Penelitian ini bertujuan untuk menganalisis dampak covid-19 terhadap pasar saham Syariah (Indeks Saham Syariah Indonesia) dan mengevaluasi dampak covid-19 terhadap saham Syariah sektoral. Adapun metodologi yang digunakan dalam penelitian ini yaitu event study methodology, dengan menggunakan market model dan jumlah sampel sebanyak 100 emiten untuk 10 sektor syariah. Teknik sampling yang digunakan adalah purposive sampling, dan pengujian hipotesis menggunakan uji t. Hasil dari penelitian ini menunjukkan bahwa covid-19 berdampak signifikan negatif terhadap Indeks Saham Syariah Indonesia (ISSI) dan beberapa sektor lainnya, seperti sektor basic material, sektor consumer cyclicals (konsumer non-primer), sektor teknologi dan sektor transportasi & logistik. Meskipun demikian, terdapat juga beberapa sektor yang selama pandemi covid-19 menunjukkan pertumbuhan positif, yaitu sektor healthcare, sektor infrastruktur, sektor energi, dan sektor consumer non-cyclicals.
This study aims to analyze the impact of COVID-19 on the Sharia stock market (Indonesia Sharia Stock Index) and evaluate the impact of COVID-19 on sectoral Sharia stocks. The methodology used in this study is the event study methodology, using a market model and a total sample of 100 issuers for 10 sharia sectors. The sampling technique used is purposive sampling, and hypothesis testing using t test. The results of this study indicate that COVID-19 has a significant negative impact on the Indonesia Sharia Stock Index (ISSI) and several other sectors, such as the basic materials sector, the consumer cyclicals sector (non-primary consumers), the technology sector and the transportation & logistics sector. However, there are also several sectors that during the COVID-19 pandemic showed positive growth, such as the healthcare sector, infrastructure sector, energy sector, and the non-cyclical consumer sector.