Sinyal indeks dan imbalan masa depan dari imbalan dan risiko masa lalu pada investasi saham syariah di Indonesia

MUHAMMAD ANHAR, MUHAMMAD ANHAR (2022) Sinyal indeks dan imbalan masa depan dari imbalan dan risiko masa lalu pada investasi saham syariah di Indonesia. Jurnal STEI Ekonomi (JEMI), 30 (02). pp. 86-93. ISSN P-ISSN 0854-0985 E-ISSN 2527-4783

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Abstract

This research aims to proove the existing signal of Indonesia sharia stock’s risk and return to their future index and return. The hypothesis state that the past stock’s risk and return respectly give a signal on their future index and return.The research is designed as a quantitative, ex post facto, associative, and positivistic research by analyzing the correlation of the past stock’s risk and return to their future index and return.The stock risk (total risk, systematic risk and unsystematic risk) and return are set as independent variables, while stock’s future index and return as dependent variables.The existing signals were studied simultaneously in one model, Partial Least Square (PLS). Descriptive analysis, Correlations analysis, and hypotheses testing were done in this study.The conclusions were : First, the past stock’s return do not give any signal to their future index and return. Second, the total risk, systematic risk and unsystematic risk respectly give a signal to their future return, but do not to their future index. Third, the total risk and unsystematic risk respectly give a negative signal to their future return, while the systematic risk do a positive signal.)

Item Type:	Article
Subjects:	Z Bibliography. Library Science. Information Resources > Z719 Libraries (General)
Divisions:	S1 Manajemen
Depositing User:	M. Anhar
Date Deposited:	02 Feb 2022 05:48
Last Modified:	02 Feb 2022 05:48
URI:	http://repository.stei.ac.id/id/eprint/6942

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