%0 Thesis %9 Masters %A Alif Rodliya Wahid, NIM.: 18208010020 %B FAKULTAS EKONOMI DAN BISNIS ISLAM %D 2020 %F digilib:44363 %I UIN SUNAN KALIJAGA YOGYAKARTA %K Portofolio, Strategi Investasi, Dogs of the Dow, Dividen Yield %P 119 %T ANALISIS EFEKTIFITAS PERFORMA STRATEGI INVESTASI “DOGS OF THE DOW” PADA SAHAM SYARIAH DAN KONVENSIONAL %U https://digilib.uin-suka.ac.id/id/eprint/44363/ %X The portfolio formation using the Dogs of the Dow investment strategy is a dividend yield based strategy. This strategy compares between Islamic stocks and conventional stocks. Islamic stocks are used as the basis for DoD receptions and in conventional stocks as benchmarks in the comparison index. This strategy uses the order theory of 15, 10, 5, and 2 stocks with the highest income, then this strategy is tested annually. The tools used are SPSS (t test and One Way Anova), in addition to seeing the risks posed by using the Sharpe Ratio analysis. The results show that statistics, this strategy has not been able to beat the stocks in the market, in this case represented by a conventional stock index as a comparison. Strategically, the risk can perform well and be able to beat the market as a whole, even though at the beginning of the reporting year the risks are low. This high risk is consistent with the Efficient Market Hypothesis (EMH) theory. %Z Pembimbing : Dr. H. Syafiq_Mahmadah Hanafi., M.Ag