Sinyal Indeks dan Imbalan Masa Depan dari Imbalan dan Risiko Masa Lalu pada Investasi Saham Syariah di Indonesia release_z4u7os66xvhqld2hqykasokvmq

by Muhammad Anhar

Published in Jurnal akuntansi dan manajemen by Sekolah Tinggi llmu Ekonomi Indonesia.

2022   Volume 19, Issue 01, p90-97

Abstract

Abstract- This research aims to proove the existing signal of Indonesia sharia stock's risk and return to their future index and return. The hypothesis state that the past stock's risk and return respectly give a signal on their future index and return.The research is designed as a quantitative, ex post facto, associative, and positivistic research by analyzing the correlation of the past stock's risk and return to their future index and return. The stock risk (total risk, systematic risk and unsystematic risk) and return are set as independent variables, while stock's future index and return as dependent variables.The existing signals were studied simultaneously in one model, Partial Least Square (PLS). Descriptive analysis, Correlations analysis, and hypotheses testing were done in this study.The conclusions were : First, the past stock's return do not give any signal to their future index and return. Second, the total risk, systematic risk and unsystematic risk respectly give a signal to their future return, but do not to their future index. Third, the total risk and unsystematic risk respectly give a negative signal to their future return, while the systematic risk do a positive signal.
In application/xml+jats format

Archived Files and Locations

application/pdf   799.6 kB
file_6pascykoaba6xhldvl2xnljo44
ejournal.stei.ac.id (publisher)
web.archive.org (webarchive)
Read Archived PDF
Preserved and Accessible
Type  article-journal
Stage   published
Date   2022-09-14
Container Metadata
Not in DOAJ
Not in Keepers Registry
ISSN-L:  1693-8364
Work Entity
access all versions, variants, and formats of this works (eg, pre-prints)
Catalog Record
Revision: 68404dbe-0f99-411b-8c44-9adce970bce8
API URL: JSON