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All Journal Jurnal Pendidikan Sosiologi dan Humaniora Jurnal Pendidikan Biologi Jurnal Ilmiah Dikdaya Asian Management and Business Review Civic Education Perspective Journal Jurnal Pengabdian Masyarakat Jajama (JPMJ) Journal of Management Accounting, Tax and Production

Wulandari, Resti

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Author-ID : 1534752

Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Public Health Social Sciences Other

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Title

Stock performance based on sharia stock screening: Comparasion between syariah stock indices of Indonesia and Malaysia Azhar, Jeihan Ali; Wulandari, Resti
Asian Management and Business Review Volume 1 Issue 1, 2021
Publisher : Master of Management, Department of Management, Faculty of Business and Economics Universitas Islam Indonesia

This study aims to compare the performance of the Islamic stock index in Malaysia and Indonesia using the Sharpe, Treynor and Jensen methods. The findings in this study are the performance of Sharia JII and FBMS stocks in 2014-2019, it can be concluded that the overall Sharpe and Treynor method shows a negative performance value, which means that the performance is not good, whereas when measured using the Jensen Indonesia method it shows a positive performance value. Which means that the performance is good so that Indonesia has a better performance than Malaysia, measured by the Jensen method. Based on the results of different tests, it shows that there are differences in the performance of the two countries in 2014-2019 from each index (Sharpe, Treynor, and Jensen).

Comparison of volatility and performance of shares in Indonesia, Malaysia, China and America (Study on the content, FBMS, DJICHKU and DJIMI) Wulandari, Resti
Asian Management and Business Review Volume 1 Issue 1, 2021
Publisher : Master of Management, Department of Management, Faculty of Business and Economics Universitas Islam Indonesia

Starting from the trade war between the United States and China in 2018-2019 shows the challenges of a global economic slowdown which is characteristic of the domestic economy, namely the performance of the capital market and the volatility of stock prices, causing the capital development market to experience a decline from 2015-2019 which has an impact on the Indonesian capital market. Malaysia, China and America. The purpose of this study is to analyze the results of the volatility difference test and the performance of Islamic stocks in Indonesia (ISSI), Malaysia (FBMS), China (DJICHKU) and America (DJIMI) and to see whether Indonesia's volatility is lower than the three countries and the performance of the Indonesian stock exchange. better than the other three countries. This type of research is comparative descriptive. The sampling technique used saturated sampling, namely all Islamic stocks that are members of the four countries. This study uses the ARCH/GARCH model to estimate volatility and calculate performance using the Sharpe, Treynor and Jensen methods using re-measurement different test tools. The results show that the volatility of Indonesian stock prices (ISSI) is not lower when compared to the three countries because Indonesia's volatility is at the second level and for the performance of Indonesian Islamic stocks (ISSI) has a better performance when measured by Jensen. method, if using the American treynor method. have a better performance than Indonesia, Malaysia and China.

Co-Authors Agustriyani, Feri Akmal Sutja Amarazika, Vina Ari Widodo Azhar, Jeihan Ali Azizah, Faujiyah Nurul Diana Rochintaniawati Fatimah, Siti Ayu Ismanto, Juli Lutfiah, Zumrotun Maharani, Rima Putri Marlianda, Rendi Meliana, Rahma Mubarok, Amelia Resdati

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Journal : Asian Management and Business Review