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All Journal Jurnal Manajemen dan Kewirausahaan (JMDK) JKBM (JURNAL KONSEP BISNIS DAN MANAJEMEN) JURNAL AKUNTANSI, MANAJEMEN DAN EKONOMI EAJ (ECONOMICS AND ACCOUNTING JOURNAL) Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis
I Wayan Sunarya
STMIK STIKOM Indonesia
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Penentuan Saham Efisien dan Tidak Efisien dengan Metode Capital Asset Price Model (CAPM) I Wayan Sunarya
JKBM (JURNAL KONSEP BISNIS DAN MANAJEMEN) Vol 6, No 2 (2020): JURNAL KONSEP BISNIS DAN MANAJEMEN MEI
Publisher : Universitas Medan Area

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1453.193 KB) | DOI: 10.31289/jkbm.v6i2.3608

Abstract

Stock selection by an investor needs to be done with a variety of existing analysis for example the application of the Capital Asset Price Model. In the Composite Stock Index known as LQ45 shares. LQ45 shares have a unique characteristic that is their shares are liquid, meaning their shares are favored by investors because the average has very good fundamentals. For this reason, in this study the selected stocks, LQ45 shares, are used to determine which shares are worth buying and which shares are not worth buying. Because the names of companies incorporated in LQ45 continue to change from year to year, in this study using a sample of LQ45 company data, amounting to 30 companies where the company was chosen because from 2017 to 2019, the company remains in the LQ45 stock group. For research data sources sourced from Yahoo Finance and take a variety of reading sources both through journals and online media. As for determining efficient and inefficient stocks lies in the value of the individual Expected Return or often abbreviated as [E (Ri)]. If the Individual Expected Return is greater than the value of the Individual Return (Ri) then the shares are in the efficient stock
Pengaruh Kecukupan Modal, Efisiensi dan Likuiditas Terhadap Rentabilitas di Bank Syariah Milik Pemerintah Indonesia I Wayan Sunarya
JKBM (JURNAL KONSEP BISNIS DAN MANAJEMEN) Vol 5, No 2 (2019): JURNAL KONSEP BISNIS DAN MANAJEMEN MEI
Publisher : Universitas Medan Area

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31289/jkbm.v5i2.2268

Abstract

The ratio of financial statements to Islamic banks is one of the determining factors in financial health within the bank itself. For this reason, it is necessary to analyze the influence of capital adequacy, efficiency and liquidity on profitability in the Indonesian state-owned Islamic banks from 2009-2017. This study aims to model the influence of capital adequacy (CAR), Efficiency (BOPO) and Liquidity (FDR) on Rentability (ROA), then analyze the model, and provide forecasting and structural analysis of the model. Therefore, the method used in this study is the analysis of Vector Error Correction Model which is applied to time series data from the level of CAR, BOPO, FDR to ROA. Based on the specification, estimation and examination of the model, the VECM (2) model was obtained as the best model. The results of the model analysis say that there is a long-term and short-term causality relationship between the levels of CAR, BOPO, FDR against ROA. Then, based on forecasting and structural analysis, it can be concluded that the results obtained are accurate.
MODELLING AND FORECASTING STOCK MARKET VOLATILITY OF NASDAQ COMPOSITE INDEX I Wayan Sunarya
EAJ (Economic and Accounting Journal) Vol 2, No 3 (2019): EAJ (Economic and Accounting Journal)
Publisher : S1 Accounting Department, Faculty of Economic, Universitas Pamulang.

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (384.255 KB) | DOI: 10.32493/eaj.v2i3.y2019.p181-189

Abstract

On the NASDAQ Composite Index from March 1971 to April 2019 it appears that the data is not stationary. For this reason, differentiation is needed by finding the value of stock returns from the NASDAQ Composite Index data from March 1971 to April 2019. After differentiating by looking for return values, the next analysis can be done, namely looking for the ARIMA model. Finding an ARIMA model using conventional analysis will require a long analysis time. So to shorten the analysis process using the EViews 10 statistical program. The results obtained after using the EViews program are getting the ARIMA model (8.0,6). The ARIMA model (8,0,6) was chosen because it has the smallest AIC value of 12,664073. This can be used as a reference later that the ARIMA model (8.0,6) is the best model in conducting forecasting. After that, the GARCH model is continued which aims to determine the ARIMA-GARCH model combination model. From the results of the analysis, it is known that the best model for forecasting the return value of the NASDAQ Composite Index is a combination of ARIMA (8.0,6)-EGARCH (1,1) models, which from the results of this analysis are known for fluctuating return values and index values for NASDAQ for one year in the future it is stagnant and does not show a trend.
The Impact of Internal Performance and Macroeconomic Conditions on Profitability in Indonesian Banking From 2015-2017 I Wayan Sunarya
Jurnal Manajemen dan Kewirausahaan Vol 6, No 2 (2018): December 2018
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/jmdk.v6i2.2374

