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All Journal Inovasi : Jurnal Ekonomi, Keuangan, dan Manajemen JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) Minda Baharu Jurnal Bisnis Terapan Account : Jurnal Akuntansi, Keuangan dan Perbankan Jurnal Sains Boga Kontigensi: Jurnal Ilmiah Manajemen Jurnal Sains Terapan : Wahana Informasi dan Alih Teknologi Pertanian Jurnal Pusat Inovasi Masyarakat Procedia of Social Sciences and Humanities JURNAL SOSIAL TERAPAN (JSTR)
Asty Khairi Inayah Syahwani
Program Studi Akuntansi Sekolah Vokasi Institut Pertanian Bogor
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Public Health Social Sciences Veterinary Other

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Exploring Realized Volatility through High-Frequency Data: The Role of Liquidity, Transaction Costs, and Influencing Factors. Pangestuti, Rinda Siaga; Pujihastuti, Isti; Inayah Syahwani, Asty Khairi
Account: Jurnal Akuntansi, Keuangan dan Perbankan Vol. 12 No. 2 (2025): DECEMBER EDITION
Publisher : Politeknik Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32722/account.v12i2.7036

Abstract

This research, which falls within the area of microstructure of financial markets, aims to compare liquidity with transaction costs, and determine the factors affecting volatility in small and large total asset energy companies in Indonesia. The use of data on companies with contrasting total assets contributes to providing investment portfolio management considerations for investors. The data used is taken from high-frequency stock price data per 30 minutes from Bloomberg subscribed. The illiquidity measurement method uses Amihud's Illiquidity, transaction costs use relative Bid-Ask Spread (BAS), and realized volatility is calculated using the square root of the realized variance. The use of 30-minute high-frequency stock price data can provide more detailed information. As a result, companies with small assets tend to have much greater stock price volatility, transaction costs, and illiquidity compared to companies with large assets. The factor affecting realized volatility is the volume of stock transactions. The greater the volume of stock transactions, the greater the volatility of stock prices. Keywords: High-Frequency Data; Realized Volatility; Amihud’s Illiquidity; Relative Bid-Ask Spread (BAS).
EVALUASI KINERJA KEUANGAN PERUSAHAAN KONSTRUKSI DI BURSA EFEK INDONESIA DENGAN PENDEKATAN DUPONT Saleh, Rahmat; Dadang Iwan Riswandi; Iman Firmansyah; Asty Khairi Inayah Syahwani; Lesia Fatma Ginoga
Jurnal Bisnis Terapan Vol. 9 No. 2 (2025): Jurnal Bisnis Terapan
Publisher : Politeknik Ubaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24123/jbt.v9i2.7953

Abstract

This study aims to evaluate the financial performance of construction companies listed on the Indonesia Stock Exchange during the 2019–2023 period using the DuPont System approach. The analysis focuses on three sample companies, PT Total Bangun Persada Tbk, PT Acset Indonusa Tbk, and PT Adhi Karya (Persero) Tbk by measuring Net Profit Margin (NPM), Total Asset Turnover (TATO), and Return on Investment (ROI). The results indicate that PT Total Bangun Persada Tbk consistently recorded the strongest financial performance, with an average ROI of 4.29%. In contrast, PT Acset Indonusa Tbk experienced significant financial pressure, with an average negative ROI of (13.33)%, while PT Adhi Karya (Persero) Tbk showed fluctuating performance, averaging an ROI of 0.68%. The industry average remained negative, reflecting the ongoing challenges in profitability and asset efficiency faced by the construction sector. These findings highlight the importance of asset management optimization and operational efficiency strategies to enhance the competitiveness of construction companies in Indonesia.
Co-Authors Aditya Annisaa Soeyono Dadang Iwan Riswandi Dahri Tanjung Firman Muhammad Basar Ginoga, Lesia Fatma Iman Firmansyah Isti Pujihastuti Lesia Fatma Ginoga Lesia Fatma Ginoga Lesia Fatma Ginoga Marithasari, Harries Novinuryani Putri, Sosa Pangestuti, Rinda Siaga Rahmat Saleh Ratih Pratiwi Resti Jayeng Ramadhanti Reza Muqtadho Rici Tri Harpin Pranata Riski, Astari Rosyanti, Novi Sosa Novinuryani Putri Syahwani, Asty Tekad Urip Pambudi Sujarnoko Winda Jeni Maharani