Book of Conference: The 2nd International Conference, Silatnas, and Long-life Achievement Awards FORDEBI (INSAF 2)

Diah Pranitasari, Diah Pranitasari (2021) Book of Conference: The 2nd International Conference, Silatnas, and Long-life Achievement Awards FORDEBI (INSAF 2). In: The 2nd International Conference, Silatnas, and Long-life Achievement Awards FORDEBI (INSAF 2).

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Abstract

This research aim to proove the continuity of Indonesia sharia stock’s risk and return to the next period. Do the stock investment risk and return continue ? The samples are the stocks categorised as Jakarta Islamic Indexes (JII). The hypothesis state that the stock’s risk and return on a period follow to the last period risk and return.The research is designed as a quantitative, ex post facto, associative, and positivistic research by analyzing the rank of monthly risk and return. All the risk (total risk, systematic risk and unsystematic risk) and return are set as independent variables. The existing continuities were detected by compare them between two periods. Descriptive analysis, rank analysis, and hypotheses testing were done in this study.The conclusions were : First, booth the stock’s return and risks (total risk, systematic risk and unsystematic risk) of a period do not respectly continue to the next period. Secondly, booth the stock’s return and risks of a period do not give a signal to their next period. Keywords: stock return, stock index, total risk, systematic risk and unsystematic risk.

Item Type:	Conference or Workshop Item (Other)
Subjects:	Z Bibliography. Library Science. Information Resources > ZA Information resources > ZA4050 Electronic information resources Z Bibliography. Library Science. Information Resources > ZA Information resources > ZA4450 Databases
Divisions:	S1 Manajemen
Depositing User:	DR Diah Pranitasari
Date Deposited:	16 Apr 2022 16:19
Last Modified:	05 May 2022 04:28
URI:	http://repository.stei.ac.id/id/eprint/7342

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