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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi AdMathEdu : Jurnal Ilmiah Pendidikan Matematika, Ilmu Matematika dan Matematika Terapan Kubik Jurnal Sains Matematika dan Statistika Edumatsains NUMERICAL (Jurnal Matematika dan Pendidikan Matematika) Sinkron : Jurnal dan Penelitian Teknik Informatika Desimal: Jurnal Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan Justek : Jurnal Sains Dan Teknologi JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI Zeta - Math Journal Jurnal Pendidikan Matematika (JUDIKA EDUCATION) NUSANTARA : Jurnal Ilmu Pengetahuan Sosial Zero : Jurnal Sains, Matematika, dan Terapan JISTech (Journal of Islamic Science and Technology) AXIOM : Jurnal Pendidikan dan Matematika JURNAL MathEdu (Mathematic Education Journal) JOURNAL OF SCIENCE AND SOCIAL RESEARCH Saintifik : Jurnal Matematika, Sains, dan Pembelajarannya M A T H L I N E : Jurnal Matematika dan Pendidikan Matematika Math Educa Journal Progresif: Jurnal Ilmiah Komputer JURNAL PEMBELAJARAN DAN MATEMATIKA SIGMA (JPMS) Proximal: Jurnal Penelitian Matematika dan Pendidikan Matematika JOURNAL OF INFORMATION SYSTEM RESEARCH (JOSH) SEPREN: Journal of Mathematics Education and Applied Community Development Journal: Jurnal Pengabdian Masyarakat Theta : Jurnal Pendidikan Matematika Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Jurnal Pengabdian kepada Masyarakat Nusantara KUBIK: Jurnal Publikasi Ilmiah Matematika Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi FARABI: Jurnal Matematika dan Pendidikan Matematika Mathematics and Applications (MAp) Journal Humantech : Jurnal Ilmiah Multidisiplin Indonesia Jurnal IPTEK Bagi Masyarakat Journal of Mathematics and Scientific Computing With Applications Relevan Jurnal Informatika Teknologi dan Sains (Jinteks) Edu Society: Jurnal Pendidikan, Ilmu Sosial dan Pengabdian Kepada Masyarakat Prisma Sains: Jurnal Pengkajian Ilmu dan Pembelajaran Matematika dan IPA IKIP Mataram Abdimas Indonesian Journal Bulletin of Applied Mathematics and Mathematics Education International Conference on Sciences Development and Technology JS (Jurnal Sekolah) Jurnal Bayesian : Jurnal Ilmiah Statistika dan Ekonometrika JME APPA : Jurnal Pengabdian Kepada Masyarakat Faedah: Jurnal Hasil Kegiatan Pengabdian Masyarakat Indonesia Jurnal Pengabdian Masyarakat Algebra Indonesia Bergerak: Jurnal Hasil Kegiatan Pengabdian Masyarakat Relevan : Jurnal Pendidikan Matematika Educational Journal
Riri Syafitri Lubis
Universitas Islam Negeri Sumatera Utara, Medan, Indonesia
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Journal : JISTech (Journal of Islamic Science and Technology)

 1 
Penerapan Model Arima Pada Nilai Penutupan Indeks Harga Saham Gabungan Untuk Data yang Hilang Zam, Elma Dwi Ariana Aprilia; Nabilla, Widi Ihdina; Pohan, Ahmad Syahrial; Lubis, Riri Syafitri
JISTech (Journal of Islamic Science and Technology) Vol 10, No 2 (2025)
Publisher : UIN Sumatera Utara Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30829/jistech.v10i2.28361

Abstract

Penelitian ini bertujuan untuk menerapkan model Autoregressive Integrated Moving Average (ARIMA) meramalkan nilai penutupan Indeks Harga Saham Gabungan (IHSG) harian periode November 2024 hingga November 2025 yang mengandung missing value. Ditemukan sebanyak 121 data hilang yang menyebabkan ketidakteraturan interval waktu, sehingga dilakukan penanganan missing value menggunakan metode interpolasi linear. Tahapan analisis meliputi eksplorasi data, pengujian kestasioneran menggunakan uji Augmented Dickey-Fuller (ADF), differencing untuk mencapai kestasioneran, identifikasi model menggunakan ACF, PACF, dan Extended Autocorrelation Function (EACF), serta pemilihan model terbaik berdasarkan kriteria Akaike Information Criterion (AIC). Hasil analisis menunjukkan bahwa model ARIMA (0,1,1) merupakan model terbaik dengan nilai AIC terendah dibandingkan model kandidat lainnya. Model ini juga memenuhi asumsi diagnostik residual yang meliputi white noise, normalitas, dan homokedastisitas. Evaluasi akurasi model menunjukkan nilai RMSE sebesar 985,29 dan MAPE sebesar 11,61%, yang mengindikasikan kemampuan peramalan yang cukup baik. Dengan demikian, model ARIMA (0,1,1) dapat digunakan sebagai alat bantu dalam peramalan pergerakan IHSG dan mendukung pengambilan keputusan investasi.
Investment Risk Analysis of Gold, the Indonesia Composite Index (IHSG), and BBCA Stock in Indonesia using the Value At Risk (Var) Method With A Variance–Covariance Approach Tanjung, Aida Febriana; Hasibuan, Hani Maulida; Kurahman, Panca Taufik; Nasution, Fakhrur Rozi; Lubis, Riri Syafitri
JISTech (Journal of Islamic Science and Technology) Vol 11, No 1 (2026)
Publisher : UIN Sumatera Utara Medan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30829/jistech.v11i1.28790

