?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=ANALISIS+RISIKO+SAHAM+KONVENSIONAL+DAN+SYARIAH%0D%0AMENGGUNAKAN+VALUE+AT+RISK+(VAR)+DENGAN+METODE%0D%0ASIMULASI+MONTE+CARLO%0D%0ASTUDI+PADA+PERUSAHAAN+YANG+TERDAFTAR+PADA+INDEKS%0D%0ALQ45+DAN+JII+PERIODE+2017-2018&rft.creator=Olaf+Tri+Wilopo+Simanjuntak%2C+1416051087&rft.subject=H+Social+Sciences+(General)&rft.description=Value+at+Risk+merupakan+pengukuran+risiko+secara+kuantitatif+yang+mengestimasi%0D%0Apotensi+kerugian+maksimal+yang+mungkin+terjadi+pada+masa+datang+yang+akan%0D%0Adihadapi+pada+jangka+waktu+tertentu+dan+pada+tingkat+kepercayaan+tertentu+pada%0D%0Akondisi+pasar+yang+normal.+Tujuan+penelitian+ini+adalah+untuk+mengetahui+ada%0D%0Aatau+tidak+perbedaan+risiko+pada+saham+konvensional+dan+syriah.+Dalam%0D%0Apenelitian+ini+yang+dibandingkan+adalah+nilai+VaR+dari+masing-masing+indeks.%0D%0ASampel+yang+digunakan+adalah+perusahaan+yang+terdaftar+di+JII+dan+indeks+LQ45%0D%0Aperiode+2017-2018.+Metode+yang+digunakan+dalam+penelitian+ini+yaitu+simulasi%0D%0AMonte+Carlo%2C+dan+dengan+tingkat+kepercayaan+95%25.+Sebelum+menghitung+nilai%0D%0AVaR+dari+masing-masing+indeks+terlebih+dahulu+dilakukan+uji+normalitas%2C+yang%0D%0Amana+untuk+mengetahui+apakah+return+dari+masing-masing+indeks+terdistribusi%0D%0Adengan+normal.+Nilai+VaR+dihitung+dalam+time+horizon+30+hari+kedepan%2C+dan+nilai%0D%0AVaR+selama+satu+tahun.+Hasil+penelitian+ini+menunjukkan+bahwa+tidak+ada%0D%0Aperbedaan+risiko+saham+konvensional+dan+syariah.+Oleh+karena+itu+dengan+kata%0D%0Alain+berinvestasi+pada+JII+dan+indeks+LQ45+mempunyai+return+dan+risiko+yang%0D%0Asama.%0D%0AKata+Kunci%3A+Value+at+Risk+(VaR)%2C+Simulasi+Monte+Carlo%0D%0A%0D%0A%0D%0A%0D%0AABSTRACT%0D%0A%0D%0AValue+at+Risk+is+a+risk+measurement+quantitatively+to+estimate+maximum+lost%0D%0Apotential+that+may+occur+in+the+future+in+certain+period+of+time+and+in+particular%0D%0Atrust+level+in+normal+market+condition.+The+objective+of+this+research+is+to+find+out%0D%0Athe+difference+of+risks+at+stocks+of+conventional+and+sharia.+VaR+values+of+each%0D%0Aindex+were+compared+in+this+research.+Study+on+corporations+listed+at+JII+and%0D%0ALQ45+index+in+2017-2018.+This+research+used+historical+simulation+with+trust%0D%0Alevel+of+95%25.+Before+estimating+VaR+values+of+each+index%2C+normality+test+to+find%0D%0Aout+whether+returns+of+each+index+were+distributed+normally+was+conducted.+The%0D%0AVaR+values+were+estimated+for+the+next+30+days+time+horizon+and+during+one%0D%0Ayears.+The+results+showed+that+there+were+not+risk+differences+between+stocks+of%0D%0Aconventional+and+sharia.+In+other+words%2C+investing+either+in+JII+or+LQ45+index%0D%0Aindices+possesses+the+same+risks+of+returns.%0D%0AKeywords%3A+Value+at+Risk+(VaR)%2C+Monte+Carlo+Simulation&rft.publisher=UNIVERSITAS+LAMPUNG&rft.date=2018-07-19&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32499%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32499%2F3%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F32499%2F2%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Olaf+Tri+Wilopo+Simanjuntak%2C+1416051087++(2018)+ANALISIS+RISIKO+SAHAM+KONVENSIONAL+DAN+SYARIAH+MENGGUNAKAN+VALUE+AT+RISK+(VAR)+DENGAN+METODE+SIMULASI+MONTE+CARLO+STUDI+PADA+PERUSAHAAN+YANG+TERDAFTAR+PADA+INDEKS+LQ45+DAN+JII+PERIODE+2017-2018.++UNIVERSITAS+LAMPUNG%2C+FAKULTAS+ILMU+SOSIAL+DAN+ILMU+POLITIK.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F32499%2F