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Analisis Kinerja Reksadana Saham Syariah dengan Metode Sharpe, Treynor, Jensen, M², dan TT Kholidah, Nur; Hakim, Miftahur Rahman; Purwanto, Edy
Indonesian Interdisciplinary Journal of Sharia Economics (IIJSE) Vol 1 No 2 (2019): Januari-2019
Publisher : Prodi. Ekonomi Syariah, Institut Pesantren KH Abdul Chalim

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (293.827 KB) | DOI: 10.31538/iijse.v1i2.194

Abstract

Penelitian ini bertujuan untuk menganalisis kinerja reksadana saham syariah di Indonesia yang diukur menggunakan risiko dan return berdasarkan metode Sharpe, Treynor, Jensen, M² dan TT periode April – September 2018. Jenis penelitian ini adalah deskriptif kuantitatif. Berdasarkan metode Sharpe dan Treynor menunjukkan hasil yang sama, yaitu tidak terdapat reksadana saham syariah yang berkinerja positif. Selama periode pengamatan (April – September 2018) menggunakan metode Jensen, M² dan TT hanya ada dua reksadana yang memiliki kinerja terbaik diantara reksadana lainnya karena mampu outperform dari SBIS dan ISSI selama 6 bulan. Reksadana tersebut adalah TRIM Syariah Saham dan Batavia Dana Saham Syariah, oleh karena itu kedua reksadana tersebut adalah reksadana yang layak dijadikan pilihan berinvestasi di tahun 2019.
PENGARUH PENERAPAN PRINSIP-PRINSIP GOOD CORPORATE GOVERNANCE TERHADAP KINERJA PEGAWAI Kholidah, Nur; Mildawati, Titik
Jurnal Ilmu dan Riset Akuntansi (JIRA) Vol 6, No 3 (2017)
Publisher : STIESIA

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Abstract

This study aimed to examine the effect of the principles of good corporate governance, which is represented bythe openness, accountability, responsibility, independence and fairness of the performance of employees. Thedata used in this study are primary data in the form of a questionnaire with a sample taken 75 employees. Whilethe analytical technique used is multiple linear regression analysis. Based on the results of the feasibility testmodels known that the independent variables consisted of openness, accountability, responsibility, independenceand fairness has a significant influence on employee performance. Based on the next test by using t tests it isknown that all of the principles of Good Corporate Governance positive effect on employee performance, becausesome of the principles of good corporate governance can increase the openness of information on the companyregularly and timely and correctly, in addition the company established an audit committee to strengthen thefunction of internal oversight by the commissioner, the principle of accountability organize the fulfillment ofcorporate responsibility as a business entity in the community to all stakeholders, the principle of independencecan manage how employees are able to avoid the domination of unnatural by stakeholders, as well as theprinciples of fairness include clarity of the rights of shareholders to protecting the interests of shareholders,including the protection of minority shareholders of cheatingKeywords: openness, accountability, responsibility, independence, fairness, employee performance
PERBANDINGAN KINERJA REKSADANA SYARIAH SAHAM DENGAN KINERJA PASAR (ISSI) DI BURSA EFEK Kholidah, Nur
Wahana Islamika: Jurnal Studi Keislaman Vol 4 No 1 (2018): Wahana Islamika: Jurnal Studi Keislaman
Publisher : SEKOLAH TINGGI AGAMA ISLAM AL-HUSAIN MAGELANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.5281/wahanaislamika.v4i1.24

Abstract

The purpose of this study is to determine whether there is a difference between the performance of sharia mutual fund shares with market performance by using the Sharpe Method, Treynor, TT Index and MM Index. This study is comparative, IE compares the return rate of sharia mutual fund shares with ISSI index return as a benchmark. The samples taken there are 7 sharia mutual fund shares of the total population of 85 sharia mutual fund shares during the study period. The data used are NAV/investment units of each sharia mutual fund shares, SWBI, and ISSI return. The data are in the form of daily data for 6 months, from October 1, 2015 to March 2016. The results of this study indicate that the Shariah mutual fund performance measured by the Sharpe method during the period October 2015 to March 2016 has a positive performance. Shariah mutual fund performance measured by the Treynor method during the period October 2015 to March 2016 has 6 positive Treynor values ​​and 1 negative Treynor value. Sharia mutual fund performance measured by the TT index method during the period October 2015 to March 2016 has 6 positive TT index values ​​and 1 negative TT index value. Sharia mutual fund performance measured by MM index method during period of October 2015 until March 2016 has MM index positive value, but the return is smaller than market performance return (ISSI).