Abstract

Investments in various financial instruments such as gold, the Indonesia Composite Index (IHSG), and individual stocks carry different levels of risk due to market price fluctuations. These differences require investors to understand potential risks in order to manage their portfolios optimally. Therefore, a quantitative risk measurement method is needed. Value at Risk (VaR) is a method used to estimate the maximum potential loss at a given confidence level and time horizon. This study aims to analyze and measure investment risk in gold, IHSG, and BBCA stock in Indonesia using the Value at Risk (VaR) method with a variance–covariance approach. The data consist of monthly closing prices from April 2024 to March 2025, implying a 1-month VaR horizon with confidence levels of 90%, 95%, and 99%. The results show that the VaR value at the 95% confidence level (1-month horizon) is (4,033.25) for gold, (8,064.47) for IHSG, and (7,931.17) for BBCA stock. At a higher confidence level of 99%, the VaR increases to (5,704.31) for gold, (11,405.74) for IHSG, and (11,217.20) for BBCA stock. These findings indicate that IHSG and BBCA stock have higher potential maximum losses compared to gold, consistent with their higher volatility levels. These results suggest that the variance–covariance VaR method provides measurable quantitative risk estimates across different confidence levels and time horizons, making it useful for investment decision-making and structured portfolio risk management.
Co-Authors Adisty, Fahliza Ahmad Sugarda Ainun Palihah Almira Amir Ananda, Lyra Anggi Pranata Annisa, Nur Alvi Aprilia, Rima Arjuna, Dimas Bagus Aslam, Fazri Aulia Turrizqiya Auliya Ramadhani, Dhea Batu, Annisa Rajaq Lumban Bella Syahrani Nasution Blaster, Irena Br Siahaan, Erika Handayani Cynthia, Mayang Modelina Dara Nurul Hasnah dewi, mutia hatina Dian Darmawan Didik Santoso Didik Santoso Dinda Renata Cecilia Dwi Haprida Ningsih Elma Dwi Ariana Aprilia Zam Elpita Sari Hasibuan Evi Borliana Siregar Fachrur Rozi Fadhliyah, Annisa Fadilatus Sahraini Siregar Fadillah, Yanna Rezki Fajriana, Fajriana Farwansyah, Mhd Rio Fatmawati, Ayu Isnaini Fernando, Anjas Fikri Husin Batubara Fuja Nauli Pasaribu Giawa, Freddy Gishela Agra Moukia Gurusinga, Ditha Aulia Harleni, Harleni Harleni, Silvia Hasibuan, Hani Maulida Hazizah, Salsabillah Hendra Cipta Heni Pujiastuti Ilham Salim Siregar Ilham Syaputra Indah Kholila Indah, Windi Rezeki Ir Zulkarnain, Ayu Najmita Binti Irena Blaster Ismail Husein, Ismail Kartika , Dinda Khairun Nikmah Kurahman, Panca Taufik Latersia, Egya Dora Lisa Setia Ningsih M Agung Pradana Manurung, Silvi Khairiyah Maudya Nur Azura Mhd Ikhsan Rifki Mohammad Badri Muhamar Chaniago, Febri Muhammad Arfie Munawar Muhammad Farhan Mingka Muhammad Vikry Rezky Rambe Muliawan, Hari Nabilla, Widi Ihdina Nadhila, Nurul Nasution, Alfina Febriani Nasution, Dafa Al Qifti Nasution, Fakhrur Rozi Nasution, Hamidah . Neliwati Neliwati Nenna Irsa Syahputri Nina Amanda Nova Audry Utami Nurmadani Nurmawati Nurmawati Nurmawati Nurul Nadhila Nusantara, Badai Charamsar Oktaviana Oktaviana Palihah, Ainun Pertiwi, Fina Nur Pohan, Ahmad Syahrial Pohan, Siti Rolizah Pradana, M Agung Prasetya, Nurul Huda Pratiwi, Miftah Pulungan, Ahmad Fauzan Putri Harahap, Rahmelia Rahayu, Sri Ulfa Rahmat Darmawan, Rahmat Rakhmawati, Fibri Riani Dwi Lestari Ricka Afriani Rima Aprilia Rima Aprilia Rina Filia Sari Rina Filia Sari, Rina Filia Rina Sari Filia Rina Widyasari Ritonga, Nurhalimah Rivani Kabrina Br Surbakti Rizkina, Ayu Rizky Mulyani Ropiqoh, Ropiqoh Ropiqoh, Ropiqoh Rusydi Ananda Ruth Mayasari Simanjuntak Sahraini Siregar, Fadilatus Sajaratud Dur Samsudin, Samsudin Sari, Evi Indah Serdano, Akbar Simamora, Devitasari Sintia Agustina Siregar Siregar, Evi Borliana Siregar, Fadilatus Sahraini Siregar, Tanti Jumaisyaroh Siti Jubaidah Siti Zunaida Nasution Suci Dahlya Narpila, Suci Dahlya Suci Permata Sari Suendri, Suendri Sulaiman Ananda Harahap Supiah Supiah Susanti, Komaria Susilowati, Rahmi Suzana, Yenny Syafitri, Ellysa Syahfitri, Fatharani Syahputra, Bayu Teza Syahputri, Linna Syahputri, Nenna Irsa Syarah, Fatmah Tanjung, Aida Febriana Tanti Jumaisyaroh Siregar Tri Amisri, Nurul Hasanah Tri Handayani Tri Lutfiah Wardah Turrizqiya, Aulia Utami, Destia Nada Utami, Ristika Dian Vani Hajari Wenny Marta Dolok Saribu Widyasari, Rina Widyasari, Rina Windi Rezeki Indah Wulandari Wulandari Wulandari, Mitha Yahfizham Yahfizham Yoffa Sunita Yulanda Novita Zebua Yulinda, Jeni Zahedi . Zakaria Alfikri Sirait Zam, Elma Dwi Ariana Aprilia