Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019

Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019

This study aims to compare the performance of Indonesia Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta over bullish dan bearish period 2016-2019. This research is descriptive quantitative using natural log and standard deviation calculation. The data retrieved from Financia...

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Bibliographic Details
Main Author: Muhammad Hanif al-Hakim
Format: Article
Language:English
Published: University of Muhammadiyah Malang 2020-08-01
Series:Falah: Jurnal Ekonomi Syariah
Subjects:
stock index
share price
stability
volatility
market return
Online Access:http://ejournal.umm.ac.id/index.php/JES/article/view/12729/pdf
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spelling doaj-3a891908c0814f0996915c20e9f4e0302020-11-25T03:54:16ZengUniversity of Muhammadiyah MalangFalah: Jurnal Ekonomi Syariah2502-39182502-78242020-08-0152849810.22219/jes.v5i2.12729Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019Muhammad Hanif al-Hakim 0Depart ment of Islamic Economic Laws , Faculty of Sharia and Law , I AIN Surakarta Jl. Pandawa, Pucangan, Kartasura, Sukoharjo, Jawa Tengah, IndonesiaThis study aims to compare the performance of Indonesia Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta over bullish dan bearish period 2016-2019. This research is descriptive quantitative using natural log and standard deviation calculation. The data retrieved from Financial Service Autority. The finding show that indexes whose volatility values are high does not always generate high positive returns. In addition, the performance of the two indices showed the same pattern in both bullish and bearish periods despite the differences in some conditions and systems.http://ejournal.umm.ac.id/index.php/JES/article/view/12729/pdfstock indexshare pricestabilityvolatilitymarket return
collection DOAJ
language English
format Article
sources DOAJ
author Muhammad Hanif al-Hakim
spellingShingle Muhammad Hanif al-Hakim
Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
Falah: Jurnal Ekonomi Syariah
stock index
share price
stability
volatility
market return
author_facet Muhammad Hanif al-Hakim
author_sort Muhammad Hanif al-Hakim
title Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
title_short Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
title_full Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
title_fullStr Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
title_full_unstemmed Capturing the Performance of Indonesian Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta Period 2016-2019
title_sort capturing the performance of indonesian sharia stock index (issi) and composite share price index (ihsg) jakarta period 2016-2019
publisher University of Muhammadiyah Malang
series Falah: Jurnal Ekonomi Syariah
issn 2502-3918
2502-7824
publishDate 2020-08-01
description This study aims to compare the performance of Indonesia Sharia Stock Index (ISSI) and Composite Share Price Index (IHSG) Jakarta over bullish dan bearish period 2016-2019. This research is descriptive quantitative using natural log and standard deviation calculation. The data retrieved from Financial Service Autority. The finding show that indexes whose volatility values are high does not always generate high positive returns. In addition, the performance of the two indices showed the same pattern in both bullish and bearish periods despite the differences in some conditions and systems.
topic stock index
share price
stability
volatility
market return
url http://ejournal.umm.ac.id/index.php/JES/article/view/12729/pdf
work_keys_str_mv AT muhammadhanifalhakim capturingtheperformanceofindonesianshariastockindexissiandcompositesharepriceindexihsgjakartaperiod20162019
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