TY  - THES
N1  - Pembimbing :Dr. Ibnu Qizam, S.E.,M.Si.
ID  - digilib44410
UR  - https://digilib.uin-suka.ac.id/id/eprint/44410/
A1  - Resti Wulandari, NIM.: 18208011004
Y1  - 2020/11/20/
N2  - 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.
PB  - UIN SUNAN KALIJAGA YOGYAKARTA
KW  - Volatilitas 
KW  -  ARCH
KW  -  GARCH
KW  -   Kinerja Saham Syariah Indonesia
KW  - 
Malaysia
KW  -  China
KW  -  Amerika
KW  -  Sharpe
KW  -  Treynor
KW  -  Jensen.
M1  - masters
TI  - PERBANDINGAN VOLATILITAS DAN KINERJA SAHAM SYARIAH INDONESIA, MALAYSIA, CHINA DAN AMERIKA   PERIODE 2015-2019   (STUDI PADA ISSI, FBMS, DJICHKU DAN DJIMI)
AV  - restricted
EP  - 219
ER  -