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A Forecasting : Bitcoin Price with the ARIMA Method to Help Swing Traders Made Decision Helynda Mulya Arga Retha; Gilberto Daniel Dwi Putra Taslim
Internasional Journal of Data Science, Engineering, and Anaylitics Vol. 2 No. 1 (2022): International Journal of Data Science, Engineering, and Analytics Vol 2, No 1,
Publisher : International Journal of Data Science, Engineering, and Analytics

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/ijdasea.v2i1.19

Abstract

Abstract: The economic situation is greatly affected by the pandemic. It causes people to look for ways to keep their money safe even if they can make a profit. One of the answers to that question is various investment products such as stocks, bonds, mutual funds, and cryptocurrency. Cryptocurrency or commonly called Cryptocurrency is a digital asset used to exchange. Cryptocurrency today has become a very remarkable phenomenon, especially since entering the era of the COVID 19 pandemic. Bitcoin is a digital currency created in 2009 by Satoshi Nakamoto. Cryptocurrency price movements have patterns and are predictable. The effort to make this prediction is called forecasting. Methods research on this paper using ARIMA methods. The forecasting results for the next five periods of the Bitcoin price show a linear line at the price of USD 48065.1.
Analisis Return Metode Dogs Of The Dow dengan Uji-T Pada IDXHIDIV20 Helynda Mulya Arga Retha; Retno Budiarti
ABEC Indonesia Vol. 10 (2022): 10th Applied Business and Engineering Conference
Publisher : Politeknik Caltex Riau

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

Abstract

All investors should strive to beat the market, that is, get a higher return than the market return, which is usually represented by an index. Composite Stock Price Index is the name of the stock market index in Indonesia (IHSG). The "Dogs of the Dow" investment strategy steers the portfolio toward high-yield investments in an attempt to outperform the Dow Jones Industrial Average (DJIA) every year. The overall idea is to invest money in the top 10 stocks among the 30 DJIA components with the largest dividend yields. A company's ability to pay dividends provides insight into its value. Testing Dogs of The Dow begins with the selection of stocks with the highest dividend distribution. The author uses stock data recorded on (IDX High Dividend 20) which is accessed from idx.co.id. The author takes stock samples from this index because all of its stocks have distributed cash dividends every year for the last 3 years and have daily trading values in the regular market at least IDR 1 billion for the last 3 months, 6 months and 12 months. The Dogs of the dows strategy had pretty good results. This can be seen from the results of the average return calculation, where 8 of the 11 Dogs of the dows strategy data were able to beat the market returns, namely the JCI, namely in 2011, 2013, 2014, 2016, 2017, 2018, 2020, and 2021. in 2011 the average market return was at 1.16% while the Dogs of the dow strategy had a return of 1.34%. The biggest return was in 2016, where the Dogs of the dow strategy was able to reach 4.95%, while the average return from the JCI was only 1.30%.