STUDI KOMPARASI KINERJA SAHAM SYARI’AH DAN NON SYARI’AH DALAM MENENTUKAN NILAI OPTIMAL PORTOPOLIO SAHAM
STUDI KOMPARASI KINERJA SAHAM SYARI’AH DAN NON SYARI’AH DALAM MENENTUKAN NILAI OPTIMAL PORTOPOLIO SAHAM
Abstract
Penelitian ini bertujuan menganalisis perbandingan kinerja saham syariah dan konvesioal. Penelitian ini menggunakan obyek penelitian perusahaan yang terdaftar di BEI dan JII periode 2013-2017 secara random. Penentuan sampel dengan random sampling, sehingga didapatkan 30 perusahaan untuk dijadikan sampel. Berdasarkan hasil analisis menunjukkan bahwa return perusahaan konvesioal lebih unggul dibanding perusahaan terindek syariah. Namun, nilai indeks Sharpe perusahaan terindek syariah memiliki risiko lebih kecil dibanding perusahaan konvesioal. Hal tersebut menunjukkan perusahaan terindek syariah lebih menjamin keamanan investasi. Sedangkan hasil uji t menyatakan tidak terdapat perbedaan signifikan terhadap kinerja saham perusahaan terindek syariah dan non syriah.
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