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Estimating the Expected Shortfall in MYOR Stock Using the ARIMA-GARCH Model Saputra, Jumadil; Simanjuntak, Alberto
International Journal of Global Operations Research Vol. 2 No. 3 (2021): International Journal of Global Operations Research (IJGOR), August 2021
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v2i3.89

Abstract

Stocks are one of the best-known forms of investment and are still used today. In stock investment, it is necessary to know the movement and risk of loss that may be obtained from the stock investment so that investors can consider the possibility of profit. One way of calculating risk is to use the Expected Shortfall (ES). Because the stock movement is in the form of a time series, a model can be formed to predict the movement of the stock which can then be used for ES calculations using time series analysis. The purpose of the study was to determine the expected shortfall value of MYOR shares using time series analysis. The data used for this research is the daily closing price of shares for three years. In the time series analysis stage, the models used in predicting stock movements are Autoregressive Integrated Moving Average (ARIMA) for the mean model and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) for the volatility model. The average value and variance obtained from the model are then used in calculating the ES on MYOR stock. Based on the results of the study, it was obtained that MYOR's stock had an ES of 0.050772. This means if an investment is made for MYOR shares of IDR 1,000,000.00 for 37 days (5% of 751 days) for an investment period with a 95% confidence level, the expected loss to be borne by the investor is IDR 50,772.00.
Sustainable Development in ASEAN-5: Renewable Energy, Natural Resources Rent and Economic Globalization Geubrina, Yulia; Aliasuddin, Aliasuddin; Abrar, Muhammad; Masbar, Raja; Saputra, Jumadil
International Journal of Business, Economics & Financial Studies Vol. 2 No. 2 (2024): November 2024
Publisher : Indonesia Academia Research Society

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62157/ijbefs.v2i2.44

Abstract

Sustainable development has emerged as a critical global concern, particularly in the context of energy consumption and environmental quality. In Southeast Asia, the heavy reliance on fossil fuels, especially oil, poses significant challenges to achieving sustainability goals. This study investigates the impact of renewable energy consumption, natural resource rents, and economic globalization on the Sustainable Development Index (SDI). Using panel data from five ASEAN countries—Indonesia, Malaysia, Thailand, Singapore, and the Philippines—from 2000 to 2020, the analysis applies panel quantile regression to explore the relationships among the variables. The findings reveal that renewable energy consumption and economic globalization contribute positively to the Sustainable Development Index, whereas natural resource rents exhibit a negative impact. A distinctive aspect of this research is its use of the Sustainable Development Index as a metric, offering a novel approach not extensively employed in prior studies. The insights derived from this study can inform the development of policies promoting sustainable development, particularly through adopting renewable energy and managing economic globalization. Additionally, the findings underscore the need to address the adverse effects of natural resource exploitation to enhance regional sustainability outcomes.
Examining the Causal Relationship between Inflation and Unemployment in Indonesia Angga, Binanga; Aliasuddin, Aliasuddin; Abrar, Muhammad; Masbar, Raja; Saputra, Jumadil
International Journal of Business, Economics & Financial Studies Vol. 2 No. 2 (2024): November 2024
Publisher : Indonesia Academia Research Society

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62157/ijbefs.v2i2.45

Abstract

Inflation and unemployment are significant challenges faced by both developing and developed countries. This study analyzes the causal relationship between inflation, as measured by the Gross Domestic Product (GDP) Deflator, and open unemployment in Indonesia. Using a Vector Autoregressive (VAR) panel model, the analysis is based on panel data from 34 provinces from the first semester of 2015 to the second semester of 2022. The results of statistical tests indicate a unidirectional causality, with inflation Granger-causing unemployment, but not vice versa. This finding is further supported by the Vector Autoregression estimates, where Lag 4 reveals that unemployment is primarily influenced by inflation, while inflation remains unaffected by unemployment. To address the issue of unemployment, policymakers should prioritize controlling inflation and keeping it within manageable limits, as reducing inflation could contribute to improved unemployment rates. Future research should explore the relationship between inflation and unemployment through qualitative interviews with individuals who have experienced both issues to understand their daily impacts better.
Towards a Connected Society: Implementation of the 5G Network and its Impact on Social and Economic Interaction in Panimbang District Pirdaus, Dede Irman; Saputra, Jumadil
International Journal of Ethno-Sciences and Education Research Vol 4, No 4 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijeer.v4i4.780

