clientele effects in performance evaluation by developing a measure that considers the best potential clienteles of mutual funds. In an incomplete market under law-of-one-price (LOP) and no-good-deal conditions, we obtain an upper bound on admissible performance measures that identifies the most favorable alpha. Empirically, we find that a reasonable investor disagreement leads to generally positive performance for the best clienteles. Performance disagreement by investors can be significant enough to change the average evaluation of mutual funds from negative to positive, depending on the clienteles.

scholarly journals Hubungan Minat Mengikuti Ekstrakurikuler Pendidikan Kepramukaan dengan Kedisiplinan Anggota Gudep di Gugus X Kota Bengkulu

2020 ◽  
Vol 2 (3) ◽  
pp. 209-217
Author(s):  
Eri Candramustika ◽  
Lukman Lukman ◽  
Osa Juarsa
Keyword(s):  
Data Analysis ◽  
Data Collection ◽  
Random Sampling ◽  
Sampling Techniques ◽  
Stratified Random Sampling ◽  
Analysis Techniques ◽  
City Cluster ◽  
Question Form ◽  
The Relationship ◽  
Research Show

The purpose of this research is to analyze the relationship between extracurricular interests follow Scouting education with discipline a member Gudep found in Bengkulu City cluster of X. The quantitative approach used and the type of research that used korelasional. The population in this research is the entire members of the Gudep contained in the cluster X 332 by the amount of Bengkulu City students. The sample in this research totalled 84 students. Sampling techniques in the research of this proportionate stratified random sampling. Instrument in this study is the sheet now. Data collection techniques using question form. Data analysis techniques using test prerequisites and test hypotheses using the correlation formula product moment. The results of this research show that the value of rxy = 0.695 with rtabel = 0.212 (0.695 > 0.212), KP = 48.3%, and thitung = 5.74, with ttabel = 1.663 (5.74 > 1.663). Thus, it can be concluded that there is a significant relationship between interest in extracurricular education follow Scouting with the discipline of members in Gudep cluster X city of Bengkulu. 

scholarly journals The Influence of Environmental and Social Performance towards Cumulative Abnormal Returnon Listed Companies in Indonesia Stock Exchange

2018 ◽  
Vol 3 (1) ◽  
pp. 21
Author(s):  
Lilis Nur Indahsari ◽  
Purweni Widhianningrum
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Abnormal Return ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Social Performance ◽  
Listed Companies ◽  
Sampling Techniques ◽  
Cumulative Abnormal Return ◽  
Analysis Techniques

<span lang="EN-US">This research aims to determine the influence of environmental and social performance against the cumulative abnormal return on listed companies in Indonesia stock exchange. The type of this research is quantitative research. The population in this research are all listed companies in Indonesia stock exchange during the period of the year 2012-2015. Sampling techniques in this research using the technique of purposive sampling, so that obtained the number of samples as much as 11 companies. Data analysis techniques in this study using multiple regression analysis. The results of this research showed that the  environment and social performance have significant impact on the cumulative abnormal return. This indicates that investors are more concerned about social performance because it’s related to the welfare of the community especially employees.</span>

scholarly journals The effect of creative thinking in improving decision making

2021 ◽  
pp. 1765-1770
Author(s):  
Ahmad Hariri ◽  
Supari Muslim ◽  
Ekohariadi Ekohariadi ◽  
Eppy Yundra
Keyword(s):  
Decision Making ◽  
Data Analysis ◽  
Vocational Education ◽  
Structural Equation Model ◽  
Structural Equation ◽  
Creative Thinking ◽  
Thinking Skills ◽  
Equation Model ◽  
Sampling Techniques ◽  
Analysis Techniques

Vocational education is no longer just an education that prepares its graduates to work or become mediocre workers. Creative thinking skills are the basis of science that is very important for students. This research uses a quantitative approach and the population of this study included 106 Cadets of The School of Aviators in Indonesia. Sampling techniques taken were saturated sampling techniques and the samples were taken as many as 106 cadets. Data analysis techniques used were Structural Equation Model (SEM) with AMOS help (Analysis of Moment Structures) program. The results of this study show that critical thinking has a significant effect on decision making.

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