ANALISA PERBANDINGAN KINERJA JAKARTA ISLAMIC INDEX DENGAN INDEKS SAHAM KONVENSIONAL D I BURSA EFEK JAKARTA

Ayatullah, Agam (2003) ANALISA PERBANDINGAN KINERJA JAKARTA ISLAMIC INDEX DENGAN INDEKS SAHAM KONVENSIONAL D I BURSA EFEK JAKARTA. Masters thesis, Institut Pertanian Bogor.

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Official URL: http://elibrary.mb.ipb.ac.id

Abstract

Jakarta Islamic Index (JII). The Jakarta Islamic Index includes the most liquid securities meeting the islamic shariah investment criteria. The Jakarta Islamic index constructed from the 285 stocks listed in Jakarta Stock Exchange. The component is currently 30 stocks, which represent 42% of market capitalization of the Jakarta Stock Exchange. The trading mechanism of JII, LQ45 (Liquid Securities Index) and IHSG (Composite Index) use the same method, but the number of stocks amount is different. The registration process, the transaction mechanism and the index calculation refer to The Jakarta Stock Exchange rules, except for JII which is also uses the shariah rules enacted by the Executive Board of National Shariah based on Fatwa No. 20/DSNMUI/IV/2001. At the end, in comparison between shariah index and conventional index, it can be concluded that the stock screening and cleansing process done by the Islamic Stock Market, contribute good achievement rather than limiting the better chance. The Risk Adjusted calculation, shows that shariah index can compete with the conventional index (LQ 45). Compare with IHSG, JII even shows a higher return.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Jakarta Islamic Index. LQ-45, IHSG, Islamic Finance, Al qur'an dun Sunnah, Masyir, Gharar, Screening, Cleansing, Ihtiyat, Prudential Management, Najsy, Bai Al ma'dum, Short Selling, Insider Trading, Nisbah, Return Index, Risk Adjusted Return Index, Sharpe index, Treynor index, Jensen index
Subjects: Manajemen Keuangan
Depositing User: Staff-3 Perpustakaan
Date Deposited: 05 Jan 2012 01:42
Last Modified: 05 Jan 2012 01:42
URI: http://repository.sb.ipb.ac.id/id/eprint/909

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