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Perbandingan kinerja reksadana saham di Indonesia dengan strategi market timing dan buy and hold

Wulandari, Tri Rizky (2018) Perbandingan kinerja reksadana saham di Indonesia dengan strategi market timing dan buy and hold. Masters thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini bertujuan untuk mengetahui apakah benar strategi pasif (buy and hold) lebih baik daripada strategi aktif (market timing) terhadap kinerja reksadana saham di Indonesia. Data pada penelitian ini bersifat data sekunder, dengan sampel secara total ada 23 jenis reksadana saham di Indonesia dari 2006 sampai 2016. Dan hasil dari penelitian ini adalah strategi pasif (buy and hold) tidak lebih baik daripada strategi aktif (market timing) terhadap kinerja reksadana saham di Indonesia.Metode pengukuran pada penelitian ini menggunakan Sharpe Ratio, Jensen Alpha, dan Fama French Three Factors Model. Dengan mempertimbangkan hasil penelitian ini, diharapkan investor reksadana saham di Indonesia dapat mempertimbangkan strategi yang tepat digunakan sebelum melakukan investasi mereka. Melihat penelitian ini belum mencakup dengan aspek-aspek lain yang dapat juga mempengaruhi pergerakan kondisi pasar dan berpengaruh terhadap hasil investasi yang diterima.
Item Type: Thesis (Masters)
Creators:
Creators
NIM
Email
ORCID
Wulandari, Tri Rizky
NIM 00000026604
UNSPECIFIED
UNSPECIFIED
Contributors:
Contribution
Contributors
NIDN/NIDK
Email
Thesis advisor
Kim, Sung Suk
NIDN0324106805
UNSPECIFIED
Additional Information: T 19-16 WUL p
Uncontrolled Keywords: Mutual funds ; market timing ; buy and hold ; return ; active-passive investment
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Depositing User: Users 18 not found.
Date Deposited: 20 May 2021 02:24
Last Modified: 21 Jun 2022 03:20
URI: http://repository.uph.edu/id/eprint/27574

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