Image of Membangun Indeks Saham Syariah Berkelanjutan dan Perbandingan Kinerjanya dengan Indeks Saham Syariah dan Sustainability Responsible Investment Index di Indonesia

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Membangun Indeks Saham Syariah Berkelanjutan dan Perbandingan Kinerjanya dengan Indeks Saham Syariah dan Sustainability Responsible Investment Index di Indonesia

This study aims to build a Sustainable Sharia Index and compare the performance of the index against the Indonesian Sharia Stock Index (ISSI) with SRI Kehati. The data collection method is carried out through data from companies that are members of ISSI from 2016 to 2021, namely 100 companies, namely daily price data, the number of outstanding shares, and the yield of 10-year Government Bonds. This study uses a mix method research method, namely qualitative and quantitative. The qualitative method of this research is content analysis in order to implement the DJSI screening process. The quantitative method of this research consists of the process of giving ESG scores. In addition, to calculate the performance comparison using the absolute return measurement method, Sharpe Ratio, Treynor Ratio, and Jensen's Alpha with CAPM and hypothesis testing t-test. The results showed that there was no significant difference in risk and rate of return between ISSI, SRI and ISB. This indicates that including the concept of sustainability in the sharia index does not have a negative impact on the rate of return and risk so that there is no trade off in choosing the ISB in investment decisions..Ada Tabel

Ketersediaan

Call NumberLocationAvailable
13546PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Bisnis Islam Fakultas Ekonomi dan Bisnis UI.,
Edisi -
Subjek Sharia Stock Index
Sustainability Responsible Investment Index
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xiii, 92 p. ; diagr. ; 30 cm
Info Detail Spesifik -
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