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All Journal Journal of Applied Science, Engineering, Technology, and Education Jurnal Pengabdian kepada Masyarakat Nusantara
Hasan, Nonce
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Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering Industrial & Manufacturing Engineering Social Sciences Other

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Computational Risk Management for Strategic Investors: An Engineering-Inspired Approach to Portfolio Diversification Hasan, Nonce; Rahim, Robbi; Sapinah, Sapinah; Pramono, Susatyo Adhi; Abroza, Ahmad
Journal of Applied Science, Engineering, Technology, and Education Vol. 7 No. 2 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.asci3904

Abstract

This study presents an engineering-inspired approach to computational risk management, focusing on portfolio diversification strategies for strategic investors. Utilizing Monte Carlo simulation techniques, we assess the Value at Risk (VaR) of two prominent companies in Indonesia’s entertainment sector: MD Pictures Tbk (FILM) and MNC Studios International Tbk (MSIN). Daily return data from January 2022 to December 2022 are analyzed to evaluate both individual and combined risk-return profiles. The results show distinct characteristics between the two stocks, with FILM exhibiting a higher average daily return (0.42%) but greater volatility (standard deviation of 4.01%), compared to MSIN's more moderate return (0.33%) and lower volatility (3.64%). At a 95% confidence level, VaR estimates indicate potential maximum daily losses of 6.12% for FILM and 5.81% for MSIN. When combined into an equally weighted portfolio, significant diversification benefits emerge, reducing portfolio standard deviation to 2.77% and improving the VaR to 4.58%. This represents a risk reduction of 25.2% compared to FILM and 21.2% compared to MSIN. For a hypothetical investment of IDR 100 million, these improvements translate to reduced potential daily losses of IDR 1,540,482 and IDR 1,229,142 respectively. The findings demonstrate that even within a single industry, effective risk management can be achieved through strategic intra-sector diversification when constituent firms differ in business model and operational focus. This research bridges the gap between financial engineering and strategic portfolio management by offering a quantitative, simulation-based framework that supports informed decision-making for risk-conscious investors.
Penguatan Penguatan Pendapatan Daerah Melalui Sosialisasi Peraturan Daerah Kabupaten Halmahera Barat Nomor 2 Tahun 2024 Tentang Pajak dan Retribusi Daerah Sabuhari, Rahmat; Hasan, Nonce; Zamzam, Irfan; Permatasari, Dewi; Husen, Amran
Jurnal Pengabdian kepada Masyarakat Nusantara Vol. 7 No. 1 (2026): Edisi Januari - Maret
Publisher : Lembaga Dongan Dosen

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55338/jpkmn.v7i1.8190

Abstract

Pada era otonomi daerah, peningkatan Pendapatan Asli Daerah (PAD) menjadi indikator utama kemandirian suatu daerah. Kabupaten Halmahera Barat menghadapi tantangan signifikan dalam optimalisasi pajak dan retribusi daerah, khususnya terkait pengelolaan basis data yang belum terintegrasi serta rendahnya kesadaran masyarakat terhadap pentingnya pajak sebagai sumber pembiayaan pembangunan. Sebagai respons terhadap dinamika regulasi, diterbitkan Peraturan Daerah Nomor 2 Tahun 2024 tentang Pajak Daerah dan Retribusi Daerah, yang merupakan penyesuaian terhadap Undang-Undang Nomor 1 Tahun 2022 tentang Hubungan Keuangan antara Pemerintah Pusat dan Daerah. Kegiatan pengabdian kepada masyarakat ini dilaksanakan melalui metode sosialisasi dan pendampingan teknis kepada mitra, yaitu Badan Pendapatan Daerah Kabupaten Halmahera Barat, dengan fokus pada peningkatan kapasitas dalam pengelolaan data pajak dan retribusi serta penyusunan analisis potensi pendapatan berbasis data. Pendekatan kolaboratif ini melibatkan dosen dan mahasiswa dalam kerangka Merdeka Belajar Kampus Merdeka (MBKM) untuk memperkuat sinergi antara perguruan tinggi, pemerintah daerah, dan masyarakat. Hasil kegiatan menunjukkan peningkatan pemahaman aparatur dan masyarakat terhadap ketentuan pajak daerah, tersusunnya basis data awal potensi pajak berbasis sektor unggulan (pertanian, perikanan, dan perdagangan kecil), serta meningkatnya efisiensi administrasi pajak daerah. Kesimpulannya, sosialisasi kebijakan dan pendampingan berbasis data terbukti efektif dalam mendukung optimalisasi PAD serta memperkuat tata kelola fiskal daerah yang berkelanjutan.
Co-Authors Abroza, Ahmad Dewi Permatasari, Dewi Husen, Amran Robbi Rahim Sabuhari, Rahmat Sapinah, Sapinah Susatyo Adhi Pramono, Susatyo Adhi Zamzam, Irfan