Article Per Year (5 Year)
p-Index From 2021 - 2026
1.857
P-Index
This Author published in this journals
All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi I-Finance Journal Jurnal Fourier Jurnal Ilmiah Ekonomi Islam JTAM (Jurnal Teori dan Aplikasi Matematika) Beta: Jurnal Tadris Matematika Jambura Journal of Mathematics JISKa (Jurnal Informatika Sunan Kalijaga) Jurnal Bakti Saintek: Jurnal Pengabdian Masyarakat Bidang Sains dan Teknologi Share: Jurnal Ekonomi dan Keuangan Islam MATHunesa: Jurnal Ilmiah Matematika Kaunia: Integration and Interconnection of Islam and Science Journal
Mohammad Farhan Qudratullah
Depertemen Matematika, Fakultas Sains Dan Teknologi, UIN Sunan Kalijaga Yogyakarta
Religion Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Economics, Econometrics & Finance Education Electrical & Electronics Engineering Library & Information Science Mathematics Physics Social Sciences Other

Published : 32 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 32 Documents
Search

 1   2   3   4 
Pengembangan Website Jii - Analisa.Com Sebagai Alat Analisis Portofolio Optimum Metode Varian Kovarian Pada Pasar Modal Syariah Di Indonesia Qudratullah, Mohammad Farhan; Zakuan, Muhammad; Riyanto, Mr.
Jurnal Fourier Vol 4, No 2 (2015)
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (562.475 KB)

Abstract

Penelitian ini bertujuan mengembangkan website JII-Analisa.com sebagai alat analisis portofolio syariah optimum metode varian kovarian. Website JII-Analisa.com dikembangkan dengan menggunakan SDLC (Sysems Development Life Cycle) yang terdiri atas 5 (lima) langkah, yaitu perencanaan rencana strategis pengembangan website, penentuan ruang lingkup pengembangan, analisis kebutuhan yang diperlukan, membuat desain dan implementasi pembuatan website serta pengujian. Secara umum terdapat 2 (dua) langkah yang dapat dilakukan untuk melakukan analisis portofolio optimum menggunakan JII.Analisa.com, yaitu pemilihan saham pembentuk portofolio menggunakan menu Analisis Saham dan perhitungan portofolio optimum. Hasil implementasi website untuk periode data 01 Januari 2014 – 28 Februari 2015 diperoleh proporsi untuk masing – masing saham pembentuk portofolio optimum adalah KLBF.JK sebesar 35%, JSMR.JK 30%, SSMS.JK 17%, MPPA.JK 12%, PTPP.JK 5%, dan PWON.JK 0.2% dengan Return yang dihasilkan sebesar 0.21%, risiko sebesar 1.01% dan indeks sharpe 0.20655.
Pengaruh Jalur Penerimaan Mahasiswa Dan Asal Sekolah Terhadap Prestasi Mahasiswa Di Fakultas Sains Dan Teknologi Uin Sunan Kalijaga Qudratullah, Mohammad Farhan
Jurnal Fourier Vol 3, No 1 (2014)
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (145.622 KB)

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh jalur penerimaan mahasiswa dan asal sekolah terhadap prestasi belajar mahasiswa di Fakultas Sains dan Teknologi UIN Sunan Kalijaga. Metode yang digunakan dalam penelitian ini adalah ex post facto dengan desain faktorial 3 x 2. Hasil penelitian menunjukan bahwa : (1) jalur penerimaan berpengaruh terhadap prestasi mahasiswa, dimana prestasi mahasiswa yang diterima melalui jalur eksternal lebih baik dari jalur internal, (2) asal sekolah berpengaruh terhadap prestasi mahasiswa dimana prestasi mahasiswa yang berasal dari SMU/K lebih baik dari MA/P, dan (3) tidak terdapat interaksi antara kedua faktor tersebut dalam mempengaruhi prestasi mahasiswa.
Analisis Portofolio Optimal Saham Syariah Menggunakan Multi Index Models (Periode: 04 Januari 2010 – 1 Juli 2013) Arja’i, Mulat; Qudratullah, Mohammad Farhan
Jurnal Fourier Vol 2, No 2 (2013)
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (334.665 KB)

