"Goal Methodology Findings Keywords : This study aims to analyze the effect of sharia investment instruments, namely sharia stocks, sharia mutual funds, and sukuk, on national economic growth at a specific time between 2011 and 2024 in order to predict future values. : This study uses a quantitative approach with secondary data obtained from the official websites of the F…
"Objective: This study aims to analyze the effect of macroeconomic variables, namely inflation, the Rupiah exchange rate, BI rate, and money supply on the Indonesia Sharia Stock Index (ISSI). The research seeks to provide an empirical overview of the relationship between these macroeconomic factors and the performance of the Islamic capital market in Indonesia. Method: This research e…
Methods: This study employs a quantitative approach using time series data from 2018 to 2024. The analytical method used is the Vector Error Correction Model (VECM), which is appropriate for analyzing both short-term and long-term relationships between macroeconomic variables and the trading volume of sharia stocks listed in the Jakarta Islamic Index (JII) 30. Result/Finding: The results of th…
Objective: This study aims to analyze and measure the long term and short term effects of domestic and international macroeconomic variables on JII70. Method: The study employs the Vector Error Correction Model (VECM) using monthly time series data from June 2018 to December 2024. Results: The results show that, in the long term, BI Rate, Exchange Rate, World Oil Price, World Gold P…
This study aims to analyze the effect of Sharia stocks, inflation, and the Gross Domestic Product (GDP) of the food and beverage sector on the performance of the halal food and beverage subsector in Indonesia. Methode: The research method employed is panel data regression analysis with a quantitative approach, utilizing data from issuers in the food and beverage subsector listed on the Indonesi…
Objectives : This study aims to analyse the effect of Environmental, Social, and Governance (ESG) risk on corporate financial performance, with status of sharia-compliant shares as a moderating variable. Methods : This research uses descriptive quantitative techniques, namely the moderation regression analysis (MRA) tests. The sample consists of 80 companies from 10 industrial sec…
"The aim of this study is to find the best model in predicting the occurrence of delisting in Islamic stocks by comparing three types of models, Logistic Regression, Artificial Neural Network (ANNs) and Support Vector Machines (SVM) in the companies listed on the Indonesian Syariah Stock Index (ISSI) in the period 2012 - 2018. With the variables ROA, ROE Leverage, Debt to Equity, Quic…
"Objective: This study aims to find the best modeling to forecasting the volatility of some stock that listed in Jakarta Islamic Index. Method: This research using the symmetric Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and asymmetric model which is Exponential GARCH to capture asymmetric effect if any. This study uses daily data from 1 May 2018 until 31 …
"Tujuan: Penelititan ini bertujuan untuk mengetahui bagaimana proses screening saham yang masuk dalam Daftar Efek Syariah serta mengenai hukum investasi di saham yang telah keluar dari DES. Metode: Metode yang digunakan pada penelitian ini menggunakan setudi kepustakaan atau Liblary Research menggunakan baham hukum seperti Fatwa serta Undang-undang, Adapun bahan-bahan literatur lainnya…
Tujuan penelitian ini adalah untuk mengetahui pengaruh penurunan nilai goodwill terhadap relevansi nilai. Sampel yang digunakan adalah perusahaan yang masuk ke dalam indeks ISSI periode 2011 hingga 2013. Penelitian ini menggunakan metode statistik regresi panel. Hasil penelitian ini ialah secara bersama-sama (simultan) nilai buku ekuitas per share, laba, goodwill per share, penurunan ni…