Analisis Komparatif Risiko dan Return Pada Saham dan Obligasi di Bursa Efek Indonesia: Implikasi Bagi Investor

Authors

  • Syamsudin Syamsudin Universitas Malikussaleh
  • Muammar Khaddafi Universitas Malikussaleh

DOI:

https://doi.org/10.58192/ebismen.v3i2.2209

Keywords:

Stocks, Bonds, Risk, Return, Diversification

Abstract

This study analyzes the characteristics, risk, and return of stocks and bonds in Indonesia. The data used is historical data on stock and bond prices traded on the IDX during a 10-year period, from 2014 to 2024. The analysis methods used are descriptive analysis, t-test, ANOVA, and multiple linear regression. The results of the study show that stocks offer the potential for higher returns than bonds, but also with higher risk. Bonds offer better income stability and lower risk than stocks. The investment decision between stocks and bonds depends on the individual's risk profile and investment goals. Diversification remains an important investment strategy, regardless of risk profile.

References

BEI. (2024, Januari). Statistik Pasar Modal. Retrieved from https://idx.co.id/

Brealey, Richard A., and Stewart C. Myers. Fundamentals of corporate finance. McGraw-Hill Education, 2016.

Damodaran, Aswath. Investment valuation: Tools and techniques for determining the value of any asset. McGraw-Hill Education, 2012.

Fama, Eugene F., and Kenneth French. "The behavior of prices on the New York Stock Exchange." Journal of financial economics 25.1 (1988): 3-52.

KSEI. (2024, Maret). Statistik Pasar Modal. Retrieved from https://www.ksei.co.id/files/uploads/press_releases/press_file/id-id/212_berita_pers_investor_pasar_modal_tembus_10_juta_20221202065619.pdf

Markowitz, Harry M. "Portfolio selection." Journal of finance 7.1 (1952): 77-91.

OJK. (2024, Februari). Statistik Pasar Modal. Retrieved from https://ojk.go.id/id/kanal/pasar-modal/data-dan-statistik/statistik-pasar-modal/default.aspx

Published

2024-06-14

How to Cite

Syamsudin, S., & Khaddafi, M. (2024). Analisis Komparatif Risiko dan Return Pada Saham dan Obligasi di Bursa Efek Indonesia: Implikasi Bagi Investor. Jurnal Ekonomi, Bisnis Dan Manajemen, 3(2), 61–76. https://doi.org/10.58192/ebismen.v3i2.2209

Similar Articles

<< < 1 2 

You may also start an advanced similarity search for this article.