Abstract

The portfolio is a combination or aggregation of two or more individual stock and concern for investors is to form the optimum portfolio and one of the ways that can be used are Multi-Index Models (MIM). This Model is a development of the Single Index Models (SIM), if on a SIM only consider one factor that affects the value of the stock, then return at MIM considers more than one factor. This study discusses the optimal portfolio analysis using Multi-Index Models with a case study on the stock of the Sharia Jakarta Islamic Index (JII) period 4 January 2010 – 1 July 2013 by using composite stock price index (IHSG), index Dow Jones Industrial Average (DJIA) and index the Hang Seng Index as a factor in MIM. The results of this research were obtained that the optimum portfolio is a portfolio that was created based on the stocks that had the highest positive return value, i.e. UNVR 41,40%, SMGR 40.66%, KLBF 11.01, and LPKR 6,93% with a value of expected return portfolio amounted to 2.55% and risk of a portfolio of 0,29%.
Perbandingan Berbagai Model Conditionally Heteroscedastic Time Series Dalam Analisis Risiko Investasi Saham Syariah Dengan Metode Value At Risk Qudratullah, Mohammad Farhan
Jurnal Fourier Vol 2, No 1 (2013)
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (506.368 KB)

Abstract

Value at Risk (VaR) is one of the tools recommended Bank Indonesia to gauge the risk of an investment, the VaR approach tends to be more associated with the conventional assumption of a normal distribution, while contemporary empirical findings indicate the existence of patterns of abnormality in the nature of statistical data, especially on financial data. Up to this time shares in the Jakarta Islamic Index (JII) is still heavily influenced by the dynamics of market volatility which one, so the necessary in-depth analysis to help investors make the right decisions in investing. This research addresses the issue of risk analysis model using the VaR approach using a variety of model Heterokedastic Timeseris Conditionals (CHT) and find the best model. As for the data used is the daily closing stock index data-Sharia stocks (JII) post-crisis global 2008 (January 2009 – June 2011) and the software used is E-Views 5.1 and Excel 2007. The results obtained are of 16 (sixteen) model approach to VaR-CHT used, only 5 (five) a valid model on a confidence level of 99%, i.e. Approach (2.2) GARCH, GARCH M standard deviation GARCH (1,1), M Log (Variansi) (1,1), TARCH M Log (Variansi) (1,1), EGARCH and M Log (Variansi) (1,1). The VaR Model of the CHT are the best and recommended in analyzing the risks of stock investment is Shariah (JII) is a model that gives the value of the VaR model, i.e. the smallest VaR GARCH-M standard deviation (1,1) that gives the value of VaR is equal to 3.2396%.
Analisis Tipologi Saham Syariah Di Bursa Efek Indonesia Berdasarkan Nilai Return Dan Resiko (Value At Risk) Pasca Krisis Global 2008 Qudratullah, Mohammad Farhan
Jurnal Fourier Vol 1, No 1 (2012)
Publisher : UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (588.25 KB)

Abstract

Since the signed memorandum of understanding between BAPEPAM with Dewan Syariah Nasional-Majelis Ulama Indonesia (DSN-MUI) on the principle of Islamic capital market in 2003, the Islamic capital market in Indonesia has developed significantly. In each investment, including Islamic capital market investment, there are 2 (two) fundamental things that always accompany it, the return and risks. This paper discusses the analysis of return and risk of sharia stocks that always go in Jakarta Islamic Index (JII) after the global crisis in 2008, risk analysis tools using Value at risk (VaR) approach to model the Generalized Autoregressive Conditional  Heteroscedastic (GARCH), then proceed with the analysis of the typology to determine the characteristics of these stocks. The results that shares sharia can be grouped into 4 (four) :  6 (six) shares entering the low return and low risk (TLKM, UNVR, SMGR, AALI, ELSA, and SGRO), 3 (three ) shares into group of low-return but high risk (INCO, ANTM, and TINS), 3 (three) shares enter the group of low risk but high return (PTBA, LSIP, and KLBF), and 4 (four) shares enter the group high return but high risk (ITMG, ASII, INTP, and BMTR).
Misklasifikasi Mahasiswa Baru FSaintek UIN Sunan Kalijaga Jalur Tes dengan Analisis Regresi Logistik Qudratullah, Mohammad Farhan
CAUCHY Vol 1, No 4 (2011): CAUCHY
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (188.331 KB) | DOI: 10.18860/ca.v1i4.1799

