Analisis pengaruh nilai sukuk, ratingsukuk dan risiko sukuk terhadap last yieldsukuk pada perusahaan-perusahaan konvesional non-bank yang menerbitkan sukuk dan terdaftar di bursa efek Indonesia

Abstract

ABSTRACT Michan Isdra Amrullah. Influence Analysis Sukuk value, Sukuk Rating and Risk of Sukuk on Last Yield Sukuk At Last Against The companies Conventional NonBank Issuing Sukuk and Listed in Indonesia Stock Exchange. (Under the guidance of Mr. Michael Hadjaat and Mr. M. Amin Kadafi). This study aims to examine the factors that affect last yield sukuk. This study uses three independent variables, namely sukuk value, sukuk rating, and risk of sukuk. with the dependent variable is the last yield of sukuk. The sampling technique used was purposive sampling criteria (1) The Company listed its sukuk on the Indonesia Stock Exchange, (2) the company has sufficient data to do research. The data sample obtained was 19 companies. The analytical method used is a multivariate regression. The assumption of classical test and hypothesis test using t-statistic, testing the coefficient of determination (R2), and the Fstatistic to test the effect of model variables together with a significance level of 5%. This study also includes the classic assumption normality test, autocorrelation test, heteroscedasticity test, and multicollinearity test. The analytical tool used in this research is descriptive statistical analysis, test classic assumptions and hypothesis testing. Research results show that the partial sukuk value and sukuk rating positive and not significant to the last yield sukuk. Risk of Sukuk positive and significant impact on the last yield sukuk. Keywords: Sukuk Value, Sukuk Rating, Risk of Sukuk and Last Yield Sukuk.