{"title":"伊斯兰教股票收益的决定因素和流行病作为调节变量的影响(以2017-2021年期间雅加达伊斯兰指数(JII)为例)","authors":"Muhammad Ridha Irsyadillah, A. Masrifah","doi":"10.30659/jai.12.1.91-110","DOIUrl":null,"url":null,"abstract":"ABSTRACT The aim of this research is to carry out further tests on the variables that influence Sharia Stock Returns on the Jakarta Islamic Index (JII) by considering the Covid-19 pandemic as a moderating variable. The research population is companies registered on the Jakarta Islamic Index (JII) for 2017 - 2021. The data was analyzed using a purposive sampling technique, 95 data were obtained. Data were analyzed using the E-Views analysis technique. The results of this research indicate that the variables EPS, DER, ROA, CR have no significant effect on Islamic stock returns, but the pandemic variable can affect Islamic stock returns. Meanwhile, the moderating impact of the pandemic on the relationship between EPS, DER, ROA, CR variables on Sariah's stock returns is not proven. These results provide empirical evidence that the pandemic has greatly worsened Islamic stock prices in the Journal of Islamic Index (JII).Keywords: Pandemic Covid 19, Stock Return, Profitability, Sovabilty, Likuidity ABSTRAKTujuan Riset ini adalah ingin melakukan pengujian lebih lanjut terhadap variabel-variabel yang mempengaruhi Return Saham Syariah di Jakarta Islamic Index (JII) dengan mempertimbangkan pandemi Covid-19 sebagai variabel moderasi. Populasi riset ini adalah perusahaan yang terdaftar di Jakarta Islamic Index (JII) tahun 2017 - 2021. Data dinalisis menggunakan Teknik purposive sampling diperoleh data sebanyak 95 data. Data dianalisis menggunakan teknik analisis E-Views. Hasil riset ini menunjukkan bahwa variabel EPS, DER, ROA, CR tidak berpengaruh signifikan terhadap Return Saham Syariah namun variabel pandemic mampu mempengaruhi return saham syariah. 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引用次数: 0
摘要
本研究的目的是通过考虑Covid-19大流行作为调节变量，对影响雅加达伊斯兰指数(JII)伊斯兰教股票回报的变量进行进一步检验。研究对象是2017年至2021年在雅加达伊斯兰指数(JII)注册的公司。采用目的抽样法对资料进行分析，共获得95份资料。数据分析采用E-Views分析技术。研究结果表明，EPS、DER、ROA、CR等变量对伊斯兰股票收益影响不显著，但流行病变量对伊斯兰股票收益有影响。同时，疫情对EPS、DER、ROA、CR变量对Sariah股票收益关系的调节作用尚未得到证实。这些结果提供了经验证据，表明疫情严重恶化了伊斯兰指数杂志(JII)中的伊斯兰股票价格。【关键词】大流行Covid-19，股票回报，盈利能力，稳定性，流动性【关键词】大流行Covid-19，股票回报，盈利能力，稳定性，流动性】【关键词】大流行Covid-19，股票回报，盈利能力，稳定性，流动性】【关键词】大流行Covid-19，股票回报，盈利能力，稳定性，流动性雅加达伊斯兰教指数(JII)， 2017 - 2021年。数据分析采用孟古纳肯技术公司的有目的采样双极数据，sebanyak 95数据。数据分析蒙古纳坎技术分析E-Views。Hasil riset ini menunjukkan bahwa变量EPS, DER, ROA, CR tdaak berpengaruh显着的，显着的，显着的Sedangkan dampak moderasi流行病terhadap hubungan变量EPS, DER, ROA, CR terhadap返回saham Sariah tidak terbukti。伊斯兰教指数(JII)。关键词:大流行Covid, Return Saham, Profitabilitas, Sovabiltas, Likuiditas
Determinant Of Sharia Stock Returns And The Impact Of The Pandemic As Moderation Variables (Case Study of Jakarta Islamic Index (JII) for the 2017-2021 Period)
ABSTRACT The aim of this research is to carry out further tests on the variables that influence Sharia Stock Returns on the Jakarta Islamic Index (JII) by considering the Covid-19 pandemic as a moderating variable. The research population is companies registered on the Jakarta Islamic Index (JII) for 2017 - 2021. The data was analyzed using a purposive sampling technique, 95 data were obtained. Data were analyzed using the E-Views analysis technique. The results of this research indicate that the variables EPS, DER, ROA, CR have no significant effect on Islamic stock returns, but the pandemic variable can affect Islamic stock returns. Meanwhile, the moderating impact of the pandemic on the relationship between EPS, DER, ROA, CR variables on Sariah's stock returns is not proven. These results provide empirical evidence that the pandemic has greatly worsened Islamic stock prices in the Journal of Islamic Index (JII).Keywords: Pandemic Covid 19, Stock Return, Profitability, Sovabilty, Likuidity ABSTRAKTujuan Riset ini adalah ingin melakukan pengujian lebih lanjut terhadap variabel-variabel yang mempengaruhi Return Saham Syariah di Jakarta Islamic Index (JII) dengan mempertimbangkan pandemi Covid-19 sebagai variabel moderasi. Populasi riset ini adalah perusahaan yang terdaftar di Jakarta Islamic Index (JII) tahun 2017 - 2021. Data dinalisis menggunakan Teknik purposive sampling diperoleh data sebanyak 95 data. Data dianalisis menggunakan teknik analisis E-Views. Hasil riset ini menunjukkan bahwa variabel EPS, DER, ROA, CR tidak berpengaruh signifikan terhadap Return Saham Syariah namun variabel pandemic mampu mempengaruhi return saham syariah. Sedangkan dampak moderasi pandemic terhadap hubungan variabel EPS, DER, ROA, CR terhadap return saham Sariah tidak terbukti. Hasil ini memberikan bukti empiris bahwa pandemic sangat memperburuk harga saham syariah di Jurnal Islamic Index (JII).Keywords: Pandemic Covid 19, Return Saham, Profitabilitas, Sovabiltas, Likuiditas
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