Search for collections on Repository Universitas Islam Riau

Analisis Perbandingan Perhitungan Portofolio Optimal Pada Saham Syariah Dan Saham Konvensional Dengan Metode Value At Risk

Fitriani, Febby (2018) Analisis Perbandingan Perhitungan Portofolio Optimal Pada Saham Syariah Dan Saham Konvensional Dengan Metode Value At Risk. Other thesis, Universitas Islam Riau.

[thumbnail of abstrak.pdf] Text
abstrak.pdf

Download (509kB)
[thumbnail of kata_pengantar.pdf] Text
kata_pengantar.pdf

Download (427kB)
[thumbnail of daftar_isi.pdf] Text
daftar_isi.pdf

Download (372kB)
[thumbnail of bab1.pdf] Text
bab1.pdf

Download (552kB)
[thumbnail of bab2.pdf] Text
bab2.pdf

Download (553kB)
[thumbnail of bab3.pdf] Text
bab3.pdf

Download (737kB)
[thumbnail of bab4.pdf] Text
bab4.pdf

Download (358kB)
[thumbnail of bab5.pdf] Text
bab5.pdf
Restricted to Repository staff only

Download (467kB) | Request a copy
[thumbnail of bab6.pdf] Text
bab6.pdf
Restricted to Repository staff only

Download (159kB) | Request a copy
[thumbnail of daftar_pustaka.pdf] Text
daftar_pustaka.pdf

Download (434kB)

Abstract

This study aims to see the difference between the level of risk of investing in Islamic stocks and conventional shares in terms of Value at Risk (VaR) calculation. Value at Risk (VaR) listed in the Jakarta Islamic Index and LQ 45 in the period 1 December 2016 to November 2017. The Object of research including consistent stock in the Jakarta Islamic Index and LQ45. The methods used in this research is a quantitative analysis to seek portofolio optimally as well as the accounts VaR and testing difference with test t free. Based on the results of data analysis it can be seen that the optimal portfolio of Islamic is 9 shares and conventional stocks is 8 shares. Islamic and conventional stocks that have been optimized have a smaller potential risk value than the potential risk of each share in VaR calculations. Basically between the potential optimal portfolio risk of Islamic stocks and the optimal portfolio of conventional stocks is different.

Item Type: Thesis (Other)
Uncontrolled Keywords: stock portfolio, Value at Risk (VaR) method, optimal portfolio
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: > Manajemen
Depositing User: Reza Zulkurniawan
Date Deposited: 14 Oct 2021 02:06
Last Modified: 14 Oct 2021 02:06
URI: http://repository.uir.ac.id/id/eprint/3212

Actions (login required)

View Item View Item