Analisis Perbandingan Return Dan Risk Surat Berharga Syariah Ritel (SUKUK) Dengan Obligasi Ritel Indonesia (ORI) Periode 2009 - 2010
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Institusion
STIE Indonesia Banking School
Author
Arthamaliza, Destry
Subject
HD28 Management. Industrial Management
Datestamp
2024-07-16 01:38:17
Abstract :
This research is discussed about the comparison of return and risk between Syariah Ritel Obligation (Sukuk Ritel) and Indonesia Retail Obligation (ORI) as instrument of investment in Indonesia. The objective of this research is to compare the performance ofboth Sukuk Riteland ORI based on their return and risk. The main object of this research areSukuk Ritel 001 series andORI 005 series as compared object in measuring return and risk of each instrument in 2009?2010 period. The method used is library research to secondary data that is collected from BEI, IBPA, internet, and newspaper. The return is measured by Yield to Maturity (YTM) while risk is measured by modified duration. Both of the results then being test with one-sample t-Test. The result shows thatSukuk Ritel has lower return and lower risk compared to ORI. Keywords: Sukuk Ritel, ORI, return, risk, YTM, modified duration
This research is discussed about the comparison of return and risk between Syariah Ritel Obligation (Sukuk Ritel) and Indonesia Retail Obligation (ORI) as instrument of investment in Indonesia. The objective of this research is to compare the performance ofboth Sukuk Riteland ORI based on their return and risk. The main object of this research areSukuk Ritel 001 series andORI 005 series as compared object in measuring return and risk of each instrument in 2009?2010 period. The method used is library research to secondary data that is collected from BEI, IBPA, internet, and newspaper. The return is measured by Yield to Maturity (YTM) while risk is measured by modified duration. Both of the results then being test with one-sample t-Test. The result shows thatSukuk Ritel has lower return and lower risk compared to ORI. Keywords: Sukuk Ritel, ORI, return, risk, YTM, modified duration
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