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All Journal JDM (Jurnal Dinamika Manajemen) Management Analysis Journal Jurnal Bisnis dan Manajemen SELAPARANG: Jurnal Pengabdian Masyarakat Berkemajuan Wahana: Jurnal Ekonomi, Manajemen dan Akuntansi Jurnal Abdimas Mandiri Jurnal Pengabdian Masyarakat Asia Indonesian Journal of Devotion and Empowerment (IJDE) Penamas: Journal of Community Service Media Riset Bisnis & Manajemen AMMA : Jurnal Pengabdian Masyarakat Management Analysis Journal "Indonesian Journal of Devotion and Empowerment (IJDE) "
Rini Setyo Witiastuti
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Analisis Kinerja Portofolio: Pengujian Single Index Model dan Naive Diversification Setyo Witiastuti, Rini
JDM (Jurnal Dinamika Manajemen) Vol 3, No 2 (2012): September 2012 (DOAJ Indexed)
Publisher : Department of Management, Faculty of Economics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v3i2.2440

Abstract

Penelitian ini bertujuan untuk menganalisis sebuah model berprientasi mengontrol. Studi ini bertujuan untuk menguji perbedaan antara return dan risiko portofolio model indeks tunggal dengan metode naïve diversification dalam sampel kecil. Sebanyak 42 emiten yang tercatat di Bursa Efek Indonesia diambil sebagai sampel berdasarkan metode purposive sampling. Metode statistik yang dipakai adalah paired sample t-test. Kesimpulan model indeks tunggal dengan strategi I, II, III, V, and VI, menunjukkan tidak ada perbedaan yang signifikan antara return portofolio model indeks tunggal dengan return portofolio metode naïve diversification. Tetapi, untuk model indeks tunggal menggunakan strategi IV, return portofolio model indeks tunggal berbeda secara signifikan dengan return portofolio metode naïve diversification. Risiko portofolio model indeks tunggal berbeda secara signifikan dengan risiko portofolio metode naïve diversification, dalam sample kecil, kinerja portofolio baik model indeks tunggal maupun metode naïve diversification sama-sama inferior. This study evaluated the difference between portfolio’s return and portfolio’s risk of single index model and naïve diversification method, applying in small sample settings. As much as 42 firms listed in the Indonesia Stock Exchange were taken as sample using purposive sampling method. The statistical method uses in this study is paired sample t-test. The result of this study shows that  for single index model using strategy I, II, III, V, and VI , there is no difference significantly between the portfolio’s return of single index model toward portfolio’s return of naïve diversification method. But, for single index model using strategy IV, the portfolio’s return of single index model is different significantly toward portfolio’s return of naïve diversification method The portfolio’s risk between single index model toward portfolio’s risk of naïve diversification method is different significantly, In small sample settings, both of portfolio’s performance of single index model and portfolio’s performance of naïve diversification method is inferior.
Pull Factor and Push Factor Influences on the Volatility of Foreign Investment Flows in Indonesian Capital Market Chakimatuzzahroh, Chakimatuzzahroh; Witiastuti, Rini Setyo
Management Analysis Journal Vol 7 No 2 (2018): Management Analysis Journal
Publisher : Management Analysis Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v7i2.23854

Abstract

The purpose of this study is to determine the factors that affect the flow of foreign investment into the Indonesian Stock Market that includes the factors of return, risk, and inflation derived from foreign markets/ global (push factor) and from the domestic market (pull factor). Testing is done by using analysis model Autoregressive  Conditional Heteroscedasticity  (ARCH) and Generalized  Autoregressive  Conditional  Heteroscedasticity (GARCH). Testing is done with six estimation models among them ARCH, GARCH, ARCH-M (2,1), ARCH-M (2,2), Treshold Autoregressive Conditional Heteroscedasticity (TARCH), dan Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH). Using the significance of estimation parameters, goodness of fit model, Akaike’s Information Criterion test, Schwarz Information test, and ARCH effect test, found the best model is ARCH-M (2,1) estimation model. The results of testing with ARCH-M (2,1) model showed that the return and domestic risk (pull factor) significantly have a relation with the flow of foreign investment in Indonesia Stock Exchange, while return , risk, global inflation (push factor), and domestic inflation have no significant effect.
A Clustering Method Approach for Portfolio Optimization Fadilah, Iwan; Witiastuti, Rini Setyo
Management Analysis Journal Vol 7 No 4 (2018): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v7i4.23378

