Cahyaningrum, Devi Nur (2012) Pengaruh Return, Risk Level, Stock Selection Ability, Dan Market Timing Ability Terhadap Kinerja Reksa Dana Saham. Other thesis, STIE Bank BPD Jateng.
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Abstract
Mutual fund is an investment alternative that provides some advantages, which is expected to provide the optimum return and minimum risk for the investor. Investor in investing of equity mutual funds would choose an equity mutual funds that provides a high return. This research aims to know the effect of return, risk level, stock selection ability, and market timing ability on the equity mutual funds performance with Sharpe’s measure. This research sample is NAV data from 15 equity mutual funds period 2008-2010. The method used is classic assumption test (multicolinierity test, autocorrelation test, heteroskedasticity test, and normality test), hypothesis test, and multiple regression analysis. The results of this research indicated that return, risk level, and market timing ability have positive effect on the equity mutual funds performance; stock selection ability has not effect on the equity mutual funds performance. Coefficient of determination (Adjusted R square) of 0.961, meaning that 96.10% equity mutual funds performance variation can be explained by return, risk level, stock selection ability, and market timing ability.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Kinerja reksa dana saham, return, risk level, stock selection ability, market timing ability. |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory H Social Sciences > HJ Public Finance |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Art |
| Depositing User: | Magang Magang Siswa |
| Date Deposited: | 19 Feb 2024 05:45 |
| Last Modified: | 19 Feb 2024 05:45 |
| URI: | http://eprints.stiebankbpdjateng.ac.id/id/eprint/1612 |
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