Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia

Mutual funds are designed to raise investment funds. The objectives of this study are: to determine the performance of mutual funds on the LQ-45 index is higher than the performance of equity funds in the Indonesian capital market and to measure the level of efficiency in the capital market using CA...

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Autor principal:	Ainani Nur Aziqoh
Formato:	article
Lenguaje:	EN ID
Publicado:	Fakultas Ekonomi dan Bisnis Islam 2021
Materias:	equity mutual funds index mutual funds capital market efficiency Business HF5001-6182 Banking HG1501-3550
Acceso en línea:	https://doaj.org/article/fe44d00333fe41beafebf26ef5cf826a
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spelling	oai:doaj.org-article:fe44d00333fe41beafebf26ef5cf826a2021-11-22T10:14:15ZAnalisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia2714-55652714-779710.24090/mabsya.v3i2.4577https://doaj.org/article/fe44d00333fe41beafebf26ef5cf826a2021-09-01T00:00:00Zhttp://ejournal.uinsaizu.ac.id/index.php/mabsya/article/view/4577https://doaj.org/toc/2714-5565https://doaj.org/toc/2714-7797Mutual funds are designed to raise investment funds. The objectives of this study are: to determine the performance of mutual funds on the LQ-45 index is higher than the performance of equity funds in the Indonesian capital market and to measure the level of efficiency in the capital market using CAPM modeling and using Net Active Value (NAV) data per year for the 2015 period. -2019. To determine whether a mutual fund is good or bad, it is not measured by how much the return has been generated or by how big or small the risk of fluctuation is, but this is seen from how much the mutual fund performs with its reference index. If the performance of index mutual funds is better or the performance of stock mutual funds is lower overall, the capital market can be said to be efficient. The results of this study indicate that the performance of the LQ-45 index mutual funds is smaller than the performance of the more superior stock mutual funds above. So it can be concluded that the Indonesian capital market is an inefficient Indonesian capital market.Ainani Nur AziqohFakultas Ekonomi dan Bisnis Islamarticleequity mutual fundsindex mutual fundscapital market efficiencyBusinessHF5001-6182BankingHG1501-3550ENIDMabsya, Vol 3, Iss 2, Pp 101-115 (2021)
institution	DOAJ
collection	DOAJ
language	EN ID
topic	equity mutual funds index mutual funds capital market efficiency Business HF5001-6182 Banking HG1501-3550
spellingShingle	equity mutual funds index mutual funds capital market efficiency Business HF5001-6182 Banking HG1501-3550 Ainani Nur Aziqoh Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
description	Mutual funds are designed to raise investment funds. The objectives of this study are: to determine the performance of mutual funds on the LQ-45 index is higher than the performance of equity funds in the Indonesian capital market and to measure the level of efficiency in the capital market using CAPM modeling and using Net Active Value (NAV) data per year for the 2015 period. -2019. To determine whether a mutual fund is good or bad, it is not measured by how much the return has been generated or by how big or small the risk of fluctuation is, but this is seen from how much the mutual fund performs with its reference index. If the performance of index mutual funds is better or the performance of stock mutual funds is lower overall, the capital market can be said to be efficient. The results of this study indicate that the performance of the LQ-45 index mutual funds is smaller than the performance of the more superior stock mutual funds above. So it can be concluded that the Indonesian capital market is an inefficient Indonesian capital market.
format	article
author	Ainani Nur Aziqoh
author_facet	Ainani Nur Aziqoh
author_sort	Ainani Nur Aziqoh
title	Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
title_short	Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
title_full	Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
title_fullStr	Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
title_full_unstemmed	Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia
title_sort	analisis kinerja reksadana saham dan reksadana indeks dalam penilaian tingkat efisiensi pasar modal di indonesia
publisher	Fakultas Ekonomi dan Bisnis Islam
publishDate	2021
url	https://doaj.org/article/fe44d00333fe41beafebf26ef5cf826a
work_keys_str_mv	AT ainaninuraziqoh analisiskinerjareksadanasahamdanreksadanaindeksdalampenilaiantingkatefisiensipasarmodaldiindonesia
_version_	1718417773740163072

Analisis Kinerja Reksadana Saham dan Reksadana Indeks dalam Penilaian Tingkat Efisiensi Pasar Modal di Indonesia

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