Perbandingan Risiko Dan Return Investasi Pada Indeks Lq 45 Dengan Indeks Jakarta Islamic Index (JII)
Perbandingan Risiko Dan Return Investasi Pada Indeks Lq 45 Dengan Indeks Jakarta Islamic Index (JII)
DOI:
https://doi.org/10.24090/ej.v6i2.2043Keywords:
Investment, Risk, Return, LQ 45 Index, JII IndexAbstract
This study compares the risks and returns between the two indices in the Indonesian Stock Exchange (IDX), namely the LQ 45 Index and the Jakarta Islamic Index (JII). This research period, starting from January 2008 to December 2017. Based on the normality test, the results obtained that the risk data of the LQ 45 Index are normally distributed while the JII Index risk data is not normally distributed. So that a different test used non-parametric statistics, namely the Mann Whitney test. In this study, the results obtained that there is no significant difference in the risk of the LQ 45 index with the JII index. Whereas based on the normality test for LQ 45 Index return data and JII Index return obtained both data are normally distributed and homogeneous. So that the parametric statistics were used by the T test. And the results obtained that the LQ 45 index return also had no significant difference with the JII index. This is due to almost the same constituents / members of these two indices, or the occurrence of a strong slice between the two. Finally, it can be concluded that the risks and returns between the LQ 45 Index and the JII Index have no significant differences.References
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Gozali, Ahmad. 2004. Halal, Berkah, Bertambah. Mengenal Produk Investasi Syariah. Jakarta: Penerbit Gramedia.
Polakitan, Cendi D. 2015. Analisis Komparasi Risiko Saham LQ 45 dan Non LQ 45 pada beberapa sub sector Perusahaan yang terdaftar di Bursa Efek Indonesia (BEI). Jurnal Riset Bisnis dan Manajemen. Vol3, No.1,2015:61-72.
Rahmawati, Septi Muryani. 2013. Studi Empirik Perbandingan Kinerja Antara Jakarta Islamic Index (JII) dan Indeks LQ 45 di Bursa Efek Indoneisa pada saat, sebelum dan setelah krisi Keuangan Global. Skripsi, Twinning Program Fakultas Ekonomi dan Bisnis dan Fakultas Agam Islam, Universitas Muhammadiyah Surakarta.
Syafrida, Ida, Indianik Aminah, & Bambang Waluyo. 2014. Perbandingan Kinerja Instrumen Investasi Berbasis Syariah dengan Konvensional pada Pasar Modal di Indonesia. Jurnal Al-Iqtishad: Vol.VI No.2, Juli 2014.
Wijiantoro, Rezki Deny. 2013. Analisis Perbandingan Risiko dan return Saham Jakarta Islamic Index dan LQ 45 Periode Januari 2012 - Februari 2013. Skripsi, Program Studi Ekonomi Islam, Fakultas Syariah dan Ekonomi Islam, IAIN Walisongo, Semarang.
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Published
31-12-2018
How to Cite
Prasetyo, Y. (2018). Perbandingan Risiko Dan Return Investasi Pada Indeks Lq 45 Dengan Indeks Jakarta Islamic Index (JII): Perbandingan Risiko Dan Return Investasi Pada Indeks Lq 45 Dengan Indeks Jakarta Islamic Index (JII). El-Jizya : Jurnal Ekonomi Islam, 6(2), 287–310. https://doi.org/10.24090/ej.v6i2.2043
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