Analisis portofolio investasi syariah (studi kasus pt. asuransi syariah xyz)

Rahmawan, Bayu (2007) Analisis portofolio investasi syariah (studi kasus pt. asuransi syariah xyz). Masters thesis, Institut Pertanian Bogor.

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Abstract

Sharia Portfolio Investment Analysis (Case Study : Sharia Insurance Company XYZ) Bayu Rahmawan In essence, sharia insurance is a financial institution which manage risk and funds according to sharia principles. Sharia's insurance source of fund comes from the premium contribution. Such fund is then invested. Accordingly, the accumulated fund is used to pay for claims, anticipated endowments, cash value and maturity benefit, as stated in the agreement/policy. In order to ensure future liability payments to the customer, sharia insurance investment has to be optimized. Sharia insurance also needs to comply with sharia principles and government regulations on investment The purpose of this research is to analyze portofolio optimization by PT.XYZ as one of sharia insurance companies in Indonesia. The method used in this research the Markowitz portfolio diversification. Data of risk and return collected from January 2003 till November 2006 were used for the analysis. By comparing company's portfolio with this portfolio evaluation research, the rate of risk and return in each of actual and the optimal portofolio were used as indicators of the evaluation. The best choice for the company's portfolio is the portfolio which gives higher relative return. The relative return meant as how much return can be given in every rate of risk in each portfolio (i.e. return per risk). The chapter of analysis is divided by four scenarios evaluation. The first analysis consist of all periods of portfolio investment (2003 - 2006). Then this research analyze portfolio investment from year to year through 2003, 2004, 2005 and 2006. The result showed that during the year 2003 - 2006, 2004, 2005, and 2006, the optimal portfolio from this research was better than the actual portfolio that the company did. Although the level of risk and return in optimal potfolio were less than the actual one, but according the relativity comparison risk and return, the optimal portfolio could give the better return. Only in the year 2003 the actual portfolio could give the better return and risk than the optimal portfolio.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	Asuransi, Investasi, Syariah, Portofolio, Return, Risiko
Subjects:	Manajemen Keuangan
Depositing User:	Library
Date Deposited:	18 Aug 2011 08:32
Last Modified:	18 Aug 2011 08:32
URI:	http://repository.sb.ipb.ac.id/id/eprint/211

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