Abstract

In the era of digital transformation that continues to develop, the implementation of the 5G network is the main pillar for increasing connectivity and accelerating economic growth. Panimbang District, as an integral part of the dynamics of globalization, is positioned to experience a substantial impact from these technological advances. This article reviews in detail the key characteristics of 5G networks, such as high speed, low latency, and large capacity, and investigates their impact on social interactions and the economy in Panimbang District. Apart from that, it also discusses practical steps in implementation, including infrastructure planning, frequency spectrum allocation, and innovative technologies such as beamforming. By bringing Panimbang District into an era of high-level connectivity, it is hoped that there will be a deep transformation in the way people interact and manage the local economy.
Collaboration of multi-stakeholder in integrated aid model for creative MSMEs in the tourism sector Supriyanto, Eko Eddya; Suparto, Diryo; Rachmawati, Meida; Saputra, Jumadil
Indonesian Tourism Journal Vol. 1 No. 1 (2024): May 2024
Publisher : CV. Austronesia Akademika

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.69812/itj.v1i1.16

Abstract

The goal of the study is to develop an integrated support model for small and medium-sized tourist firms that involves multi-stakeholder engagement. Specifically, this research identifies the mentoring model needed by SMEs in the tourism sector in Guci Hot Spring Tourism and Tegal Regency and navigates mentoring strategies that suit their needs by including multi-stakeholders. This research uses a qualitative approach with a case study of SMEs in the tourist area of Guci Hot Springs, Tegal Regency. Focus groups and in-depth interviews with SMEs in the tourist industry were employed for the purpose of gathering data. We analyzed 20 informants representing the SME sector in Guci Hot Springs consisting of fashion, culinary, and craft SMEs. Based on the qualitative data analysis carried out, the results state that the integrated assistance model covers substantive points such as marketing development, business permits and SME business entities, social media and information technology, and financial management. For more effective assistance, stakeholder involvement is very necessary. This study shows that stakeholders need their role and capacity to coordinate knowledge, management, and entrepreneurial spirit among SMEs in the tourism sector. As a result, this study's findings advance knowledge of how SMEs in the tourist industry may engage many stakeholders by using an integrated mentoring strategy.
Creative Economic Development: Palm Sugar Based on Local Potential as A Datar Village Tourism Support Intan, Dede; Syntha, Bunga; Islah, Tsani; Julieta, Salma; Hermawan, Riki; Saputra, Nadia; Brahmantia, Bayu; Saputra, Jumadil; Pratiwi, Anggia Suci; Hendrawan, Budi; Mujiarto, Mujiarto
AbdimasMu UMTAS Vol. 2 No. 1 (2023): AbdimasMu UMTAS: Journal Of Community Service
Publisher : LPPM Universitas Muhammadiyah Tasikmalaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35568/bf7ths76

Abstract

The purpose of this service program is to make a significant economic contribution and to create a creative and innovative community regarding the packaging of Palm Sugar with the Demonstration method. The partners of this activity are palm sugar makers from RW 06 Serang Village. The problems faced by partners are: 1) there is still a lack of knowledge about the packaging of Palm Sugar. The method of activity is lectures and demonstrations accompanied by questions and answers. The lecture method is needed to explain the packaging of palm sugar, demonstration method to show the working process of palm sugar packaging. while the question and answer session is to give participants the opportunity to overcome the obstacles they may face. The result of this program is an increase in understanding and improvement in the packaging of Palm Sugar. With this service program, understanding and exploring self-potential increases. Starting from identifying ideas as discussion material, then exploring ideas, developing designs, producing, packaging and marketing them. On packaging, i.e. product packaging and trade packaging, through websites or the like.
Development of The Cibeet River Natural Tourism In Cijeruk Village Cilacap Regency Saputra, Jumadil; Lugiana, Yuda; Robiatul A, Wahda; Nazila, Siti Desi; Noor F, Deng Dewi; Septiani, Lisma; Fauziah, Irma Silvia; Assidqi, Hasbi; Maulana, Deni; Sopia, Dea; Wahyuni, Arni Sri; Nurhayati, Ai; Pratiwi, Anggia Suci; Hendrawan, Budi; Mujiarto, Mujiarto
AbdimasMu UMTAS Vol. 2 No. 2 (2023): AbdimasMu UMTAS: Journal Of Community Service
Publisher : LPPM Universitas Muhammadiyah Tasikmalaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35568/nzwa7632

