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All Journal Jurnal Keuangan dan Perbankan Inobis: Jurnal Inovasi Bisnis dan Manajemen Indonesia
Didit Herlianto
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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KEPUTUSAN PREFERENSI INVESTASI ASET RIIL DAN ASET FINANSIAL DENGAN MODEL MINIMAX REGRET Didit Herlianto
Jurnal Keuangan dan Perbankan Vol 15, No 1 (2011): January 2011
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (80.251 KB) | DOI: 10.26905/jkdp.v15i1.1004

Abstract

Target of investment would be kept if determining investment decision was in a certain condition. However, tobe able to realize the target was not easy too. This matter was caused in determining preference of investorinvestment given on to condition of uncertainty. Uncertainty investment could relate to the natural situation(states of nature) or dicey future situation. Relating to the problem above, hence intention of this research wouldgive the solution how to determine the investment decision in an uncertain condition, real asset investmentinstrument (gold property) and financial asset (obligation and share). Method used in determining decisionof preference of investment instrument was the model of analyzing the decision of investment of minimumregret. Result of research indicated that the economic investment decision in an uncertain condition was mostprecise preference investment instrument in the form of gold asset. Decision making in the preference investmentprincipally was approach base, that investor would experience the loss if event happened to cause thechosen investment instrument alternative less than real return maximum. This matter could be seen if investordid not choose the gold in its investment decision hence opportunity loss would be bigger, that was opportunityof loss property 10,3045%, opportunity loss obligation 19,6387% and opportunity loss share (IHSG) 9,7103%.
Pengaruh Earning Per Share (EPS), Debt To Equity Ratio (DER), Dan Price Earning Ratio (PER) Terhadap Pergerakan Harga Saham Indeks SRI-KEHATI Bursa Efek Indonesia Didit Herlianto; Eldo Jhonliharman Girsang
INOBIS: Jurnal Inovasi Bisnis dan Manajemen Indonesia Vol. 3 No. 1 (2019): INOBIS: Jurnal Inovasi Bisnis dan Manajemen Indonesia - Edisi Desember 2019
Publisher : Forum Inovasi Bisnis dan Manajemen

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (756.233 KB) | DOI: 10.31842/jurnal-inobis.v3i1.125

Abstract

This study aims to determine and analyze the effect of Earning Per Share (EPS), Debt to Equity Ratio (DER), and Price Earning Ratio (PER) on the movement of stock prices in the Sri Kehati Index of the Indonesia Stock Exchange in the period of 2016-2018. The sampling technique used in this study was purposive sampling, with the criteria that the company was listed consecutively in the Sri Kehati index on the Indonesia Stock Exchange for the period 2016-2018 and submitted audited financial information published on the Indonesia Stock Exchange data base during the 2016- 2018. From purposive sampling according to the criteria that have been determined in this study, it was found 22 companies as the research sample from a population of 25 companies. The data analysis technique used is multiple regression. The results show that Earning Per Share (EPS), Debt to Equity Ratio (DER), and Price Earning Ratio (PER) have a positive effect on stock prices, Earning Per Share (EPS) has a positive effect on stock prices, Debt to Equity Ratio (DER) ) has a positive effect on stock prices, Price Earning Ratio (PER) has a positive effect on stock prices.
Pengaruh Indeks Dow Jones, Nikkei 225, Shanghai Stock Exchange, Dan Straits Times Index Singapore Terhadap Indeks Harga Saham Gabungan (IHSG) Di Bursa Efek Indonesia (BEI) Didit Herlianto; Luthfi Hafizh
INOBIS: Jurnal Inovasi Bisnis dan Manajemen Indonesia Vol. 3 No. 2 (2020): INOBIS: Jurnal Inovasi Bisnis dan Manajemen Indonesia - Edisi Maret 2020
Publisher : Forum Inovasi Bisnis dan Manajemen

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (660.262 KB) | DOI: 10.31842/jurnalinobis.v3i2.133

Abstract

Tujuan penelitian ini adalah untuk menganalisis dan mengetahui pengaruh Indeks Dow Jones, Nikkei 225, Bursa Shanghai dan Indeks Singapore Straits Times terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia 2015-2019. Teknik pengumpulan data dalam penelitian ini menggunakan metode dokumentasi yaitu dengan mencatat atau mendokumentasikan harga penutupan bulanan Dow Jones Industrial Average (DJIA), Nikkei 225, Shanghai Stock Exchange Composite Index (SSEC), Straits Times Index (STI) dan Indeks Perdagangan Saham Gabungan (IHSG). Hasil penelitian menunjukkan bahwa Indeks Dow Jones, Nikkei 225, Shanghai Stock Exchange Composite Indeks dan Straits Times Index Singapore secara simultan berpengaruh signifikan terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) periode 2015-2019. Indeks Dow Jones berpengaruh signifikan ke arah positif terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) periode 2015-2019. Nikkei 225 memiliki pengaruh signifikan ke arah negatif terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) Periode 2015-2019. Indeks Harga Saham Gabungan Shanghai Stock Exchange tidak berpengaruh signifikan terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) periode 2015-2019. Indeks Straits Times Singapura tidak berpengaruh signifikan terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) periode 2015-2019.
Co-Authors Eldo Jhonliharman Girsang Luthfi Hafizh