ANALISIS PERBANDINGAN KINERJA SAHAM SYARIAH DAN OBLIGASI SYARIAH BERDASARKAN RETURN, RISIKO, KOEFISIEN VARIASINYA DAN PEMBENTUKAN PORTOFOLIO OPTIMAL

Adisti Feby Anjani, NIM.: 15830069 (2019) ANALISIS PERBANDINGAN KINERJA SAHAM SYARIAH DAN OBLIGASI SYARIAH BERDASARKAN RETURN, RISIKO, KOEFISIEN VARIASINYA DAN PEMBENTUKAN PORTOFOLIO OPTIMAL. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

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.

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