Abstract

 Indonesia is a country that has abundant natural resources. We can manage natural resources to take advantage of it, for example, as a place for tourism, for example natural tourism. The implementation of this community service activity was carried out in Cijeruk Village, Kujang Hamlet, Sawah Tengah. The community service will be held on 10 August – 12 September 2021. The target of this community service is the natural resources in Cijeruk Village which have the potential to be used as a tourist spot. The purpose of this community service is to help develop Cijeruk Village and improve the economy of the people there through the construction of tourist attractions. This community service method is in the form of involving village officials, the community, and local youth organizations to be involved in the development of the Cibeet River nature tourism. The implementation carried out is revamping the Cibeet River area, making and mapping photo spots, making chairs, making access roads and others. The result of the development of the Cibeet River natural tourism is the development of the Cibeet River natural tourism, which is used as a rest area and a place to play. In conclusion, the existence of Kali Cibeet natural tourism can help the development of Cijeruk Village, which is marked by the large number of people who come to the Kali Cibeet Nature tourism and the community's economy can increase by adding new livelihoods for the community such as building stalls in tourist areas, parking lots, rental places mats, hammocks etc.
Construction of The Blood Group Database of Residents of Pangauban Village, Katapang District as An Effort to Increasing Community Alertness for Health Handling Inriati, Dhea; Detrianty, Fitria Rika; Maulani, Nishfi Rahmah; Rahman Alfarisi, Rendi; Ambiya, Utari Nur; Nurkamilah, Milah; Husen, Wan Ridwan; Saputra, Jumadil; Pratiwi, Anggia Suci; Hendrawan, Budi; Mujiarto, Mujiarto
AbdimasMu UMTAS Vol. 3 No. 1 (2024): AbdimasMu UMTAS: Journal Of Community Service
Publisher : LPPM Universitas Muhammadiyah Tasikmalaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35568/b0m3mr27

Abstract

Database is a collection of files / tables / archives that are interconnected which are stored in electronic storage media. Database creation is the process of creating a design that will support the company's operations and goals. The use of databases in the medical field makes it possible to store data or perform and display data back quickly and easily. In the implementation of this activity, the method used in this community service is counseling and blood group examination using the slide method. A person's blood type is not just a personal identity, some people don't care about their blood type. Some don't even know what their own blood group is. Because we do a blood group check so that we know the blood group of each.o. Blood type is hereditary and very important to know because it is associated with blood transfusions, organ transplants, and hereditary diseases but there are still many peoples at Pangauban Village who do not know each blood type. The importance of knowing blood, it is necessary to have a blood type  examination of peoples in Pangauban Village. The method used in this social dedication program are giving knowledge about blood type and doing blood examination of each peoples so blood type are obtained. Blood type examination was attended by 121 persons, 54 male and 67 female. Based on the results of the examination. The percentage of people who had blood type A was 29,7% or 36 persons, B blood type 26,4% or 32 persons, O blood type the lowest percentage 18,2% or 22 persons, in other side AB blood type was 25.7% or 31 persons
Health Education Of Children and Adolescents In Implementing Health Protocols During The Covid-19 Pandemic in Bungursari Village F, Ayunda Alysa; Maruf, Cipta Muhammad; Rizal, Fahrul; Salsabila, Nabila; Anggita, Sahira; Nurazizah, Dina; Novitasari, Aliffiah; Nizar P, Ajeng; H, Yunita Sri; Annur M, Ade Isna; Yahya, Muhammad Ilham; Anugerah, Dandi; Nurul Istiqomah, Insya Siti; Nuryuniarti, Rissa; Saputra, Jumadil; Pratiwi, Anggia Suci; Hendrawan, Budi; Mujiarto, Mujiarto
AbdimasMu UMTAS Vol. 3 No. 2 (2024): AbdimasMu UMTAS: Journal Of Community Service
Publisher : LPPM Universitas Muhammadiyah Tasikmalaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35568/ej1sbw57

