Perbandingan pengukuran kemampuan market timing dan ketepatan pengubahan komponen portofolio sekuritas pada portofolio reksa dana saham Syariah dan konvensional. = Comparative measurement of market timing ability and accuracy in changing the securities portfolio component on Shariah and conventional mutual fund
| Main Authors: | Reza Priyambada, author, Add author: A. Hanief Saha Ghafur, examiner, Add author: Siagian, Salim, supervisor, Add author: Nurul Huda, examiner, Add author: Else Fernanda, examiner |
|---|---|
| Format: | Masters Doctoral |
| Terbitan: |
, 2010
|
| Online Access: |
https://lib.ui.ac.id/detail?id=20341649 |
| ctrlnum |
20341649 |
|---|---|
| fullrecord |
<?xml version="1.0"?>
<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><type>Thesis:Masters</type><title>Perbandingan pengukuran kemampuan market timing dan ketepatan pengubahan komponen portofolio sekuritas pada portofolio reksa dana saham Syariah dan konvensional. = Comparative measurement of market timing ability and accuracy in changing the securities portfolio component on Shariah and conventional mutual fund</title><creator>Reza Priyambada, author</creator><creator>Add author: A. Hanief Saha Ghafur, examiner</creator><creator>Add author: Siagian, Salim, supervisor</creator><creator>Add author: Nurul Huda, examiner</creator><creator>Add author: Else Fernanda, examiner</creator><publisher/><date>2010</date><subject/><description>[<b>ABSTRAK</b><br>
Penelitian ini bertujuan untuk mengetahui seberapa besar kemampuan Market Timing sekaligus ketepatan pengubahan komponen portofolio sekuritas pada portofolio Reksa Dana Saham Syariah maupun konvensional yang dikelola Manajer Investasi. Dengan menggunakan analisis uji regrcsi bcrganda diperoleh
kesimpulan bahwa dari sampel Reksa Dana yang berjumlah 22 (dua puluh dua) tersebut, hanya ada 2 (dun) Reksa Dana yang menggambarkan secara statisfik
memiliki kemampuan Marker Timing dimana 1 (satu) Reksa Dana Syariah, yaitu Mega Dana Syariah, dan l (satu) Reksa Dana konvensional, yaitu Si Déna Saham.
Kemampuan Market Timing dari suatu sampel Reksa Dana pada pcnclitian ini hanya dimiliki oleh Reksa Dana Saham yang memiliki umur periode pengamatan lebih pendek.
Sementara itu, dari taksiran konstanla yang menggambarkan kemampuan
ketepatan mengubah komponen portofolio sekuritas untuk keseluruhan sampai
Reksa Dana ialah tidak signifikan atau tidak dapat dinilai dalam ha| kemampuan ketepatan mengubah komponen portofolio sekuritas. Manajer lnvestasi baik pada sampel Reksa Dana Saham Syariah maupun Reksa Dana Konvensional pada
penelitian ini belumlah memiliki kemampuan ketepatan mengubah komponen
portofolio sekuritas
<hr>
<b>ABSTRACT</b><br>
This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component.;This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component., This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component.]</description><identifier>https://lib.ui.ac.id/detail?id=20341649</identifier><recordID>20341649</recordID></dc>
|
| format |
Thesis:Masters Thesis Thesis:Doctoral |
| author |
Reza Priyambada, author Add author: A. Hanief Saha Ghafur, examiner Add author: Siagian, Salim, supervisor Add author: Nurul Huda, examiner Add author: Else Fernanda, examiner |
| title |
Perbandingan pengukuran kemampuan market timing dan ketepatan pengubahan komponen portofolio sekuritas pada portofolio reksa dana saham Syariah dan konvensional. = Comparative measurement of market timing ability and accuracy in changing the securities portfolio component on Shariah and conventional mutual fund |
| publishDate |
2010 |
| url |
https://lib.ui.ac.id/detail?id=20341649 |
| contents |
[<b>ABSTRAK</b><br>
Penelitian ini bertujuan untuk mengetahui seberapa besar kemampuan Market Timing sekaligus ketepatan pengubahan komponen portofolio sekuritas pada portofolio Reksa Dana Saham Syariah maupun konvensional yang dikelola Manajer Investasi. Dengan menggunakan analisis uji regrcsi bcrganda diperoleh
kesimpulan bahwa dari sampel Reksa Dana yang berjumlah 22 (dua puluh dua) tersebut, hanya ada 2 (dun) Reksa Dana yang menggambarkan secara statisfik
memiliki kemampuan Marker Timing dimana 1 (satu) Reksa Dana Syariah, yaitu Mega Dana Syariah, dan l (satu) Reksa Dana konvensional, yaitu Si Déna Saham.
Kemampuan Market Timing dari suatu sampel Reksa Dana pada pcnclitian ini hanya dimiliki oleh Reksa Dana Saham yang memiliki umur periode pengamatan lebih pendek.
Sementara itu, dari taksiran konstanla yang menggambarkan kemampuan
ketepatan mengubah komponen portofolio sekuritas untuk keseluruhan sampai
Reksa Dana ialah tidak signifikan atau tidak dapat dinilai dalam ha| kemampuan ketepatan mengubah komponen portofolio sekuritas. Manajer lnvestasi baik pada sampel Reksa Dana Saham Syariah maupun Reksa Dana Konvensional pada
penelitian ini belumlah memiliki kemampuan ketepatan mengubah komponen
portofolio sekuritas
<hr>
<b>ABSTRACT</b><br>
This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component.;This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component., This study aims to find out how much Market Timing capability as well as the accuracy of the changing the portfolio securities components on Sharia or even in conventional equity Bind managed by the investment managers. By using multiple regression analysis, we concluded that the samples of the Mutual Fund
which amounted to 22 (twenty two) is, there are only two.(2) Mutual Funds which describe statistically have the ability to Market Timing whereby l (one) Sharia
Fund, namely Mega Dana Syariah, and the other I (one) a conventional Mutual Fund, namely Si Dana Saham. Market Timing ability of Mutual Funds on a sample of this study is only held by the Equity Mutual Fund that have a shorter life period of observation.
Meanwhile, ofthe estimated constants a-which describes the ability ofthe accuracy ofthe changing the portfolio securities components - for the overall of
Mutual Fund sample is not significant or the capability of accuracy to change Components of portfolio securities could not be assessed. Investment Managers in both samples of Sharia Equity Mutual Funds and Conventional Mutual Funds in
this Study had not yet have the ability to change the precision of portofolio securities component.] |
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