ANALISIS TRADING VOLUME ACTIVITY DAN PERUBAHAN IHSG SEBELUM DAN SELAMA PANDEMI COVID-19 (PADA BANK UMUM SYARIAH YANG TERDAFTAR DI BEI)

Sabrina, Sandra Putri (2022) ANALISIS TRADING VOLUME ACTIVITY DAN PERUBAHAN IHSG SEBELUM DAN SELAMA PANDEMI COVID-19 (PADA BANK UMUM SYARIAH YANG TERDAFTAR DI BEI). Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Kemunculan covid-19 di akhir tahun 2019, memaksa Pemerintah Republik Indonesia untuk menerapkan kebijakan Pandemi di beberapa daerah di Indonesia. Kondisi ini membuat aktivitas ekonomi ikut terdampak, termasuk saham bank syariah. Semua bank mengalami gejolak pada fungsi intermediasinya yang cenderung menurun baik dari pembiayaan maupun penghimpunan dana. Adanya pandemi covid-19 mengakibatkan ketidakpastian yang luar biasa di pasar masing-masing saham yang akhirnya berdampak pada ketidakpastian pada pasar saham dan berdampak pada meningkatkan volatilitas di pasar keuangan sehingga berdampak pada trading volume activity dan indeks harga saham gabungan. Penelitian ini bertujuan untuk mengetahui perbedaan trading volume activity dan indeks harga saham gabungan sebelum dan sesudah kebijakan Pandemi covid-19 pada perusahaan sektor perbankan syariah yang terdaftar di Bursa Efek Indonesia (BEI). Penelitian ini merupakan jenis penelitian kuantitatif. Dengan menggunakan metode analisis deskriptif komparatif. Populasi penelitian ini adalah perusahaan sektor perbankan syariah yang terdaftar di Bursa Efek Indonesia (BEI). Teknik pengambilan sampel yang digunakan yaitu purposive sampling. Jumlah bank yang menjadi sampel dalam penelitian ini yaitu 3 bank. Data yang diolah adalah data sekunder yang diperoleh peneliti melalui laporan keuangan perusahaan terkait. Teknik analisis data yang digunakan adalah Uji Wilcoxon Signed Rank Test dengan bantuan program SPSS 23. Hasil penelitian menunjukkan trading volume activity dan indeks harga saham gabungan sebelum kebijakan pandemi covid-19 pergerakan yang cukup stabil namun tetap berfluktuasi. Trading volume activiy dan Indeks harga saham gabungan sesudah kebijakan Pembatasan Sosial Berskala Besar (PSBB) mengalami penaikan. Hasil Uji Wilcoxon Signed Rank Test menunjukkan bahwa adanya perbedaan secara signifikan sebelum dan sesudah kebijakan Pandemi pada sektor perbankan syariah yang terdaftar di Bursa Efek Indonesia (BEI). Kata Kunci : BEI, Pandemi covid-19, Trading Volume Activity, Indeks Harga Saham Gabungan ABSTRACT The emergence of COVID-19 at the end of 2019, forced the Government of the Republic of Indonesia to implement a Pandemic policy in several regions in Indonesia. This condition has affected economic activity, including Islamic bank shares. All banks experienced turmoil in their intermediation function, which tended to decline both in terms of financing and raising funds. The existence of the COVID-19 pandemic has resulted in extraordinary uncertainty in the market for each stock which ultimately has an impact on uncertainty in the stock market and has an impact on increasing volatility in the financial market so that it has an impact on trading volume activity and the composite stock price index. This study aims to determine the difference between trading volume activity and the composite stock price index before and after the Covid-19 pandemic policy in Islamic banking sector companies listed on the Indonesia Stock Exchange (IDX). This research is a type of quantitative research. By using comparative descriptive analysis method. The population of this study is the Islamic banking sector companies listed on the Indonesia Stock Exchange (IDX). The sampling technique used is purposive sampling. The number of banks that were sampled in this study were 3 banks. The data that is processed is secondary data obtained by researchers through the financial statements of related companies. The data analysis technique used is the Wilcoxon Signed Rank Test with the help of the SPSS 23 program. The results showed that trading volume activity and the composite stock price index prior to the COVID-19 pandemic policy were quite stable but still fluctuated. Trading volume activity and the composite stock price index after the Large-Scale Social Restrictions (PSBB) policy increased. The results of the Wilcoxon Signed Rank Test show that there is a significant difference before and after the Pandemic policy in the Islamic banking sector listed on the Indonesia Stock Exchange (IDX). Keywords: BEI, Covid-19 pandemic, Trading Volume Activity, Composite Stock Price Index

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