%A NIM.: 15830069 Adisti Feby Anjani
%O Pembimbing: Agus Faisal, S.E.I., M.E.I.
%T ANALISIS PERBANDINGAN KINERJA SAHAM SYARIAH DAN OBLIGASI SYARIAH BERDASARKAN RETURN, RISIKO, KOEFISIEN VARIASINYA DAN PEMBENTUKAN PORTOFOLIO OPTIMAL
%X Investment activity is always faced with the two mutually opposite i.e.
maximize profits is expected as well as minimising their risk levels is faced. This
research aims to know there is a significant difference or not between Islamic
Sharia bonds and stocks, as well as knowing the combination portfolio between
the two instruments. The sample of this research use Sharia investment
instruments i.e. Sharia and Islamic bonds shares the period September 2015 until
August 2018. The sampling technique using purposive sampling and methods of
analysis using analysis deskriptive, test normality, test different Mann Whitney U,
and the establishment of optimal portfolio with markowitz method. Tools used i.e.
SPSS 23 and Microsoft Excel.
The results of this study indicate that the research variables return and
risk there are significant differences between Sharia Islamic bonds and stocks.
Whereas in variable coefficients of variation with the value Assym. Sig of 1.000
i.e. There is no significant difference between the two. Optimal Portfolio formed
namely Portfolio 4 (80%: 20%) portfolio 4 with a level of profit of 5.433008 and
the level of risk sebear 0.1852. Whereas the weighting (50%: 50%) i.e. portfolio 4
with a level of profit of 13.4062 and the level of risk 0.30052. The portfolio is a
combination of 4 shares of ADRO and SIPPLN01CN1.
%K Saham Syariah, Obligasi Syariah, Tingkat Pengembalian (Return),
Risiko, Koefisien Variasi, Portofolio Optimal, Mann Whitney U, Model
Markowitz.
%D 2019
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib51909