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Penilaian Sukuk dan Kinerja Reksadana

Penilaian Sukuk dan Kinerja Reksadana. Sukuk.

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Penilaian Sukuk dan Kinerja Reksadana

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  1. PenilaianSukukdanKinerjaReksadana

  2. Sukuk • SebuahObligasiberjangkawaktu 3 tahunmemilikinilai nominal Rp1.000, obligasitersebutmemberikankuponsebesar 10%. Jikasukubunga yang berlakusaatiniadalah 9% danobligasitersebutdijualdipasardenganharga Rp1.075. Layakkahobligasitersebutdibeli? BerapakahHargawajarobligasitersebut? • Sebuahperusahaanmembutuhkanmesindalamproduksinya. Mesintersebutdibeliseharga Rp1 Milyardenganpendanaansukukyang berjangkawaktu 5 tahun. Ujrahmesintersebutpertahunadalah 8% darihargamesin. Jikainvestasi lain dengantingkatrisiko yang samamemberikantingkatkeuntungansebesar 7,5%, berapakahnilaiwajarsukuktersebut?

  3. PenilaianKinerjaReksadana • Kumpulkan data hargahariansalahsatureksadanasyariahselama 3 bulanterakhir! • Kumpulkan data hargaharianIndeksPasar (IHSG) padaperiode yang sama! • Kumpulkan data SukuBunga Bank Indonesia padaperiode yang sama (bulananatau 3 bulanan) • Hitunglah return reksadanasyariahdan return indekspasarselamatigabulantersebut! • Hitunglahstandardeviasi return reksadanatersebut! • HitunglahnilaiTreynorIndeks-nya. • Bandingkandenganhasilperhitunganreksadanasyariahlainnya (lihatmilikrekanlainnya!) • Hitunglah Sharpe Indeksdan Jensen Alpha, Bandingkandenganreksadanayang lain!

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