ANALISIS RISIKO HARGA SAHAM SYARIAH MENGGUNAKAN DAILY EARNING AT RISK (DEAR) TERHADAP MINAT INVESTOR (Studi pada harga saham harian di Bursa Efek Indonesia Saham Jakarta Islamic Index Periode 2022)

TRIA, MEI DIANA (2024) ANALISIS RISIKO HARGA SAHAM SYARIAH MENGGUNAKAN DAILY EARNING AT RISK (DEAR) TERHADAP MINAT INVESTOR (Studi pada harga saham harian di Bursa Efek Indonesia Saham Jakarta Islamic Index Periode 2022). Masters thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Maraknya investasi di pasar modal mengakibatkan meningkatnya jumlah investor yang beralih dari sektor pasar modal dengan tujuan memperoleh return atas investasinya, berupa deviden dan capital again. Namun pada tahun 2020 terjadi volatilitas dalam indeks saham syariah, tahun 2021 mulai membaik, namun disatu sisi tahun 2022 masih terdapat risiko dalam harga saham harian pada indeks saham syariah. Tujuan penelitian ini untuk melihat bagaimanakah Risiko Harga Saham Syariah Menggunakan Daily Earning at Risk terhadap jual-beli saham syariah di JII. Kemudian tujuan lainna untuk melihat bagaimanakah pandangan Ekonomi Islam terkait Risiko Harga Saham Syariah menggunakan Daily Earning at Risk. Penelitian ini menggunakan kuantitatif asosiatif dengan populasi seluruh daftar harga saham yang terdaftar di saham Jakarta Islamic Index periode 2022. Sampel yang digunakan PT. Perusahaan Gas Negara Tbk, PT. Adaro Energy Indonesia Tbk, PT. AKR Corporindo Tbk, PT. International Nickel Indonesia TBk, dan PT. Indotambangraya Megah Tbk. Sehingga terdapat 5 sampel dalam penelitian ini. Hasil penelitian menggunakan daily earning at risk (DEAR) menunjukkan bahwa tingkat keuntungan berdasarkan karakter risiko berpengaruh positif signifikan terhadap minat investor dalam jual beli saham syariah di Jakarta Islamic Index Periode 2022. Penelitian menunjukkan jika metode Daily Earning at Risk (DEAR) membantu investor dalam merencanakan keuangan dengan mempertimbangkan risiko harga saham yang sesuai dengan prinsip syariah. Perusahaan dan investor dapat menggunakan informasi dari Daily Earning at Risk (DEAR) untuk mengalokasikan dana dengan bijaksana, mengelola risiko, dan memastikan bahwa aktivitas investasi mereka tetap sesuai dengan nilai�nilai Islam. Kata Kunci : Harga Saham Syariah, Daily Earning at Risk, Minat Investor. iii ABSTRACT The rise of investment in the capital market has resulted in an increasing number of investors switching from the capital market sector with the aim of obtaining a return on their investment, in the form of dividends and capital again. However, in 2020 there was volatility in the Islamic stock index, in 2021 it started to improve, but on the one hand in 2022 there is still a risk in the daily share price in the Islamic stock index. The purpose of this study is to see how the Risk of Islamic Stock Prices Using Daily Earning at Risk on buying and selling Islamic stocks in the JII. Then another goal is to see how Islamic Economics views the Risk of Islamic Stock Prices using Daily Earning at Risk. This research uses associative quantitative with the population of the entire list of share prices listed on the Jakarta Islamic Index for the period 2022. The sample used is PT Perusahaan Gas Negara Tbk, PT Adaro Energy Indonesia Tbk, PT AKR Corporindo Tbk, PT International Nickel Indonesia TBk, and PT Indotambangraya Megah Tbk. So there are 5 samples in this study. The results of research using daily earnings at risk (DEAR) show that the level of profit based on risk character has a significant positive effect on investor interest in buying and selling Islamic stocks on the Jakarta Islamic Index 2022 period. Research shows that the Daily Earning at Risk (DEAR) method helps investors in financial planning by considering the risk of stock prices in accordance with sharia principles. Companies and investors can use information from Daily Earning at Risk (DEAR) to allocate funds wisely, manage risk, and ensure that their investment activities remain in accordance with Islamic values. Keywords: Sharia Share Price, Daily Earning At Risk, Investor Interest

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