<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA)"^^ . "Sharia stocks are one of the options for investors who want a\r\nSharia-compliant based investment. On the one hand, sharia screening of\r\ncompany stocks can provide comfort for investors due to Islamic Sharia\r\ncompliance. But on the other hand, sharia screening also raises doubts as it\r\nnarrows diversification so that it is feared to impact portfolio performance\r\nand volatility.\r\nThe research aims to compare the performance and volatility\r\nbetween Sharia and conventional stock portfolios listed on the Indonesia\r\nStock Exchange in 2013-2017. The author use several risk-adjusted return\r\nratio such as Sharpe ratio, Treynor ratio and ratio to compare portfolio\r\nperformance, while comparing volatility, the author use a time-series\r\nanalysis of Autoregressive Integrated Moving Average (ARIMA) model.\r\nLastly, the author use multiple linear regression analyses to test the\r\ninfluence of quantitative sharia screening using a debt ratio proxy to\r\nportfolio return.\r\nThe result is that there is no performance difference between\r\nSharia and conventional stock portfolios measured using Sharpe ratio,\r\nTreynor ratio and ratio. Related to volatility, sharia portfolios have\r\nlower volatility than conventional portfolios. Regarding quantitative\r\nSharia screening, regression analysis results show that the debt to equity\r\nratio (DER) to each portfolio is influential and positively correlated to\r\nportfolio returns"^^ . "2019-08-13" . . . . "UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . "PASCASARJANA UIN SUNAN KALIJAGA, UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . . . . . . . "NIM. 16208010003"^^ . "SYAMSUL ARIFIN"^^ . "NIM. 16208010003 SYAMSUL ARIFIN"^^ . . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Text)"^^ . . . . . "16208010003_BAB-I_V_DAFTAR PUSTAKA.pdf"^^ . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Text)"^^ . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP\r\nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN\r\nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI\r\nBURSA EFEK INDONESIA) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #36982 \n\nPENGARUH SKRINING SYARIAH KUANTITATIF TERHADAP \nKINERJA DAN VOLATILITAS PORTOFOLIO (PERBANDINGAN \nANTARA PORTOFOLIO SAHAM SYARIAH DAN KONVENSIONAL DI \nBURSA EFEK INDONESIA)\n\n" . "text/html" . . . "Ekonomi Syariah" . .