Analisis Volatilitas Return Saham Syariah Studi Kasus pada Saham Syariah Yang Terdaftar di Jakarta Islamic Index (JII)

Sharia stocks still made a positive performance, even better than the composite stock price index (CSPI) and the 45 most liquid stock index on the stock exchange (LQ45) on the Indonesia Stock Exchange (IDX). Along with the decline in the index and JCI capitalization, in 2018 the development of the Islamic capital market also experienced the same thing. The ISSI index decreased by 3.09% compared to the end of 2017. The method used in this study is this research is included in quantitative research. Quantitative research is research that uses numbers either directly taken from research results or data that is processed using statistical analysis. The conclusion of this study is that the results of the F test show that the variables tested together have an F test value of 27.794. with a significance of F 0.000 (p