BibTex Citation Data :
@article{DJM33968, author = {Ramadhan Masnito Soko Asmoro and Muhamad Syaichu}, title = {ANALISIS PENGARUH UMUR REKSA DANA, TINGKAT RISIKO, EXPENSE RATIO, TURNOVER RATIO, DAN MARKET TIMING ABILITY TERHADAP KINERJA REKSA DANA SAHAM SYARIAH PERIODE 2016-2020}, journal = {Diponegoro Journal of Management}, volume = {11}, number = {2}, year = {2022}, keywords = {Keywords: Mutual Fund Performance, Expense Ratio, Turnover Ratio, Market Timing Ability}, abstract = { ABSTRACT This study aims to analyze the effect of Mutual Fund Age, Risk Level, Expense Ratio, Turnover Ratio, and Market Timi n g Ability on the Performance of Sharia Equity Mutual Funds using the Sharpe method. The population used in this study is Sharia Equity Mutual Funds that have been registered in the Financial Services Authority (OJK) for the period from 2016 to 2020. The d ata used in this study is secondary data with a total sample of 1 4 Mutual Funds. The method used in this study is Multiple Linear Regression Analysis with a significance level of 5% where previously the classical assumption test was carried out including t he Normality Test, Multicollinearity Test, Autocorrelation Test, and Heteroscedastici ty Test. The results of this study indicate that the variables of Mutual Fund Age, Turnover Ratio, and Market Timing Ability have a significant negative effect on Mutual Fund Perform ance. The Expense Ratio has a significant positive effect on Mutual Fund Performance, while the Risk Level Variable has a positive and insignificant effect on Mutual Fund Performance. Based on the results of the coefficient of determination te s t, the adjus ted R square value is 0. 253 so that the predictive ability of the variabl es used in this study on Sharia Mutual Fund Performance is 25,3 % while the rest is influenced by other variables outside the research variables. }, issn = {2337-3792}, url = {https://ejournal3.undip.ac.id/index.php/djom/article/view/33968} }
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