PENGARUH STOCK SELECTION SKILL, MARKET TIMING ABILITY, DAN TINGKAT RISIKO TERHADAP KINERJA REKSA DANA SAHAM DI INDONESIA (Studi pada Reksa Dana Saham yang Terdaftar di Bursa Efek Indonesia pada Tahun 2018 – 2021)

Damayanni, Noviyanti (2023) PENGARUH STOCK SELECTION SKILL, MARKET TIMING ABILITY, DAN TINGKAT RISIKO TERHADAP KINERJA REKSA DANA SAHAM DI INDONESIA (Studi pada Reksa Dana Saham yang Terdaftar di Bursa Efek Indonesia pada Tahun 2018 – 2021). Sarjana (S1) thesis, UNIVERSITAS ISLAM "45" BEKASI.

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Abstract

Keywords: Mutual Fund Performance, Stock Selection Skill, Market Timing Ability, Risk Level. The research objective is to determine the effect of independent variables such as stock selection skills, market timing abilities, and the level of risk that have an influence on the performance of mutual funds by using the Treynor-Major measurement. This study uses a descriptive method with a quantitative approach, so the data used in this study is annual data on Net Asset Value (NAV), risk free SBI, Composite Stock Price Index (IHSG) in the 2018-2021 period. With the number of samples obtained as many as 26 mutual fund products and the span of years used is four years so that the observations in this study amounted to 104 observations which were determined using the purposive sampling method. The method used to test the hypothesis is the Coefficient of Determination, F test, and T Test and uses the Random Effect Model using EViews 12. The test results show that simultaneously (Test F) stock selection skill, market timing ability, and level of risk have a significant effect on the performance of mutual funds. Meanwhile, from the partial test (T test) it was found that stock selection skill, market timing ability, and level of risk have a significant effect on the performance of mutual funds. Bibliography: 28 (2010-2022)

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