ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KINERJA REKSA DANA SAHAM SYARIAH

This reseach tests the effect of stock selection skill, risk level, and size of mutual fund on the performance of Syari’ah Equity Fund. The method used to calculate the performance of Syari’ah Equity Fund is Sharpe Ratio. Sampel used in this research were Syari’ah Equity Funds listed in BAPPEPAM-LK and published NAB in a row since January 2010-Desember 2012. The method used in this research were multiple regression, classic assumption of normality test, multicollinierity test, autocorrelation test, and heteroskedastisity test.
The result of this research indicate that stock selection skill has positive significant effect on the performance of Syari’ah Equity Fund, Risk level has negatif significant effect on the performance on Syari’ah Equity Fund, and Size of Mutual Fund has positive significant effect on the performance of Syari’ah Equity Fund.