GDL

Factors Affecting the Perfomance of Islamic Equity Mutual Funds for the 2017-2021 Period

Skripsi, 030 / 2023 / KS
Undergraduate Theses from JBPTPPOLBAN / 2024-01-09 14:30:10
Oleh : 195144030 - Salsa Laksmita Sari (salsa.laksmita.ksy19@polban.ac.id)
Dibuat : 2024-01-09, dengan 4 file

Keyword : market timing ability, stock selection skill, inflasi, faktor fundamental, faktor teknikal, kinerja reksadana saham syariah
Subjek : market timing ability, stock selection skills, inflation, fundamental factors, technical factors, performance of Islamic stock mutual funds

Penelitian ini bertujuan untuk mendeskripsikan faktor – faktor yang mempengaruhi kinerja reksadana saham syariah selama periode 2017-2021. Objek penelitian ini adalah reksadana saham syariah yang konsisten selama periode yang ditetapkan dengan sampel terdiri dari 7 reksadana saham syariah. Jenis data digunakan berupa data sekunder yang diperoleh dari laporan tahunan masing -masing reksadana, data statistik Otoritas Jasa Keuangan dan statistik Bank Indonesia. Metode penelitian yang digunakan yaitu deskriptif kuantitatif dan regresi data panel. Hasil dari penelitian ini secara parsial stock selection skill dan debt to equity ratio berpengaruh positif terhadap kinerja reksadana saham syariah, sedangkan market timing ability dan return on equity berpengaruh negatif terhadap kinerja reksadana saham syariah. Sementara inflasi, earnings per share, dan volume perdagangan tidak berpengaruh terhadap kinerja reksadana saham syariah. Secara simultan, market timing ability, stock selection skill, inflasi, debt to equity ratio, earnings per share, return on equity dan volume perdagangan berpengaruh terhadap kinerja reksadana saham syariah. Kata kunci: market timing ability, stock selection skill, inflasi, faktor fundamental, faktor teknikal, kinerja reksadana saham syariah.

Deskripsi Alternatif :

This research was aims to describe the factors that influence the performance of Islamic equity mutual funds during the period 2017-202. The object of this research is consistent Islamic stock mutual funds during the specified period with a sample consisting of 7 Islamic stock mutual funds. The type of data used is in the form of secondary data obtained from the annual reports of each mutual fund, statistical data from the Otoritas Jasa Keuangan and statistics from Bank Indonesia. The research method used is descriptive quantitative and panel data regression. The results of this study partially stock selection skill and debt to equity ratio have a positive effect on the performance of Islamic stock mutual funds, while market timing ability and return on equity have a negative effect on the performance of Islamic stock mutual funds. Meanwhile, inflation, earnings per share, and trading volume have no effect on the performance of Islamic stock mutual funds. Simultaneously, market timing ability, stock selection skill, inflation, debt to equity ratio, earnings per share, return on equity and trading volume affect the performance of Islamic stock mutual funds. Keywords: market timing ability, stock selection skills, inflation, fundamental factors, technical factors, performance of Islamic stock mutual funds.

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