Abstract

Pada tahun ajaran 2008/ 2009, UIN Sunan Kalijaga membuka 2 (dua) Jalur Penerimaan Mahasiswa Baru, yaitu Jalur Reguler yang meliputi Tes Tulis dan Seleksi (seleksi khusus dan mahasiswa berprestasi), serta Jalur SNMPTN. Selama ini, penerimaan mahasiswa baru melalui jalur tes tulis hanya berdasarkan pilihan saat mendaftar dan hasil ujian tulis tanpa mempertimbangkan variabel lain seperti nilai UAN/ UAS. Penelitian ini bertujuan untuk mengetahui variabel apa saja (nilai tes tulis dan nilai UAN/UAS) yang mampu membedakan karakteristik mahasiswa program studi yang satu dengan yang lainnya, sehingga memungkinkan untuk mengetahui besar tingkat misklasifikasi yang terjadi pada program studi cluster Sains Fakultas SAINTEK. Adapun alat analisis yang digunakan adalah analisis regresi logistik multinomial. Pada tingkat kepercayaan 90% diperoleh bahwa dari 7 (tujuh) variabel independen yang digunakan, terdapat 5 (lima) variabel yang mampu membedakan karakteristik mahasiswa baru program studi yang satu dengan yang lainnya, yaitu nilai tes numerik (NT_Numerik), nilai tes spasial (NT_Spasial), nilai UAN Matematika (UANMAT), nilai UAS Fisika (UANFIS), dan nilai UAS Kimia (UASKIM), sedangkan 2 (dua) variabel lainnya yaitu: nilai tes verbal (NT_Verbal) dan nilai UAS Biologi (UASBIO) tidak signifikan. Misklasifikasi mahasiswa baru jalur tes cukup tinggi, yaitu mancapai 35,1%. Misklasifikasi dari yang paling rendah berturut-turut adalah program studi Matematika 17,7%, program studi Kimia 33,3%, program studi Biologi 47,7%, dan yang paling tinggi program studi Fisika mencapai 50%. Sehingga proses penerimaan mahasiswa baru pada keempat program studi pada umumnya perlu mempertimbahkan nilai UAN/ UAS.
Analisis Kinerja Saham Syariah Indonesia dan Malaysia Periode 2011-2018 Mohammad Farhan Qudratullah
Jurnal Ilmiah Ekonomi Islam Vol 8, No 1 (2022): JIEI : Vol. 8, No. 1, 2022
Publisher : ITB AAS INDONESIA Surakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29040/jiei.v8i1.4391

Abstract

Indonesia and Malaysia are two countries in Southeast Asia that are always included in the top ten countries in the world that have the health and development of Islamic Finance according to the State of The Global Islamic Economy (GEI) Report. This study analyzes the performance of Indonesian sharia stocks that are incorporated in the Jakarta Islamic Index (JII) and Malaysian Islamic stocks that are incorporated in the FTSE Bursa Malaysia Hijrah Shariah Index (FHSI) for the period 2011-2018 with a technical analysis approach using 4 indicators, namely: return, volatility, Value at Risk (VaR), and Modified Sharpe Ratio (MSR). The results obtained from this study are that there have no significant differences in return and MSR performance between Indonesian and Malaysian Islamic stocks, but there have differences in volatility and VaR, where Indonesian Islamic stocks have higher volatility and VaR than Malaysia at a 95% confidence level.
Pendampingan Industri Kecil Obat Tradisional Guna Peningkatan Ekonomi Pasca Bencana Erupsi Merapi di Desa Wonokerto, Kecamatan Turi, Kabupaten Sleman Yogyakarta Tutik Farihah; Mohammad Farhan Qudratullah; Didik Krisdiyanto
Jurnal Bakti Saintek: Jurnal Pengabdian Masyarakat Bidang Sains dan Teknologi Vol. 1 No. 2 (2017)
Publisher : Fakultas Sains dan Teknologi, UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (470.833 KB) | DOI: 10.14421/jbs.1155

