Apakah Investor Indonesia Peduli SDGs?
DOI:
https://doi.org/10.32493/skt.v6i1.23231Keywords:
ESG Investing, SDGs, SRI-KEHATI IndexAbstract
Berbagai penelitian masih menyimpulkan hasil yang berbeda terkait hubungan antara investasi pro Sustainable Development Goals (SDGs) dengan return. Hal tersebut mengakibatkan adanya investor yang peduli dan yang tidak peduli terhadap SDGs dalam aktifitas investasinya. Penelitian ini bertujuan untuk mengetahui apakah investor Indonesia peduli terhadap isu SDGs yang tergambar pada Environmental, Social, Governance (ESG) investing pada indeks SRI-KEHATI. Pendekatan yang digunakan untuk melihat ada tidaknya kepedulian investor terhadap SDGs adalah melalui perubahan volume transaksi saham sebelum dan sesudah pengumuman indeks SRI-KEHATI. Uji Shapiro-Wilk yang digunakan untuk melihat kenormalan data menunjukkan bahwa data yang digunakan dalam penelitian ini tidak berdistribusi normal. Lalu dengan menggunakan uji Wilcoxon, tidak ditemukan adanya perbedaan volume transaksi saham antara sebelum dan sesudah pengumuman baik pada saham – saham yang masuk maupun yang keluar. Dengan demikian dapat disimpulkan bahwa investor Indonesia tidak terpengaruh terhadap pengumuman indeks SRI-KEHATI. Temuan tersebut mengimplikasikan bahwa investor Indonesia masih belum peduli terhadap SDGs.
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