PENGARUH INFLASI, JUMLAH UANG BEREDAR DAN NILAI KURS TERHADAP KINERJA REKSA DANA SYARIAH DI INDONESIA

ANAM, KHOIRUL (2020) PENGARUH INFLASI, JUMLAH UANG BEREDAR DAN NILAI KURS TERHADAP KINERJA REKSA DANA SYARIAH DI INDONESIA. Skripsi thesis, Universitas Muhammadiyah Pontianak.

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Abstract

The purpose of this study was to determine the effect of inflation, the amount of money in circulation and the exchange rate on the performance of Islamic mutual funds. Mutual fund performance is measured using the Sharpe method. This research belongs to the type of associative research. The sample used was 35 Islamic mutual funds with the study period in 2015-2019. The analytical tools used in this research are classical assumption test, multiple linear regression analysis, multiple correlation coefficient (R), determination coefficient (R2), simultaneous effect test (f test) and partial effect test (t test). Based on the results of classical assumptions, all data are normally distributed, there is no multicollinearity, no autocorrelation, the model used is linear, there are no symptoms of heteroscedasticity. Based on the value of R (correlation) obtained at 0.741, which means there is a strong relationship. The coefficient of determination (R2) obtained is 0.548, which means that 54.8% of the effect on mutual fund performance can be explained by inflation, the money supply and the exchange rate. Based on the results of the F test, inflation, money supply, and exchange rate simultaneously affect mutual fund performance. The results of the t test show that inflation and exchange rates have an effect on mutual fund performance, while the money supply has no effect on mutual fund performance.

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