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ANALISIS PENGARUH SENSITIVITAS IGBX, UKURAN REKSA DANA, DAN UMUR REKSA DANA TERHADAP KINERJA REKSA DANA PENDAPATAN TETAP TAHUN 2011-2015

JANNAH, MIFTAKHUL NUR (2017) ANALISIS PENGARUH SENSITIVITAS IGBX, UKURAN REKSA DANA, DAN UMUR REKSA DANA TERHADAP KINERJA REKSA DANA PENDAPATAN TETAP TAHUN 2011-2015. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

The purpose of this research is to anlaze how sensitivity of Indonesia Government Bond Index, fund size, and fund age influence the performance of fixed income mutual funds. Performance of fixed income mutual fund itself measured by using the Sharpe index. This research uses the Net Asset Value (NAV) monthly fixed income mutual fund that registered in OJK, monthly data of sensitivity IGBX, SBI, and fund size, and yearly data of prospectus of 10 discretionary fixed income mutual fund that were during this research report from 2011-2015. The data were analyzed using multiple linear regression. As a research methodology, I used assumption classic test, there are normality test, multicolinearity test, autocorrelation test, and heteroscedasticity test also is used F test and t test to examine research’s hypothesis. The result of the F test shows that sensitivity IGBX, fund size, and fund age have influence simultaneously. The t-test result is that sensitivity IGBX, and fund size have an influence toward discretionary fixed income mutual funds performance, while fund age does not have an influence toward discretionary fixed income mutual funds performance. Keyword : Sensitivity IGBX, fund size, fund age, fixed income mutual funds performance

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas Surabaya
Date Deposited: 20 Oct 2017 06:16
Last Modified: 20 Oct 2017 06:16
URI: http://eprints.perbanas.ac.id/id/eprint/2730

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