ANALISIS PERBANDINGAN RETURN DAN RISK ANTARA SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL (STUDI PADA SAHAM SYARIAH DI JAKARTA ISLAMIC INDEX (JII) DAN SAHAM KONVENSIONAL DI INVESTOR33 PERIODE 2020-2022)

Alfu, Alfi Ni’am (2024) ANALISIS PERBANDINGAN RETURN DAN RISK ANTARA SAHAM SYARIAH DENGAN SAHAM KONVENSIONAL (STUDI PADA SAHAM SYARIAH DI JAKARTA ISLAMIC INDEX (JII) DAN SAHAM KONVENSIONAL DI INVESTOR33 PERIODE 2020-2022). Diploma thesis, Universitas KH. Abdul Chalim.

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Abstract

In the current era of globalization, society's perspective on investment has undergone significant changes. Investment is no longer viewed merely as a means to develop businesses or meet short-term needs, but has transformed into a long-term strategy to achieve life welfare and financial independence. The development of technology and information has facilitated access to various investment instruments, encouraging a shift in mindset from simply saving to investing for long-term wealth growth. The capital market, as one of the important pillars in economic development, offers various investment instruments, both conventional and sharia-compliant. Specifically, the Islamic capital market has emerged to meet the needs of Muslim investors who desire investments in accordance with Islamic economic principles, offering instruments such as Islamic stocks, Islamic bonds (sukuk), and Islamic mutual funds that have undergone a screening process to ensure compliance with sharia principles.
This research employs a descriptive quantitative method to analyze historical data on returns and risks between sharia stocks listed in the Jakarta Islamic Index and conventional stocks listed in the Investor33 Index. Quantitative analysis is used to test hypotheses, while descriptive analysis describes the collected data.
The results of the descriptive analysis show that the average return of sharia stocks is 1.06% and conventional stocks is 1.61%, while the average risk of sharia stocks is 11.56% and conventional stocks is 11.59%. The results of the independent sample t-test indicate that there is no significant difference in both returns and risks between sharia and conventional stocks. The significance value (2-tailed) for returns is 0.372 and for risks is 0.491, both greater than 0.05. This research demonstrates that during the 2020-2022 period, the returns and risks of sharia stocks in the Jakarta Islamic Index and conventional stocks in Investor33 did not differ significantly.

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