EVALUASI KINERJA EXCHANGE TRADED FUND (ETF) SMinfra18 BERDASARKAN INDEKS SMInfra18 DAN IHSG(MENGGUNAKAN METODE SHARPE)

Syah, Tedi Firman (2020) EVALUASI KINERJA EXCHANGE TRADED FUND (ETF) SMinfra18 BERDASARKAN INDEKS SMInfra18 DAN IHSG(MENGGUNAKAN METODE SHARPE). Skripsi thesis, Universitas Pancasakti.

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Abstract

ABSTRACT Tedi Firman Syah, 2020, Evaluate the performance of Exchange Traded Fund (ETF) SMInfra18 based on SMInfra18 Index and Jakarta Composite Index (JCI) (Using the method of sharpe). The purpose of this study is to evaluate the performance of Exchange Traded Fund (ETF) SMInfra18 with SMInfra18 Index, to evaluate the performance of Exchange Traded Fund (ETF) SMInfra18 with JCI and to know better performance ETF SMInfra18 with SMInfra18 Index compare to ETF SMInfra18 with JCI. To know performance using Sharpe Measure in the periode 2015-2019. The research methode used descriptive-comparative with the sampling technique is total sampling. In the processing of the data used to two difference test (Independent T-test Samples) The result of this study showed performance ETF SMInfra18 the highest in the year 2016 by 0,2519 and 2018 by -0,1367. While performance SMInfra18 Index the highest in the year 2015 by -0,3138, 2017 by 0,2211 and 2019 by 0,0801. To performance ETF SMInfra18 and JCI that performance of ETF SMInfra18 the highest in the year 2019 by 0,0627. While performance JCI the highest in the year 2015 by -0,3175, 2016 by 0,4488, 2017 by 1,7414 and 2018 by 0,0130. Based on the calculator, the result of two mean difference test in the period 2015-2019 of the performance ETF SMInfra18 with SMInfra18 Index resulted Z-count equal to -0,015 and the value of Z-table distribution equal 1,960. These values showed no significant difference performance ETF SMInfra18 with SMInfra18 Index. The result of two mean difference test of performance ETF SMInfra18 with JCI resulted Z-count equal to -1,945 and the value Z-table distribution equal 1,960. These values showed no significant difference performance ETF SMInfra18 with JCI. To know that the best reference index for ETF SMInfra18 is SMInfra18 Index because of the result value of Z-count ETF SMInfra18 with SMInfra18 Index smaller that value of Z-count ETF SMInfra18 with JCI -0,015 < -1,945. Keyword: Evaluated the performance ETF SMInfra18, SMInfra18 Index, Jakarta Composite Index (JCI)

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