Abstract

The purpose of this study is to analyze and measure the effect of internal performance and macroeconomics conditions  on profitability in Indonesian banking (conventional  and syariah bank) from 2015-2017. This research uses Granger of Causality and Vector Autoregressive (VAR)/Vector Error Correction Model (VECM) as a data analysis tool. The conclutions of this research  are: 1)  For conventional banks: the factors that have a positive influence to profitability (ROA) are BI Rate, NPL, inflation, and loan to   deposit ratio; 2) For Islamic banks: the factors that  have a positive influence to profitabilty (ROA) are exchange rate and inflation   https://doi.org/10.26905/jmdk.v6i2.2374 
THE EFFECT OF CAPITAL ADEQUACY RATIO, EFFICIENCY AND LIQUIDITY ON RENTABILITY IN SYARIAH BANKS OWNED BY THE INDONESIA GOVERNMENT FROM 2009 - 2017 I WAYAN SUNARYA
Jurnal Akuntansi, Manajemen dan Ekonomi Vol 21 No 1 (2019)
Publisher : Faculty of Economics and Business, Jenderal Soedirman University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32424/1.jame.2019.21.1.1473

Abstract

The ratio of financial statements to Islamic banks is one of the determining factors in financial health within the bank itself. For this reason, it is necessary to analyze the influence of capital adequacy, efficiency and liquidity on profitability in Indonesian government-owned Islamic banks from 2009-2017. This study aims to model the effect of capital adequacy (CAR), Efficiency (OEOI) and Liquidity (FDR) on Rentability (ROA), then analyze the model, and provide forecasting and structural analysis of the model. Therefore, the method used in this study is the analysis of Vector Error Correction Model which is applied to time series data from the level of CAR, OEOI, FDR to ROA. Based on the specification, estimation and examination of the model, the VECM(2) model was obtained as the best model. The results of the model analysis say that there is a long-term and short-term causality relationship between the levels of CAR, OEOI, FDR against ROA. Then, based on forecasting and structural analysis, it can be concluded that the results obtained are accurate.
Analysis Human Resources Development in Province Of Nusa Tenggara Timur From 2013-2015 I Wayan Sunarya
Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis Vol. 2 No. 1 (2017): Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis
Publisher : STIM LASHARAN JAYA MAKASSAR

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This study aims to analyze the influence of Life Expectancy (LE), Expected Years of Schooling (EYS), Mean Years of Schooling (MYS), Adjusted per Capita Expenditure (ACE) to Human Development Index (HDI) in province of Nusa Tenggara Timur from 2013 until 2015. Secondary data, from the websiteCentral Bureau Statistics province Nusa Tenggara Timur that is http://ntt.bps.go.id and article entitled “Nusa Tenggara Timur in Figures”, which is published once a year. This study implemented data panel with Fixed Effect Model (FEM) method of Generalized Least Square (GLS). The results show that the Expected Years of Scooling (EYS) and Mean Years of Schooling (MYS) has positive and significant effect to Human Development Index (HDI) in province Nusa Tenggara Timur from 2013 until 2015. However, Life Expectancy (LE) and Adjusted per Capita Expenditure (ACE) doesn’t significant effect to Human Development Index (HDI) in province of Nusa Tenggara Timur from 2013 until 2015.
Determination of Efficient and Inefficient Stocks with the Capital Asset Price Model (CAPM) Method I Wayan Sunarya
Jurnal Aplikasi Manajemen, Ekonomi dan Bisnis Vol. 4 No. 2 (2020): JURNAL APLIKASI MANAJEMEN, EKONOMI DAN BISNIS
Publisher : STIM LASHARAN JAYA MAKASSAR

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.51263/jameb.v4i2.93

Abstract

Stock selection by an investor needs to be done with a variety of existing analysis for example the application of the Capital Asset Price Model. In the Composite Stock Index known as LQ45 shares. LQ45 shares have a unique characteristic that is their shares are liquid, meaning their shares are favored by investors because the average has very good fundamentals. For this reason, in this study the selected stocks, LQ45 shares, are used to determine which shares are worth buying and which shares are not worth buying. Because the names of companies incorporated in LQ45 continue to change from year to year, in this study using a sample of LQ45 company data, amounting to 30 companies where the company was chosen because from 2017 to 2019, the company remains in the LQ45 stock group. For research data sources sourced from Yahoo Finance and take a variety of reading sources both through journals and online media. As for determining efficient and inefficient stocks lies in the value of the individual Expected Return or often abbreviated as [E (Ri)]. If the Individual Expected Return is greater than the value of the Individual Return (Ri) then the shares are in the efficient stock.
THE EFFECT OF CAPITAL ADEQUACY RATIO, EFFICIENCY AND LIQUIDITY ON RENTABILITY IN SYARIAH BANKS OWNED BY THE INDONESIA GOVERNMENT FROM 2009 - 2017 I WAYAN SUNARYA
Jurnal Akuntansi, Manajemen dan Ekonomi Vol 21 No 1 (2019): Januari - Maret 2019
Publisher : Faculty of Economics and Business, Jenderal Soedirman University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32424/1.jame.2019.21.1.1473

Abstract

The ratio of financial statements to Islamic banks is one of the determining factors in financial health within the bank itself. For this reason, it is necessary to analyze the influence of capital adequacy, efficiency and liquidity on profitability in Indonesian government-owned Islamic banks from 2009-2017. This study aims to model the effect of capital adequacy (CAR), Efficiency (OEOI) and Liquidity (FDR) on Rentability (ROA), then analyze the model, and provide forecasting and structural analysis of the model. Therefore, the method used in this study is the analysis of Vector Error Correction Model which is applied to time series data from the level of CAR, OEOI, FDR to ROA. Based on the specification, estimation and examination of the model, the VECM(2) model was obtained as the best model. The results of the model analysis say that there is a long-term and short-term causality relationship between the levels of CAR, OEOI, FDR against ROA. Then, based on forecasting and structural analysis, it can be concluded that the results obtained are accurate.
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