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Journal : Jurnal Manajemen

OPTIMALISASI SHARI’A COMPLIANT ASSET PRICING MODEL TERHADAP RATE OF RETURN PADA JAKARTA ISLAMIC INDEX Effendi, Kharisya Ayu
Jurnal Manajemen Vol 20, No 3 (2016): October 2016
Publisher : Fakultas Ekonomi dan Bisnis, Universitas Tarumanagara

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (354.324 KB) | DOI: 10.24912/jm.v20i3.13

Abstract

This study aimed to compare the three models SCAPM, namely SCAPM without risk free, SCAPM inflation and SCAPM zakat to know which model is more optimal use. The method used is the analysis of explanatory power and linear regression. The data used is secondary data, the inflation data, zakat, sharia shares incorporated in Jakarta Islamic Index (JII) from 2011 to 2015.The results are based on the analysis of explanatory power, SCAPM inflation is more optimal than SCAPM zakat and SCAPM without risk free. The results are supported by the results of the analysis graph illustrating SCAPM inflation has a higher volatility than other SCAPM, it indicates that the more profitable inflation SCAPM models are accompanied by greater risks, in accordance with the principles of the classical high risk high return.
OPTIMALISASI SHARI'A COMPLIANT ASSET PRICING MODEL TERHADAP RATE OF RETURN PADA JAKARTA ISLAMIC INDEX Kharisya Ayu Effendi
Jurnal Manajemen Vol. 20 No. 3 (2016): October 2016
Publisher : Fakultas Ekonomi dan Bisnis, Universitas Tarumanagara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24912/jm.v20i3.13

Abstract

This study aimed to compare the three models SCAPM, namely SCAPM without risk free, SCAPM inflation and SCAPM zakat to know which model is more optimal use. The method used is the analysis of explanatory power and linear regression. The data used is secondary data, the inflation data, zakat, sharia shares incorporated in Jakarta Islamic Index (JII) from 2011 to 2015.The results are based on the analysis of explanatory power, SCAPM inflation is more optimal than SCAPM zakat and SCAPM without risk free. The results are supported by the results of the analysis graph illustrating SCAPM inflation has a higher volatility than other SCAPM, it indicates that the more profitable inflation SCAPM models are accompanied by greater risks, in accordance with the principles of the classical high risk high return.
Analysis Of Financial Performance And Macroeconomic On Firm Value Savira Faradila; Kharisya Ayu Effendi
Jurnal Manajemen Vol. 27 No. 2 (2023): June 2023
Publisher : Fakultas Ekonomi dan Bisnis, Universitas Tarumanagara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24912/jm.v27i2.1255

Abstract

The purpose of this study is to determine the impact of capital structure, profitability, and gross domestic product on the firm value of food and beverage companies listed on the Indonesia Stock Exchange (BEI) from 2015 to 2021. Thirty-three food and beverage companies comprised the total population of this research; after selecting samples using sampling techniques, thirteen companies were obtained for use as samples in this study. Multiple linear regression analysis with panel data from 2015 to 2021 is utilized in this study. Results indicated that capital structure has no effect on firm value, profitability has a positive and significant effect on firm value, and GDP has no effect on firm value.