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All Journal Jurnal Manajemen Dayasaing Risâlah, Jurnal Pendidikan dan Studi Islam Al-Muzara'ah JCES (Journal of Character Education Society) Islamic Management: Jurnal Manajemen Pendidikan Islam Inovator : Jurnal Manajemen Neraca Keuangan : Jurnal Ilmiah Akuntansi dan Keuangan Krea-TIF: Jurnal Teknik Informatika Journal on Education Idaarah: Jurnal Manajemen Pendidikan JURNAL PUNDI Abdi Dosen : Jurnal Pengabdian Pada Masyarakat Kasaba: Jurnal Ekonomi Islam Jurnal Ilmiah Manajemen Kesatuan Jurnal Ilmiah Akuntansi Kesatuan Jurnal Manajemen Bisnis JURMA : Jurnal Program Mahasiswa Kreatif juremi: jurnal riset ekonomi Idarah Tarbawiyah: Journal of Management in Islamic Education eCo-Fin Jurnal Ekonomika Dan Bisnis Jurnal Ekonomi, Manajemen dan Akuntansi (JEKMA) Asian Journal of Management Analytics Moneter : Jurnal Keuangan dan Perbankan Jurnal Riset Ekonomi dan Akuntansi JAKBS IIJSE Jurnal Harmoni: Jurnal Akuntansi dan Keuangan Strata International Journal of Social Issues Jurnal Ekonomi, Bisnis & Entrepreneurship (e-Journal) Jurnal Pengabdian Nusantara
Indupurnahayu
Universitas Ibn Khaldun Bogor
Religion Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Public Health Social Sciences Other

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Journal : Al-Muzara'ah

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Analisis Return, Risk dan VaR Portofolio Saham JII dengan Metode SIM, MAD dan DD Rohiman Atja; Indupurnahayu; Renea Shinta Aminda
AL-MUZARA'AH Vol. 10 No. 1 (2022): AL-MUZARA'AH (June 2022)
Publisher : Department of Islamic Economics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jam.10.1.93-110

Abstract

Before pandemic, Islamic stocks performance (ISSI, JII70, JII) contracted. During pandemic, outperformed JCI and LQ45. JII prospect is good this year, increase 5.81% early 2021, exceeded JCI (4.66%) and LQ45 (4.75%) ytd. This study uses 4 investment scenarios aimed at analyzing and exploring the Return and Risk of the selected JII Portfolio using SIM, MAD, and DD Methods; perform calculations and analyze VaR of the selected JII Portfolio; calculate and analyze the relationship between Return and Risk of the selected JII Portfolio using SIM, MAD, and DD Methods; calculate and analyze the differences in Return and Risk of the selected JII Portfolio using the SIM, MAD, and DD Methods. The research methods are SIM, MAD, DD, VaR, Correlation-Test and Difference-Test. The results of the study of the highest return of each method resulted in scenario 2, the highest risk of each method resulted in a scenario of 33.3% investment proportion, the highest VaR resulted in scenario 2. Test-correlation method in calculating returns: there is no significant relationship between the SIM-MAD and DD-MAD methods, there is a significant positive relationship between the SIM-DD method.
Co-Authors ., Masyhudzulhak Abrista Devi Agung Sri Hendarsa Agung Sri Hendarsa, Agung Sri Agung Wibowo Agustiani, Vini Virgini Agustin, Desi Ahalik, Ahalik Allaamsyah, Sayyid Amin, Akhmad Bakhtiar Aminati Zahra Amir Tengku Ramly Amri, Yusuf Anand, Syakira Rezky Ari Purwanti Arsalan, Aufa Nizar Asri Masitha Arsyati Astuti Astuti Atikah, Raden Muhammad Jiddan Aziz Avessina, Mohammad Jibriel Balqis, Tiara Ratu Barikly, Stanley Baried Budi Susetyo Catheryn, Catheryn Degita, Azolla Deni Nuryadin Denia Maulani Desmy Riani Dewi Kartika Dewi Kartika Didin Hafidhuddin MS Djaddang, Syahril Dwi Puryati, Dwi Dwi Yanti, Ana Eka Yulia Ningsih Endin Mujahidin Ermiani, Ermiani Eva Ervani Fadhlansyah, Muhammad Fanaisyah, Denissa Fauzan, Muhammad Nur Firdaus, Muhammad Aziz Fitri Hastuti Fujianti, Lailah Hamasah, Abdullah Azzam Hardiyanti, Dessy Harnengsih, Siti Hasbi Indra Hendri Maulana Hendri Tanjung Herninta, Tiwi Hurriyaturohman Hurriyaturohman Hurriyaturrohman Hurriyaturrohman Husein, Mohammad Adam Imas Kania Rahman Iqbal Assidiq, Muhammad Irawati . Irfan Syauqi Beik Isbaya Isbaya Isbaya, Isbaya Ishardyatmo, Handono Ita Yulita, Ita Kariyani, Etika Koto, Andrias Laily Dwi Arsyianti Lusiana Lusiana Lutfi, Lutfi Padhil Lysandra, Shanti Lysandra, Shanty M Zaenul Arifin M. Imam Sundarta Mahary, Wasiah Masruri, M Anwar Masyhudzulhak Djamil Maulina, Dwi Mayasari, Yiyis Megakarina, Nadya Mira Rantika Miranti Ayu Utami Mohamad Abdi Baha Mu avidayana, Mu avidayana Muhamad Fahrudin Safalah Muhammad Ramadhan Mukhlis, Ade Mukhlisin Mukhlisin mulyawati, Evi Musa Hubeis nazwa, nazwa ashila Nesia Andriana Niar Yuniarsih Nugroho, Agung Nur Rizqi, Muhammad Nurhayati, Immas Nury Effendi Nuryadin, Deni Popy Novita Pasaribu Popy Novita Pasaribu Prastowo, Bramastyo Bontas Puspa Eosina Putra, Awang Darmawan Putri Endang Sukaesi Rahayu, Renny Rahim, Anwar Renea Shinta Aminda Reumiga Sabili Purnama Rhendy Akhmad Firdaus Riswanto, Anang Yudi Rizki Amalia Rizki Amalia Rohiman Atja Rosdiana, Anna Salsa Aulia Putri Samuel Sapulette, Militcyano SANTI LISNAWATI Sapulette, Militcyano Samuel Septianingsih, Pindi Septianti, Ajeng Setyawan, Widyatmanto Soejarwati Soejarwati Soejarwati Soejarwati Sofianti, Evin Sonia Redmana Sparta, Sparta Sudarta, M Imam Suherman, Suherman Sundarta, M.Imam Sundoro, Bagus Yudo Supriyatna, Rio Kartika Suryatini, Dwi Trismayanti Mutia Vera Intanie Dewi Verni Asvariwangi Wijaya, Gumelar Adi Wijaya, Suma Wijayanti, Putriana Yanti, Ana Dwi Yuniarsih, Niar Yusman Syaukat Zulfia Artiza