Sinyal Indeks dan Imbalan Masa Depan dari Imbalan dan Risiko Masa Lalu pada Investasi Saham Syariah di Indonesia

Abstract- This research aims to proove the existing signal of Indonesia sharia stock’s risk and return their future index return. The hypothesis state that past respectly give a on return.The is designed as quantitative, ex post facto, associative, positivistic by analyzing correlation stock (total risk, systematic unsystematic risk) are set independent variables, while dependent variables.The signals were studied simultaneously in one model, Partial Least Square (PLS). Descriptive analysis, Correlations hypotheses testing done this study.The conclusions : First, do not any Second, total return, but index. Third, negative positive signal.