ix KEMENTERIAN RISET, TEKNOLOGI DAN PENDIDIKAN TINGGI

ADLN - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
KEMENTERIAN RISET, TEKNOLOGI DAN PENDIDIKAN TINGGI
FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS AIRLANGGA
PROGRAM STUDI : EKONOMI ISLAM
DAFTAR No.
: ................................
ABSTRAK
SKRIPSI SARJANA EKONOMI ISLAM
NAMA
NIM
TAHUN PENYUSUNAN
: SITI ZULVA RAFIKA
: 041211431157
: 2016
JUDUL :
Pengaruh Stock Selection dan Market Timing terhadap Return Reksadana
Saham Syariah di Indonesia Periode 2011-2015
ISI
:
Penelitian ini bertujuan untuk mengetahui pengaruh stock selection dan market
timing terhadap return Reksadana Saham Syariah di Indonesia. Teknik pengambilan
sampel yang digunakan yaitu purposive sampling. Penelitian ini menggunakan 7
sampel Reksadana Saham Syariah di Indonesia. Penilaian stock selection dan market
timing dihitung dengan menggunakan Treynor Mazuy Model. Pendekatan yang
digunakan adalah pendekatan kuantitatif menggunakan regresi berganda. Teknik
analisis yang digunakan adalah analisis regresi data panel dengan menggunakan
software Eviews 8.
Hasil penelitian ini menunjukkan bahwa dalam pengujian secara parsial
variabel stock selection terbukti memiliki pengaruh signifikan terhadap return
Reksadana Saham Syariah di Indonesia, sedangkan market timing juga terbukti
berpengaruh signifikan terhadap return Reksadana Saham Syariah di Indonesia. Dalam
pengujian secara simultan menunjukkan bahwa stock selection dan market timing
berpengaruh signifikan terhadap return Reksadana Saham Syariah di Indonesia.
Kata kunci : Stock Selection, Market Timing, Return Reksadana Saham Syariah,
Treynor Mazuy Model
ix
SKRIPSI
PENGARUH STOCK SELECTION ...
SITI ZULVA RAFIKA
ADLN - PERPUSTAKAAN UNIVERSITAS AIRLANGGA
MINISTRY OF RESEARCH, TECHNOLOGY AND HIGHER EDUCATION
FACULTY OF ECONOMIC AND BUSINESS UNIVERSITAS AIRLANGGA
PROGRAM STUDI : EKONOMI ISLAM
DAFTAR No.
: ................................
ABSTRACT
THESIS OF ISLAMIC ECONOMICS BACHELOR
NAME
NIM
YEAR OF PREPARATION
: SITI ZULVA RAFIKA
: 041211431157
: 2016
TITLE:
The Influence of Stock Selection and Market Timing toward the Return of
Islamic Stock in Indonesia during 2011-2015
CONTENTS:
This research aims to find out the influence of stock selection and market timing
toward the return of Islamic mutual funds of stock in Indonesia. This study used seven
samples of Islamic Mutual Funds of Stock in Indonesia were obtained using purposive
sampling. The stock selection and market timing were counted using Treynor Mazuy
Model. The approach used in this study is quantitative approach using double
regressions. In analyzing the data, the technique used is panel data regression analysis
by using Eviews 8 software.
The result of this study shows that in the partially test, the stock selection is
proven to have significant influence toward the return of Islamic Mutual Funds of
Stock in Indonesia, and the market timing also has significant influence toward the
return of Islamic mutual funds of stock. The simultaneously test shows that stock
selection and market timing significantly influence the return of Islamic Mutual Funds
of Stock.
Keywords: Stock Selection, Market Timing, Return of Islamic Mutual Fund of Stock,
Treynor Mazuy Model
x
SKRIPSI
PENGARUH STOCK SELECTION ...
SITI ZULVA RAFIKA