AL-IQTISHAD
Vol 3, No 1: Januari 2011

ANALISIS FAKTOR FUNDAMENTAL TERHADAP EXCESS RETURN SAHAM SYARIAH PERUSAHAAN JAKARTA ISLAMIC INDEX

Azwar, Azwar (Unknown)
Nasarudin, Indo Yama (Unknown)
Mufraini, Arief (Unknown)
Suhendra, Suhendra (Unknown)
Noor, Sihabudin (Unknown)



Article Info

Publish Date
09 Jan 2011

Abstract

The study concluded that based on the results of testing by using multiple regression analysis, there are four variables that significantly affect the excess return variables, they are: BV,DER, ROE and SWBI. Besides, they are other variables such as PER, nflation, and exchange rate had no significant effect on the variable excess stock returns. Thus, it can be assumed that the JII firms during the study period was fulfilling aspects of sharia compliance. The indications are book value can represent the real value of the assets of the company itself and the highest ratio of debt to asset is 2.84%. meanwhile, the highest determination of Islamic National Council is 33%DOI: 10.15408/aiq.v3i1.2501

Copyrights © 2011






Journal Info

Abbrev

IQTISHAD

Publisher

Subject

Economics, Econometrics & Finance

Description

<p>Al Iqtishad is a peer-reviewed journal published by Faculty of Shariah and Law Syarif Hidayatullah State Islamic University Jakarta and The Indonesian Association of Islamic Economist. This journal focused on Islamic Economics and Finance studies. &nbsp;The journal is published twice a year on ...