PERBANDINGAN RISIKO DAN PENGEMBALIAN ANTARA SAHAM SYARIAH DAN NON-SYARIAH YANG TERDAFTAR DI BURSA EFEK INDONESIA (PADA SEKTOR INDUSTRI DASAR DAN KIMIA PERIODE 2014-2016)

This study aims to determine and analyze the differences in risk and returns between Islamic and non-sharia stocks. Objects studied in this study are Basic Industrial and Chemical Sector Stock period 2014 - 2016. The sample of this study was selected using purposive sampling method, where the selected sample consists of 25 sharia shares and 9 non-shariah shares. The data used in this study is secondary data in the form of Adjusting Closing Price from the sample during the study period. This study uses a quantitative approach using the Kolmogorov-Smirnov normality test to see the normality of data and Mann Whitney's statistical test to analyze the differences between samples being compared. The results showed that the risk data compared to Z calculated for -1,836, while for data returns that have a Z comparing to -1,176. The results show that Ho is accepted which means there is no difference of risk and returns between sharia and non-syariah shares