ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham
TRIM Syariah Saham with Rp143,83 trillion of total Net Asset Value (in Agustus 2010) is an equity fund with the main objective to maintain principal investment and to obtain optimum return comprising capital gain and dividend in the long run in line with the Syariah capital market principles, by inv...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2011
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| _version_ | 1826043733148172288 |
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| author | , Didik Siswonagoro , Erni Ekawati, Dr., M.B.A. |
| author_facet | , Didik Siswonagoro , Erni Ekawati, Dr., M.B.A. |
| author_sort | , Didik Siswonagoro |
| collection | UGM |
| description | TRIM Syariah Saham with Rp143,83 trillion of total Net Asset Value (in
Agustus 2010) is an equity fund with the main objective to maintain principal
investment and to obtain optimum return comprising capital gain and dividend in
the long run in line with the Syariah capital market principles, by investing in a
list of Syariah-compliant equities approved by Bapepam dan LK, or by other
parties approved by Bapepam dan LK. TRIM Syariah Saham has managed by PT
Trimegah Securities Tbk as Investment Manager has vision to become a leading
national and international security company. PT Trimegah Securities trying to
give services and investation product with international standard. TRIM Syariah
Saham invest 80% to 100% in equity securities, 0% to 20% in debt securities, as
well as 0% to 20% in money market instruments in in line with the Syariah capital
market principles.
The purpose of this research is to analyze the performance of TRIM
Syariah Saham. The result of analysis shows that the performance of TRIM
Syariah Saham is unfavorable as the parameters shows in negative result : Sharpe
ratio = - 0,0208, Treynor ratio = - 0,1064 dan Jensen alfa = 0,1946. Furthermore,
the result of analysis using Risk Adjusted Performance Measurement (RAPM) is -
0,0842 with Value at Risk at 57.919.580 (IDR) for 100 million (IDR) asset and 1
month holding period. This performance is still below performance of other
competitors (PNM Ekuitas Syariah). |
| first_indexed | 2024-03-13T22:08:25Z |
| format | Thesis |
| id | oai:generic.eprints.org:89800 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:08:25Z |
| publishDate | 2011 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:898002014-08-20T02:51:04Z https://repository.ugm.ac.id/89800/ ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham , Didik Siswonagoro , Erni Ekawati, Dr., M.B.A. ETD TRIM Syariah Saham with Rp143,83 trillion of total Net Asset Value (in Agustus 2010) is an equity fund with the main objective to maintain principal investment and to obtain optimum return comprising capital gain and dividend in the long run in line with the Syariah capital market principles, by investing in a list of Syariah-compliant equities approved by Bapepam dan LK, or by other parties approved by Bapepam dan LK. TRIM Syariah Saham has managed by PT Trimegah Securities Tbk as Investment Manager has vision to become a leading national and international security company. PT Trimegah Securities trying to give services and investation product with international standard. TRIM Syariah Saham invest 80% to 100% in equity securities, 0% to 20% in debt securities, as well as 0% to 20% in money market instruments in in line with the Syariah capital market principles. The purpose of this research is to analyze the performance of TRIM Syariah Saham. The result of analysis shows that the performance of TRIM Syariah Saham is unfavorable as the parameters shows in negative result : Sharpe ratio = - 0,0208, Treynor ratio = - 0,1064 dan Jensen alfa = 0,1946. Furthermore, the result of analysis using Risk Adjusted Performance Measurement (RAPM) is - 0,0842 with Value at Risk at 57.919.580 (IDR) for 100 million (IDR) asset and 1 month holding period. This performance is still below performance of other competitors (PNM Ekuitas Syariah). [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , Didik Siswonagoro and , Erni Ekawati, Dr., M.B.A. (2011) ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51067 |
| spellingShingle | ETD , Didik Siswonagoro , Erni Ekawati, Dr., M.B.A. ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title | ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title_full | ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title_fullStr | ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title_full_unstemmed | ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title_short | ANALISIS KINERJA REKSADANA SAHAM Studi Kasus Reksadana Trim Syariah Saham |
| title_sort | analisis kinerja reksadana saham studi kasus reksadana trim syariah saham |
| topic | ETD |
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