| dc.contributor |
Fakultas Ekonomi dan Bisnis |
|
| dc.creator |
Amini, Olivia Dwi |
|
| dc.creator |
Azib, Azib |
|
| dc.date |
2019-01-26 |
|
| dc.date.accessioned |
2019-09-13T04:14:33Z |
|
| dc.date.available |
2019-09-13T04:14:33Z |
|
| dc.identifier |
http://karyailmiah.unisba.ac.id/index.php/manajemen/article/view/15457 |
|
| dc.identifier.uri |
http://hdl.handle.net/123456789/25596 |
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| dc.description |
Abstrak. Tujuan dari penelitian ini adalah untuk menganalisa bagaimana Stock Selection Skill dan Market Timing Ability terhadap Kinerja Reksadana saham. Stock Selection Skill dan Market Timing diukur menggunakan indeks Treynor dan Mazuy, sedangkan Kinerja Reksadana itu sendiri diukur dengan menggunakan indeks Sharpe. Data yang digunakan dalam peneliti ini adalah data bulanan Nilai Aktiva Bersih (NAB), data bulanan SBI, data bulanan IHSG, dan data 10 reksadana saham yang dijadikan sampel dengan periode penelitian selama tahun penelitian yaitu 2014-2017 dan jumlah observasi sebanyak 40 data. Pengolahan data dalam penelitian ini menggunakan SPSS versi 16. Data dari penelitian dianalisis dengan menggunakan uji regresi linier berganda. Metode penelitian ini menggunakan uji asumsi klasik yaitu uji normalitas, uji multikolinieritas, uji heteroskedastisitas dan uji autokorelasi selain itu, peneliti juga menggunakan uji t, uji F dan uji R Square untuk menguji hipotesis penelitian. Hasil dari uji t menyatakan bahwa Stock Selection Skill dan Market Timing Ability memiliki pengaruh secara parsial terhadap Kinerja Reksadana saham. Hasil dari uji F yang dilakukan menunjukan bahwa Stock Selection Skill dan Market Timing Ability memiliki pengaruh secara silmutan terhadap Kinerja Reksadana saham. Hasil dari uji R Square yang dilakukan menunjukan bahwa Stock Selection Skill dan Market Timing Ability memiliki pengaruh secara bersama-sama terhadap Kinerja Reksadana saham dengan presentase sebesar 35,1%.Abstract. The purpose of this study is to analyze how Stock Selection Skill and Market Timing Ability to share mutual fund performance. Stock Selection Skill and Market Timing are measured using the Treynor and Mazuy index, while the Mutual Fund Performance itself is measured using the Sharpe index. The data used in this study are monthly data on Net Asset Value (NAV), monthly data on SBI, monthly JCI data, and annual data of 10 stock mutual fund prospectuses sampled with the study period during the study year, 2014-2017 and total observations of 40. Processing data in this study using SPSS version 16. Data from the study were analyzed using multiple linear regression tests. This research method uses the classic assumption test, namely normality test, multicollinearity test, heteroscedasticity test and autocorrelation test besides that, the researcher also uses t test, F test and R Square test to test the research hypothesis. The results of the t test state that Stock Selection Skill and Market Timing Abilities have a partial effect on the performance of stock mutual funds. The results of the F test conducted show that Stock Selection Skill and Market Timing Abilities have a silly influence on the performance of stock mutual funds. The results of the R Square test conducted show that Stock Selection Skill and Market Timing Abilities have a joint effect on the performance of stock mutual funds with a percentage of 35.1%. |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.publisher |
Universitas Islam Bandung |
|
| dc.relation |
http://karyailmiah.unisba.ac.id/index.php/manajemen/article/view/15457/pdf |
|
| dc.rights |
Copyright (c) 2019 Prosiding Manajemen |
|
| dc.source |
Prosiding Manajemen; Vol 5, No 1, Prosiding Manajemen (Februari, 2019); 360-367 |
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| dc.source |
Prosiding Manajemen; Vol 5, No 1, Prosiding Manajemen (Februari, 2019); 360-367 |
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| dc.source |
2460-6545 |
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| dc.subject |
Manajemen |
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| dc.subject |
Stock Selection Skill, Market Timing Ability, Kinerja Reksadana Saham, NAB, IHSG, BI Rate |
|
| dc.title |
Pengaruh Stock Selection Skill dan Market Timing Ability terhadap Kinerja Reksadana (Studi kasus pada Reksadana Saham yang Terdaftar di Otoritas Jasa Keuangan periode 2014-2017) |
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| dc.type |
info:eu-repo/semantics/article |
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| dc.type |
info:eu-repo/semantics/publishedVersion |
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| dc.type |
Peer-reviewed Article |
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| dc.type |
kuantitatif |
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