ANALISIS PERBANDINGAN KINERJA REKSA DANA CAMPURAN DAN REKSA DANA SAHAM DENGAN MENGGUNAKAN METODE INDEKS SHARPE

• Main Author: Setiarsih, Annya Tri Andina (Author)
• Format: Book
• Published: 2014-04-05.
• Subjects: Thesis; NonPeerReviewed
• Online Access: Link Metadata

Summary

Penelitian ini bertujuan untuk mengetahui kinerja reksa dana campuran dan reksa dana saham di Indonesia, serta untuk mengetahui apakah terdapat perbedaan antara kinerja reksa dana campuran dan reksa dana saham yang dihitung kinerjanya dengan menggunakan metode indeks sharpe. Sehingga melalui penelitian ini para calon investor dapat mengetahui reksa dana manakah yang memiliki kinerja lebih baik. Data dalam penelitian ini merupakan jenis data sekunder yang diperoleh melalui berbagai situs resmi, yaitu data Nilai Aktiva Bersih reksa dana serta tingkat suku bunga SBI. Jumlah sampel yang digunakan dalam penelitian ini yaitu 20 reksa dana campuran dan reksa dana saham dengan teknik pengambilan purposive sampling. Hasil penelitian menunjukkan bahwa: (1) reksa dana campuran di Indonesia mencatatkan kinerja yang fluktuatif di tahun 2011 hingga tahun 2013 berdasarkan nilai aktiva bersihnya (2) reksa dana saham di Indonesia mengalami perkembangan yang meningkat dari tahun 2011 hingga tahun 2013 berdasarkan nilai aktiva bersihnya (3) rata-rata kinerja reksa dana campuran memiliki kinerja yang baik dengan perolehan nilai Sharpe yang positif (4) rata-rata kinerja reksa dana saham memiliki kinerja yang baik dengan perolehan nilai Sharpe yang positif (5) tidak terdapat perbedaan antara kinerja reksa dana campuran dan reksa dana saham dengan menggunakan metode indeks Sharpe. Sehingga berdasarkan hasil perhitungan ini, reksa dana jenis apa pun dapat dijadikan pilihan investasi bagi calon investor karena sama-sama memiliki keuntungan yang tinggi. Maka calon investor dapat memilih reksa dana yang telah diperingkat berdasarkan hasil perhitungan metode indeks Sharpe The study aims to determine the performance of mix mutual funds and stock mutual funds in Indonesia, as well as to determine whether there are any differences between the performance of mix mutual funds and stock mutual funds using the Sharpe index method. Therefore, through this study, the potential investors would be able to find out which mutual funds have better performance. The data of the study is secondary data obtained through the official websites; data of net asset value of mutual funds and the BI rate. The samples of the study were twenty mix mutual funds and stock mutual funds taken using purposive sampling technique. The results indicated that: (1) based on its net asset value, the performance of mix mutual funds have fluctuated in 2011 to 2013 in Indonesia (2) based on its net asset value, stock mutual funds have achieved rapid growth from 2011 to 2013 in Indonesia (3) on average, mix mutual funds had good performance with a positive Sharpe value (4) on average, stock mutual funds had good performance with a positive Sharpe value (5) there was no difference between the performance of mix mutual funds and stock mutual funds using the Sharpe index method. Based on the calculation results, the potential investors may choose any types of mutual funds for their investments because any types of mutual funds have high profit. Therefore, the potential investors can choose mutual funds that was rated based on the result of the research using the Sharpe index method

Item Description

http://repository.upi.edu/15779/5/S_PEM_1001870_Title.pdf
http://repository.upi.edu/15779/2/S_PEM_1001870_Table_of_Content.pdf
http://repository.upi.edu/15779/6/S_PEM_1001870_Abstract.pdf
http://repository.upi.edu/15779/9/S_PEM_1001870_Chapter1.pdf
http://repository.upi.edu/15779/8/S_PEM_1001870_Chapter2.pdf
http://repository.upi.edu/15779/10/S_PEM_1001870_Chapter3.pdf
http://repository.upi.edu/15779/11/S_PEM_1001870_Chapter4.pdf
http://repository.upi.edu/15779/3/S_PEM_1001870_Chapter5.pdf
http://repository.upi.edu/15779/7/S_PEM_1001870_Bibliography.pdf
http://repository.upi.edu/15779/4/LAMPIRAN%20-%20OUTPUT%20SPSS.pdf
http://repository.upi.edu/15779/1/LAMPIRAN%20-%20DATA%20PENELITIAN.pdf