ANALISIS PERBANDINGAN KINERJA ANTARA PORTOFOLIO SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL MENGGUNAKAN MODEL MARKOWITZ (STUDI KASUS PADA SUB SEKTOR KONSTRUKSI DAN BANGUNAN DI BEI TAHUN 2017 – 2019)

Rista Novintya Putri, NIM.: 17108030031 (2021) ANALISIS PERBANDINGAN KINERJA ANTARA PORTOFOLIO SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL MENGGUNAKAN MODEL MARKOWITZ (STUDI KASUS PADA SUB SEKTOR KONSTRUKSI DAN BANGUNAN DI BEI TAHUN 2017 – 2019). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This study aims to analyze the performance differences between the portfolios of Islamic stocks and conventional stocks using the Markowitz model with a case study of the construction and building sub sector in the Indonesia Stock Exchange (BEI) from 2017 to 2019. The independent variables of the study are price, return, and risk, while the dependent variable is creating portfolios with the Markowitz model. The sample of this study is 6 companies in the construction and building sub-sector. The data analysis technique is using the Markowitz model calculation while the Sharpe method, the Treynor method and the Jensen method are applied as the performance measurement. The result shows that the value of Islamic stocks is higher than conventional stocks which means that the performance of Islamic stock portfolios is better than conventional stock portfolios.

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