relation: https://digilib.uin-suka.ac.id/id/eprint/44410/
title: PERBANDINGAN VOLATILITAS DAN KINERJA SAHAM SYARIAH INDONESIA, MALAYSIA, CHINA DAN AMERIKA   PERIODE 2015-2019   (STUDI PADA ISSI, FBMS, DJICHKU DAN DJIMI)
creator: Resti Wulandari, NIM.: 18208011004
subject: Ekonomi Syariah
description: Starting from the trade war between the United States and China in 2018-2019  shows the challenges of a global economic slowdown which is characteristic of  the domestic economy, namely the performance of the capital market and the  volatility of stock prices, causing the capital development market to experience a  decline from 2015-2019 which has an impact on the Indonesian capital market. ,  Malaysia, China and America. The purpose of this study is to analyze the results  of the volatility difference test and the performance of Islamic stocks in Indonesia  (ISSI), Malaysia (FBMS), China (DJICHKU) and America (DJIMI) and to see  whether Indonesia's volatility is lower than the three countries and the  performance of the Indonesian stock exchange. better than the other three  countries. This type of research is comparative descriptive. The sampling  technique used saturated sampling, namely all Islamic stocks that are members of  the four countries. This study uses the ARCH / GARCH model to estimate  volatility and calculate performance using the Sharpe, Treynor and Jensen  methods using re-measurement different test tools. The results show that the  volatility of Indonesian stock prices (ISSI) is not lower when compared to the  three countries because Indonesia's volatility is at the second level and for the  performance of Indonesian Islamic stocks (ISSI) has a better performance when  measured by Jensen. method, if using the American treynor method. have a better  performance than Indonesia, Malaysia and China.
date: 2020-11-20
type: Thesis
type: NonPeerReviewed
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/44410/1/18208011004_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/44410/2/18208011004_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf
identifier:   Resti Wulandari, NIM.: 18208011004  (2020) PERBANDINGAN VOLATILITAS DAN KINERJA SAHAM SYARIAH INDONESIA, MALAYSIA, CHINA DAN AMERIKA PERIODE 2015-2019 (STUDI PADA ISSI, FBMS, DJICHKU DAN DJIMI).  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.