CD Skripsi
Analisis Perbandingan Return Dan Risk Saham Syariah Sebelum Dan Selama Pandemi Covid-19 Pada Perusahaan Jakarta Islamic Index (Jii) Periode 2017-2022
ABSTRACT
This study aims to determine the difference between the return and risk of Islamic stocks in the Jakarta Islamic Index (JII) company before and during the covid-19 pandemic for the 2017-2022 period. The research population in this study were 30 stocks in the Jakarta Islamic Index company in each period. The sample taken was 16 stocks with a sampling method using purposive sampling. The data used in this research is secondary data obtained from the closing price of JII shares every month during the 2017-2022 period. The data analysis technique used is nonparametric statistics using the Wilcoxon test in drawing conclusions. Based on the Wilcoxon test, a significant value > 0.05 is obtained, which is 0.836 for return. Then the Wilcoxon test obtained a significant value < 0.05, which is 0.02 for risk. So it can be concluded that, there is no difference between the level of stock returns on the JII before and during the covid-19 pandemic and there is a difference between the level of stock risk on the JII before and during the covid-19 pandemic.
Keywords : Return, Risk, JII, Covid-19
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