PENGARUH EXPENSE RATIO, PORTOFOLIO TURNOVER, DAN FUND FLOW TERHADAP KINERJA REKSA DANA SAHAM DI INDONESIA TAHUN 2015 - 2017

ANNURU, MAULIDYA (2020) PENGARUH EXPENSE RATIO, PORTOFOLIO TURNOVER, DAN FUND FLOW TERHADAP KINERJA REKSA DANA SAHAM DI INDONESIA TAHUN 2015 - 2017. D3 thesis, Universitas Negeri Jakarta.

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Abstract

This research entitled “Influence of Expense Ratio, Turnover Ratio, and Fund Flow toward Performance of Share Mutual Fund in Indonesia”. The Purpose of this research is to investigate and analyze the influence of Expense Ratio, Turnover Ratio, and Fund Flow to Performance of Share Mutual Fund in Indonesia. The research methodology used is quanitative method with regression analysis methode. This research uses secondary data, there were 44 share mutual fund since 2015 – 2017, so samples are 132 data. Hypothesis is done by using F test and t test, with significance level (α) 5%. Analysing the data using data processing software SPSS version25. F test result indicate that at Share Mutual Fund variables Expense Ratio, Turnover Ratio, and Fund Flow to estimate the variable Performance of Share Mutual Fund in the model analysis. The result of t test indicate every dependent variables has different result. Fund flow has impact to share mutual fund performance. The result of t test for expense ratio is 0,297, and the signification is 0,767. This shows that there is not an effect between expense ratio toward Performance of Share Mutual Fund. This result of t test for portofolio turnover is -0,474 and the signification is 0,637 this shows that there is not an effect between turnover ratio toward Performance of Share Mutual Fund. This result of t test for fund flow is 3,835, and the signification is 0,003. This shows that there is an effect between fund flow toward Performance of Share Mutual Fund. The result of signification F test is 0,003. This show there is an effect between expense ratio, turnover ratio, and fund flow toward Performance of Share Mutual Fund. Adjusted R Square value of 0,099 which means 9,9% achievement of profitability can be explained by the Expense Ratio, Turnover Ratio, and Fund Flow. The remaining 90,1% can be explained by other factors not examined in this research. Keywords: Expense Ratio, Portofolio Turnover, Fund Flow, and Share Multual Fund Performanc

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