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Analisis Volatilitas Return Saham Syariah Studi Kasus pada Saham Syariah Yang Terdaftar di Jakarta Islamic Index (JII)

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  • Khalamillah, FAHMI

Abstract

Sharia stocks still made a positive performance, even better than the composite stock price index (CSPI) and the 45 most liquid stock index on the stock exchange (LQ45) on the Indonesia Stock Exchange (IDX). Along with the decline in the index and JCI capitalization, in 2018 the development of the Islamic capital market also experienced the same thing. The ISSI index decreased by 3.09% compared to the end of 2017. The method used in this study is this research is included in quantitative research. Quantitative research is research that uses numbers either directly taken from research results or data that is processed using statistical analysis. The conclusion of this study is that the results of the F test show that the variables tested together have an F test value of 27.794. with a significance of F 0.000 (p

Suggested Citation

  • Khalamillah, FAHMI, 2021. "Analisis Volatilitas Return Saham Syariah Studi Kasus pada Saham Syariah Yang Terdaftar di Jakarta Islamic Index (JII)," MPRA Paper 110792, University Library of Munich, Germany, revised 23 Nov 2021.
    • Handle: RePEc:pra:mprapa:110792
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    References listed on IDEAS

    as
    1. Aggarwal, Reena & Inclan, Carla & Leal, Ricardo, 1999. "Volatility in Emerging Stock Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 33-55, March.
    2. Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Volatility analysis; sharia-shares; index (jii) of the Indonesian stock exchange;
    All these keywords.

    JEL classification:

    • A11 - General Economics and Teaching - - General Economics - - - Role of Economics; Role of Economists
    • L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
    • Z00 - Other Special Topics - - General - - - General

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