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All Journal Jurnal Ekonomika Dan Bisnis Jurnal Riset Mahasiswa Matematika
Corry Sormin
Program Studi Matematika, Fakultas Sains dan Teknologi, Universitas Jambi
Economics, Econometrics & Finance Mathematics

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Analisis Churn Pelanggan Telekomunikasi menggunakan Regresi Logistik Biner Zahwa Rifsya Pangesti; Corry Sormin
Jurnal Riset Mahasiswa Matematika Vol 5, No 2 (2025): Jurnal Riset Mahasiswa Matematika
Publisher : Universitas Islam Negeri Maulana Malik Ibrahim Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/jrmm.v5i2.38982

Abstract

Peningkatan persaingan dalam industri telekomunikasi mendorong perusahaan untuk mengelola risiko pelanggan berhenti berlangganan agar bisa mempertahankannya dengan lebih baik. Penelitian ini bertujuan menemukan faktor-faktor yang memengaruhi kemungkinan pelanggan berhenti berlangganan, terutama dalam hal layanan telepon, layanan internet fiber, dan jenis kontrak yang digunakan. Untuk menganalisis data, digunakan metode regresi logistik biner dengan sampel sebanyak 288 pelanggan. Sampel tersebut diambil melalui uji Cochran dan teknik stratified random sampling agar hasilnya mewakili seluruh populasi. Hasil penelitian menunjukkan bahwa layanan internet fiber dan jenis kontrak bulanan berpengaruh signifikan terhadap risiko pelanggan berhenti berlangganan, sedangkan layanan telepon tidak menunjukkan pengaruh yang nyata. Model yang didapatkan memiliki tingkat kesesuaian yang baik dan mampu mengklasifikasikan pelanggan yang berhenti berlangganan dengan akurasi yang cukup baik. Temuan ini menunjukkan bahwa pelanggan yang menggunakan layanan internet fiber serta pelanggan dengan kontrak fleksibel lebih rentan untuk berpindah ke penyedia layanan lain. Secara keseluruhan, penelitian ini memberikan dasar yang memadai bagi perusahaan untuk merancang strategi retensi yang lebih tepat sasaran dan bisa menjadi acuan bagi penelitian lebih lanjut dalam pengembangan model prediksi churn yang lebih lengkap.
Risiko dan Kinerja Portofolio pada Berbagai Tingkat Diversifikasi Saham Berkapitalisasi Besar di Indonesia Khairul Alim; Corry Sormin
Jurnal Ekonomika Dan Bisnis (JEBS) Vol. 6 No. 4 (2026): Juli-Agustus
Publisher : CV. ITTC INDONESIA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47233/jebs.v6i4.4955

Abstract

Portfolio diversification is a widely used investment strategy to reduce risk by allocating funds across different assets. However, the effectiveness of increasing the number of stocks in reducing risk while improving portfolio performance remains a subject of debate, particularly for large-cap stocks in the Indonesian capital market. This study aims to analyze the effect of increasing the number of stocks on portfolio risk and performance among large-cap stocks listed on the Indonesia Stock Exchange during the 2020–2024 period.  This study employed a quantitative approach with a comparative descriptive research design. The population comprised all stocks listed on the Indonesia Stock Exchange, while the sample consisted of 15 large-cap stocks selected using purposive sampling. Monthly closing price data were obtained from Yahoo Finance and the Indonesia Stock Exchange. Portfolios were constructed using the equal-weighting method and grouped into five portfolios consisting of 3, 6, 9, 12, and 15 stocks. Data were analyzed using portfolio return, standard deviation, and the Sharpe Ratio. The results indicate that portfolio returns increased from 0.234% to 0.674% as the number of stocks in the portfolio increased. However, portfolio risk also rose from 4.208% to 5.400%, indicating that adding more stocks does not necessarily reduce portfolio risk. Nevertheless, the Sharpe Ratio improved from −0.039 to 0.052, suggesting an improvement in risk-adjusted portfolio performance. This study concludes that increasing the number of stocks in a portfolio does not always result in lower risk, but it can improve portfolio returns and risk-adjusted performance. These findings provide practical insights for investors in determining an appropriate level of diversification when investing in large-cap stocks listed on the Indonesia Stock Exchange.
Co-Authors Khairul Alim Zahwa Rifsya Pangesti