Abstract

Covid-19 is an infectious disease caused by Severe Acute Respiratory Syndrome Coronavirus-2 (SARS-CoV-2). The virus was first discovered in Wuhan, China in late December 2019. Because the virus spreads so quickly through droplets released by infected humans, the WHO (World Health Organizer) later announced that the disease is becoming an emergency requiring infected countries to impose a lock down system to slow the spread of the virus. The COVID-19 virus was first identified in Indonesia in March 2020 and the government imposed restrictions on activity and made recommendations for health protocols to be adhered to to date to prevent spread. One of the health protocols that must be adhered to is to wash your hands 6 steps properly. Hand washing can be done with soap and clean running water, or by using a hand sanitizer. The use of hand sanitizer is easy and practical because it can be taken anywhere and does not take a long time, but its availability is limited and the price is fairly expensive. Therefore, we want to teach children and teaching staff at Miftahul Khoeriyah how to make hand sanitizer independently with the basic ingredients of aloe vera, alcohol, and essential oil. This activity was carried out on September 5, 2021 located in Madrasah Miftahul Khoeriyah Bungursari Subdistrict.
Education Efforts to Increase Knowledge About Hypertension And Hypotension in Masawah Village Communities, Cimerak Sub-District, Pangandaran District Putra, Fadlan Gunawan; Nurhayat, Firman Arif; Agapa, M. Fasya Febri; Fauzi, Muhamad Hasman; Fauziah, Mustika; Urrohman, Nida; Anggraeni, Putri Siti; Septiani, Resty; Khoeryza, Rima; Sari, Risna Purnama; Widiawaty, Shindy Cantika; Ulfa, Siti Maria; Amelia, Windi; Mahendra, Yusril Ihza; Saputra, Jumadil; Pratiwi, Anggia Suci; Hendrawan, Budi; Mujiarto, Mujiarto
AbdimasMu UMTAS Vol. 3 No. 2 (2024): AbdimasMu UMTAS: Journal Of Community Service
Publisher : LPPM Universitas Muhammadiyah Tasikmalaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35568/sbm55131