Abstract

Pengabdian kepada masyarakat merupakan kegiatan yang menjadi salah satu pilar tegaknya Tri Dharma Perguruan Tinggi. Dengan melaksanakan kegiatan ini, institusi pendidikan tinggi secara langsung mendharmakan dirinya memberikan solusi-solusi untuk masyarakat. Pengabdian kepada masyarakat dilaksanakan dengan program Pendampingan dengan kasus yang disesuaikan dengan kondisi lapangan masing-masing IKM. Lokasi pengabdian adalah sekelompok industri obat yang berada di seputaran Desa Wonokerto, Kecamatan Turi Kabupaten Sleman. Atas saran dan arahan Pemerintah Desa Wonokerto, sebagai sasaran khusus dipilih Kelompok PKK dengan beragam kondisi dan kemampuan produksi dengan harapan Kelompok tersebut dapat menjadi ‘agent of change’ bagi kelompok yang lain. Hasil dari kegiatan pendampingan masyarakat adalah, Kesadaran yang rendah terhdap pentingnya keselamatan kerja, Belum adanya perencanaan produksi yang tersistematis, Proses produksi yang masih menggunakan alat tradisional, Tempat kerja yang kotor dan tidak ergonomis, Luas lantai produksi yang tidak optimal, Utilisasi peraalatan yang rendah, Produktivitas rendah.
MODIFIKASI MODEL INDEKS JANSEN SEBAGAI ALAT UKUR KINERJA SAHAM SYARIAH Mohammad Farhan Qudratullah
I-Finance Journal Vol 5 No 2 (2019): I-FINANCE: a Research Journal on Islamic Finance
Publisher : Fakultas Ekonomi dan Bisnis Islam Universitas Islam Negeri Raden Fatah Palembang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19109/ifinance.v5i2.4910

Abstract

The Jansen Index is a measure of stock performance based on the Capital Asset Princing Model (CAPM). The Jansen Index consists of 4 (four) components, namely: stock returns, beta stocks, market returns, and risk-free returns. Many studies approach risk-free returns with interest rates when measuring the performance of Islamic stocks in the Jansen Index model, while interest rates are prohibited in the concept of Islamic finance. This paper discusses the modification of the Jansen Index model to analyze the performance of Islamic stocks with 4 (four) approaches, namely the model without interest rates, models with zakat rates, models with inflation, and models with gross domestic production (GDP) and compare them with models with interest rates (BI-Rate). Then the five models are implemented in the Islamic capital market in Indonesia in the period January 2011 - July 2018.The results obtained are that there is a very high suitability for the measurement results of the five models. Judging from the closeness of the results of performance measurement, the five models can be grouped into 2 (two), namely models with interest rates, inflation, and GDP as the first group, while models without interest rates and zakat- rate as the second group. This means, on the concept of Islamic finance, risk-free returns can be measured using these 4 (four) approaches, specifically inflation or GDP
Analisis Tipologi Saham Syariah Di Bursa Efek Indonesia Berdasarkan Nilai Return Dan Resiko (Value At Risk) Pasca Krisis Global 2008 Mohammad Farhan Qudratullah
Jurnal Fourier Vol. 1 No. 1 (2012)
Publisher : Program Studi Matematika Fakultas Sains dan Teknologi UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (588.25 KB) | DOI: 10.14421/fourier.2012.11.17-26

Abstract

Since the signed memorandum of understanding between BAPEPAM with Dewan Syariah Nasional-Majelis Ulama Indonesia (DSN-MUI) on the principle of Islamic capital market in 2003, the Islamic capital market in Indonesia has developed significantly. In each investment, including Islamic capital market investment, there are 2 (two) fundamental things that always accompany it, the return and risks. This paper discusses the analysis of return and risk of sharia stocks that always go in Jakarta Islamic Index (JII) after the global crisis in 2008, risk analysis tools using Value at risk (VaR) approach to model the Generalized Autoregressive Conditional Heteroscedastic (GARCH), then proceed with the analysis of the typology to determine the characteristics of these stocks. The results that shares sharia can be grouped into 4 (four) : 6 (six) shares entering the low return and low risk (TLKM, UNVR, SMGR, AALI, ELSA, and SGRO), 3 (three ) shares into group of low-return but high risk (INCO, ANTM, and TINS), 3 (three) shares enter the group of low risk but high return (PTBA, LSIP, and KLBF), and 4 (four) shares enter the group high return but high risk (ITMG, ASII, INTP, and BMTR).
Co-Authors Abdul Aziz Didik Krisdiyanto Hanafi, Syafiq Mahmadah Indah Puspita Sari Khurul Wardati Laeli Nurani Maria Ulfah Siregar Mr. Fitree Tahe Mr. Riyanto, Mr. Muhammad Safi’ Mulhan Muhammad Zakuan Muhammad Zakuan, Muhammad Muhtar Safi’i Mulat Arja’i, Mulat Mulat Arja’i Novia Amilatus Solekha Pipit Pratiwi Rahayu Rini Puspitaningtiyas Riyanto Riyanto Salsabila, Salsabila Slamet Haryono Sunaryati Sunaryati Syaeful Arief Syarif Hidayatullah Taufiq Aji Tri Anton Saputro Tutik Farihah