ANALISIS PERBEDAAN RISK DAN RETURN ANTARA SAHAM DAN CRYPTOCURRENCY PADA PERIODE 2020-2023

Vianita, Novi (2024) ANALISIS PERBEDAAN RISK DAN RETURN ANTARA SAHAM DAN CRYPTOCURRENCY PADA PERIODE 2020-2023. Other thesis, UPN Veteran Yogyajarta.

[thumbnail of ABSTRAK_NOVI VIANITA_142200202.pdf] Text
ABSTRAK_NOVI VIANITA_142200202.pdf
Download (221kB)
[thumbnail of COVER_NOVI VIANITA_142200202.pdf] Text
COVER_NOVI VIANITA_142200202.pdf
Download (484kB)
[thumbnail of DAFTAR ISI_NOVI VIANITA_142200202.pdf] Text
DAFTAR ISI_NOVI VIANITA_142200202.pdf
Download (458kB)
[thumbnail of DAFTAR PUSTAKA_NOVI VIANITA_142200202.pdf] Text
DAFTAR PUSTAKA_NOVI VIANITA_142200202.pdf
Download (467kB)
[thumbnail of FULL TEXT_NOVI VIANITA_142200202.pdf] Text
FULL TEXT_NOVI VIANITA_142200202.pdf
Restricted to Repository staff only
Download (1MB)
[thumbnail of PENGESAHAN_NOVI VIANITA_142200202.pdf] Text
PENGESAHAN_NOVI VIANITA_142200202.pdf
Download (504kB)

Abstract

vi
ABSTRAK
Penelitian ini bertujuan untuk membuktikan secara empiris perbedaan
risk dan return antara saham dan cryptocurrency pada periode 2020-2023. Jenis
penelitian yang digunakan adalah penelitian komparatif. Data yang digunakan
adalah data sekunder. Populasi dalam penelitian ini adalah harga penutupan
bulanan (monthly closing price) dari indeks LQ45 dan ethereum. Populasi
dalam penelitian ini sebanyak 48 data dari setiap instrument investasi, sehingga
jumlah observasi sebanyak 96 sampel. Metode yang digunakan dalam
penelitian ini adalah analisis perbandingan non parametrik mann whitney. Hasil
penelitian menunjukkan bahwa variabel risk antara saham dan cryptocurrency
memiliki perbedaan yang signifikan, begitu pun dengan return antara saham
dan cryptocurrency yang memiliki perbedaan signifikan.
Kata Kunci : Saham, Indeks LQ45, Cryptocurrency, Ethereum, Return, Risk
vii
ABSTRACT
This study aims to empirically prove the differences in risk and
return between stocks and cryptocurrencies in the 2020-2023 period. The type
of research used is comparative research. The data used is secondary data. The
population in this study is the monthly closing price of the LQ45 index and
ethereum. The population in this study was 48 data from each investment
instrument, so the number of observations was 96 samples. The method used in
this research is mann whitney non-parametric comparison analysis. The results
showed that the risk variable between stocks and cryptocurrencies has a
significant difference, as well as the return between stocks and cryptocurrencies
which has a significant difference.
Keywords: Stock, LQ45 Index, Cryptocurrency, Ethereum, Return, Risk

Item Type: Thesis (Other)
Uncontrolled Keywords: Stock, LQ45 Index, Cryptocurrency, Ethereum, Return, Risk
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Law, Arts and Social Sciences > School of Management
Depositing User: Eko Yuli
Date Deposited: 19 Mar 2024 01:38
Last Modified: 19 Mar 2024 01:38
URI: http://eprints.upnyk.ac.id/id/eprint/39087

Actions (login required)

View Item View Item