Abstract

Blood pressure is an essential factor in the circulatory system. Not all blood pressure in the objects is within normal limits, so it leads to disorders of blood pressure, hypertension and hypotension. Hypertension is a symptom in which abnormal pressure is high in the arteries, causing increased risk of stroke, aneurysm, heart failure, heart attack and kidney damage. Hypotence is a state where blood pressure drops below normal Numbers, which is a low of 90/60 MMHG. According to information from the elderly poshaandu in the village of Masawah, hypertension is the highest disease in the village of Masawah, especially in the elderly. On the other hand, hypotency is lower than hypertensive. The public’s performance of devoted activity is carried out in the village of Masawah, the cipeacock district. This public devotion was carried out from August 8 to September 8, 2022.  The object of this devotion was the rural community of Masawah especially the elderly. The purpose of this society’s devotion is to increase public knowledge about things related to hypertension and hypotension. The dedicated method of learning about hypertension and hypotension by including advanced village, community and cultural and cultural tools. Implement by direct examination of blood pressure, the transmission of materials for hypertension and hypotension, and explained that the majority of diseases that people suffer in the village of Masawah are hypertensive. Results from such educational activities promote public awareness of health care. In light of this educational activity, people have become better at understanding about things related to hypertension as well as hypotension and society can implement their daily knowledge by abstaining from all things that cause rise and fall in blood pressure
Co-Authors A Hadi Arifin Agapa, M. Fasya Febri Agung Prabowo Agus Santoso Ahmad Dailami, Ahmad Ai Nurhayati Akmal Saputra Ali Syah Putra Aliasuddin Aliasuddin Alimin, Erina Ambiya, Utari Nur Amelisqi, Lusi Bilqis Amin Hou Amiruddin Idris Amni Zarkasyi Rahman, Amni Zarkasyi Andiwi Meifilina, Andiwi Angga, Binanga Anggia Suci Pratiwi Anggita, Sahira Anggraeni, Putri Siti Annur M, Ade Isna Anugerah, Dandi Ariffin, Ku Halim Bin Ku Assidqi, Hasbi Asti Nur Aryanti Astuti, Devi Fitri Ayulita Ramadhani Azahra, Astrid Sulistya Badruzaman, Jajang Betty Subartini Brahmantia, Bayu Budi Hendrawan Chairul Furqon, Chairul Chatarina Lilis Suryani Christianingrum Cut Annisa Fitriati Dalimunthe, Doli Muhammad Jafar Dede Abdul Hasyir Detrianty, Fitria Rika Dewi Mahrani Rangkuty Dierayani, Allysa Putri DIRYO SUPARTO Dwi Susanti Dwijaningtyas, Srinata Dwiyati Pujimulyani EKO EDDYA SUPRIYANTO EKO EDDYA SUPRIYANTO Eko Wahyudi, Fendy Erlina Erlina Evi Widowati F, Ayunda Alysa Fahrul Rizal, Fahrul Fairuztama, Rafif Fauzi, Muhamad Hasman Fauziah, Irma Silvia Fauziah, Mustika Fitriyani, Seni D Geubrina, Yulia Ghazali, Puspa Liza H, Yunita Sri Hadiyani, Rahmilia Hafni Zahara Hardi, Irsan Hari Mulyadi, Hari Hendra Raza Heny Hendrayati Herlina Napitupulu Hermawan, Riki Hidayana, Rizki Apriva Idroes, Ghalieb Mutig Inriati, Dhea Intan, Dede Ira Apriyanti isfenti sadalia Iskandar Muda Islah, Tsani Jamilah Jamilah Josua, Lancelot Julsen Julieta, Salma Kardofa, Mochamad Khoeryza, Rima Laksito, Grida Saktian Lugiana, Yuda Madani, Fathi Makia Maraya, Nisrina Salsabila Maruf, Cipta Muhammad Maulana, Ar Razy Ridha Maulana, Deni Maulani, Nishfi Rahmah Meida Rachmawati Muhammad Abrar Mujiarto, Mujiarto Murni Daulay Mursyidin Mursyidin NADILA SAVIRA Nadjib, Nadjib Nasib Nazila, Siti Desi Nellis Mardhiah Neni Nuraeni, Neni Nizar P, Ajeng Noka Omalia Noor F, Deng Dewi Novitasari, Aliffiah Novitasari, Ela Nur Elfaz, Zam Zam Nurazizah, Dina Nurhayat, Firman Arif Nurjaman, Diman Nurkamilah, Milah Nurmala Nurmala Nurohmah Dona, Tiara Gita Nurul Istiqomah, Insya Siti Nuryuniarti, Rissa Palupi Permata Rahmi Permata, Shintia Pirdaus, Dede Irman Pranoto Pranoto Pratama, Muhamad Risky Pratiwi, Denisa Lestari Prawiro, Meivin Mulyo Puteh, Anwar Putra, Fadlan Gunawan Rahmad Syukur Rahman Alfarisi, Rendi Raja Masbar Rico Nur Ilham Ridho, Adil Risma, Neng Robiatul A, Wahda Saefullah, Rifki Sajidah, Febi Zulfa Salqaura, Siti Alhamra Salsabila, Nabila Saparudin, Miftahul Rizki Saputra, Nadia Sari, Risna Purnama Sariartha Sianipar, Aryanti Septiani, Lisma Septiani, Resty Shinta Dewi, Reni Shofiatun Nisa, Wafa Sidiq, Fahmi Simanjuntak, Alberto Sinurat, Mangasi Siregar, Wardah Muharriyanti Siti Maria Ulfa Sofyan Sofyan Sopia, Dea Sri Nita, Sri Suharman, Harry Sukono . Sullaida, Sullaida Suriani Suriani Suryana Suryana Syahirah, Sheila Najla Syahputra Silalahi, Amlys Syntha, Bunga T. Zulham Urrohman, Nida Wahid, Alim Jaizul Wahyuddin Wahyuni, Arni Sri Wan Ridwan Husen, Wan Ridwan Widiartanto Widiartanto Widiawaty, Shindy Cantika Windi Amelia, Windi Wintara, Jane Ayu Wiranatakusuma, Dimas Bagus Yahya, Muhammad Ilham Yunda, Lola Irma Yuningsih, Siti Hadiaty Yusril Ihza Mahendra Zikri Muhammad