التفاصيل البيبلوغرافية
| العنوان: |
Analisis Pengaruh Market Timing Ability, Stock Selection Skill, Expense Ratio dan Tingkat Risiko terhadap Kinerja Reksa Dana Saham di Indonesia |
| المؤلفون: |
Tambunan, Johannes Priatno |
| المساهمون: |
Syahyunan |
| سنة النشر: |
2016 |
| مصطلحات موضوعية: |
Market Timing Ability, Stock Selection Skill, Expense Ratio, Risk Level, Performance of Equity Mutual Funds, eco, manag |
| الوصف: |
The purpose of this study is to analyze the effect of market timing ability, stock selection skill, expense ratio and risk level on equity mutual fund’s performance using Sharpe Ratio’s measure.The population and sample used in this study are all active equity funds, the effective date is known and listed in Otoritas Jasa Keuangan (OJK) that began from the period 2012 to 2015 as many as 174 equity mutual fund and the sample are 13 equity mutual fund. This study uses monthly Net Asset Value (NAV) of a mutual fund, monthly SBI, and IHSG 2012-2015 and prospectus from 13 equity mutual fund. This study uses panel data model with multiple linear regression analysis. The result on this study shows that market timing ability, stock selection skill, expense ratio and risk level simultaneously affecting equity mutual fund’s performance. Meanwhile, the result of partial test on stock selection skill has negative significant effect on equity mutual fund’s performance, risk level has possitive significant effect on equity mutual fund’s performance, market timing ability has possitive insignificant effect on equity mutual fund’s performance, expense ratio has negative insignificant effect on equity mutual fund’s performance on 2012 to 2015 period. ; 120502173 |
| نوع الوثيقة: |
report |
| اللغة: |
unknown |
| Relation: |
http://repository.usu.ac.id/handle/123456789/61785 |
| الاتاحة: |
http://repository.usu.ac.id/handle/123456789/61785 |
| Rights: |
undefined |
| رقم الانضمام: |
edsbas.829CF488 |
| قاعدة البيانات: |
BASE |