Ghani Ali Faikar, - (2023) STUDI KOMPARATIF TINGKAT PENGEMBALIAN DAN TINGKAT RISIKO SAHAM SYARIAH DENGAN SAHAM NON SYARIAH BERBASIS SOCIALLY RESPONSIBLE INVESTMENT (SRI): Suatu Kasus pada Indeks SRI-Kehati & Jakarta Islamic Index (JII) Tahun 2018-2022. S1 thesis, Universitas Pendidikan Indonesia.
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Abstract
Perkembangan saham dengan Indeks berbasis SRI dan ESG di Indonesia tidak serta merta membuat investor tertarik untuk berinvestasi pada Indeks berbasis SRI dan ESG. Berdasarkan survei yang dilakukan oleh Mandiri Institute, tercatat hanya satu dari empat investor Indonesia yang memiliki instrumen investasi berbasis SRI dan ESG dikarenakan kurangnya referensi dan informasi terkait investasi SRI dan ESG di Indonesia. Oleh karena itu, tujuan dari penelitian ini adalah untuk memberikan gambaran kepada investor terkait tingkat pengembalian investasi dan tingkat risiko antara saham syariah dan saham non syariah berbasis SRI, serta antara saham syariah berbasis SRI dan saham syariah non SRI. Dengan metode penelitian kuantitatif dan desain penelitian deskriptif komparatif, penelitian ini akan menganalisis risk & return perusahaan atau emiten yang termasuk dalam Indeks SRI-Kehati dan Jakarta Islamic Index (JII). Pengambilan sampel akan menggunakan teknik purposive sampling, dengan jumlah sampel delapan saham syariah berbasis SRI, enam saham non syariah berbasis SRI, dan tujuh saham syariah berbasis non SRI. Data yang terkumpul dianalisis menggunakan uji Mann-Whitney untuk mengidentifikasi perbedaan kinerja antara kelompok saham yang berbeda. Hasil penelitian menunjukkan bahwa tidak terdapat perbedaan antara tingkat pengembalian investasi dan tingkat risiko antara saham syariah SRI dengan saham non syariah SRI. Sedangkan hasil untuk tingkat pengembalian investasi saham syariah SRI dengan saham syariah non SRI adalah terdapat perbedaan kemudian untuk tingkat risiko tidak terdapat perbedaan. Hasil penelitian dapat menjadi acuan bagi investor untuk memahami kinerja saham-saham syariah dan non-syariah berbasis SRI, serta saham - saham syariah berbasis non SRI terhadap portofolio investasi. Bagi BEI, perlu pengkajian kembali dalam pembentukan Indeks berbasis Syariah SRI dan ESG, sehingga kinerja Indeks Syariah SRI dan ESG ini bisa bersaing dengan Indeks lain. The development of stocks with SRI and ESG-based indices in Indonesia does not automatically attract investors to invest in SRI and ESG-based indices. According to a survey conducted by the Mandiri Institute, only one out of four Indonesian investors has investment instruments based on SRI and ESG due to a lack of references and information regarding SRI and ESG investments in Indonesia. Therefore, the aim of this research is to provide insights to investors regarding the return on investment and risk levels between Sharia and non-Sharia stocks based on SRI, as well as between Sharia stocks based on SRI and non-SRI Sharia stocks. Using a quantitative research method and a comparative descriptive research design, this study will analyze the risk and return of companies or issuers included in the SRI-Kehati Index and Jakarta Islamic Index (JII). Sampling will be conducted using purposive sampling techniques, with a total of eight SRI-based Sharia stocks, six non-Sharia SRI-based stocks, and seven Sharia non-SRI-based stocks as samples. The collected data will be analyzed using the Mann-Whitney test to identify performance differences between different groups of stocks. The research results indicate that there is no difference between the return on investment and risk levels between SRI Sharia stocks and non-Sharia SRI stocks. Meanwhile, the results for the return on investment for SRI Sharia stocks and non-SRI Sharia stocks show a difference, while there is no difference in risk levels. The research findings can serve as a reference for investors to understand the performance of SRI and non-SRI-based Sharia stocks, as well as Sharia non SRI-based stocks in their investment portfolios. For the Indonesia Stock Exchange (BEI), a reassessment is needed in the formation of SRI and ESG-based Sharia indices, so that the performance of these indices can compete with other indices.
| Item Type: | Thesis (S1) |
|---|---|
| Additional Information: | Link Google Scholars : https://scholar.google.com/citations?user=HOqdU64AAAAJ&hl=id ID SINTA Dosen Pembimbing : A. Jajang W. Mahri : 5993287 Suci Aprilliani Utami : 6006385 |
| Uncontrolled Keywords: | Pasar Modal, Risk, Return, Saham Syariah, Saham non Syariah, Socially Responsible Investment (SRI) |
| Subjects: | B Philosophy. Psychology. Religion > BP Islam. Bahaism. Theosophy, etc H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management H Social Sciences > HG Finance |
| Divisions: | Fakultas Pendidikan Ekonomi dan Bisnis > Ilmu Ekonomi dan Keuangan Islam |
| Depositing User: | Ghani Ali Faikar |
| Date Deposited: | 04 Jan 2024 06:14 |
| Last Modified: | 04 Jan 2024 06:14 |
| URI: | http://repository.upi.edu/id/eprint/113812 |
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