Abstract

This study aims to test the formation of the optimum portfolio using the cluster method. The data used are of financial statements and stock prices of the companies listed on the LQ-45. index The results of this research show that the cluster method can be used to form the optimal portfolio. This is because using the cluster method; the research samples were divided into three clusters that are united to the same characteristics of each company. Further research can be added the research indicators and research sample used in order that the results obtained are more varied.
Underpricing, Institutional Ownership and Liquidity Stock of IPO Companies in Indonesia Achmad, Immam Nur; Witiastuti, Rini Setyo
Management Analysis Journal Vol 7 No 3 (2018): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v7i3.23672

Abstract

The aim of this study is to explain and describe influence  of underpricing and institutional ownership on the liquidity. Sample of this study is 86 companies which conduct IPO in period 2012-2016. Analitycal technique used is multiple linear analysis. The data used in the form of trading data for 20 days then taken on average and comes form the company’a financial statements obtained from the Indonesia Stock Exchange. The results showed that Underpricing has a significant positive effect on liquidity. Institutional ownership is negatively insignificant to liquidity.
FINANCIAL AND NON-FINANCIAL INFORMATION INFLUENCING INITIAL RETURN OF IPOS ON THE INDONESIA STOCK EXCHANGE Zuliardi, Kharisma; Witiastuti, Rini Setyo
Management Analysis Journal Vol 9 No 2 (2020): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v9i2.37406

Abstract

This study aims to determine the effect of financial factors (Return on Assets, Current ratio, Debt to Equity Ratio) and non-financial factors (company age and percentage of stock offer) listed in the company?s prospectus against the level of Initial Return of shares. This type of research is quantitative research, the population in this study is a company that experienced a positive initial return on the first day on the secondary market that conducted an Initial Public Offering (IPO) on the Indonesia Stock Exchange in 2013-2018 with a total of 150 issuers, while the sample amounted to 122 issuers using the sampling technique that is purposive sampling method. The analytical method used is multiple linear analysis methods using eviews9. The results of the study indicate that the independent variables namely ROA, CR, DER, AGE, and PPS affect the dependent variable initial return. Only the variable ROA and company age that affects the level of initial stock return. ROA has a significant negative effect on initial return, Company Age has a significant negative effect on initial return. While CR, DER, and Percentage of stock offerings do not affect the stock initial return. For further research, it is better to add other variables, namely market ratios and company size that have not been used in this study.
Co-Integration and Contagion Effect in Republic of Tiongkok and Asean Stock Market during The Economic Slowdown in Republic of Tiongkok Chalimah, Nur; Witiastuti, Rini Setyo
Management Analysis Journal Vol 9 No 3 (2020): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v9i3.31333

Abstract

This study aims to find empirical evidence of the relationship of co-integration and contagion effect on the stock market in the People's Republic of Tiongkok and ASEAN during economic slowdown in the People's Republic of Tiongkok in 2015-2017. The samples in this study were the stock market of the People's Republic of Tiongkok, Indonesia, Laos, Malaysia, the Philippines, Singapore, Thailand and Vietnam. The data used in the study are secondary data from the Composite Stock Price Index obtained from www.bloomberg.com. The research method used in this study is Vector Autoregression (VAR). The test results show that economic slowdown in the People's Republic of Tiongkok has no effect on the average JCI of the People's Republic of Tiongkok and ASEAN. There is co-integration in the average JCI of the People's Republic of Tiongkok and ASEAN. The average Indonesian JCI is not affected by the JCI average of the People's Republic of Tiongkok and ASEAN. There is contagion effect on the average JCI of the People's Republic of Tiongkok and ASEAN. Based on the results of the study it were concluded that co-integration and contagion effects occurs on the average JCI in the People's Republic of Tiongkok and ASEAN when economic slowdown occurs.
What Determines The Capital Structure of Property, Real Estate and Building Construction Companies? Evidence from Indonesian Listed Companies Fatimah, Sari Fitri; Witiastuti, Rini Setyo
Management Analysis Journal Vol 9 No 4 (2020): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v9i4.40634

Abstract

This research is intended to prove the influence of financial flexibility, asset structure, firm size, profitability and business risk on the capital structure. The population on this study are property, real estate and building construction sector that are listed on the Indonesia Stock Exchange in 2009-2018. The number of samples used were 28 companies with a purposive sampling method. The data studied was obtained from the Indonesia Stock Exchange (IDX). Methods of data analysis used in this study is multiple linear regression. The results showed that financial flexibility has not significant negative effect on capital structure. Asset structure and firm size have a significant positive effect on capital structure. The profitability and business risk have a significant negative effect on capital structure. Further research is needed to use another proxies such as ROE for profitability variables or standard deviations from ROE for business risk on capital structure and add another sectors or the number of observation periods.
The Heterogeneity of Speed of Adjustment Capital Structure Across Industrial Sectors Robiatun, Bibit; Witiastuti, Rini Setyo
Management Analysis Journal Vol 10 No 1 (2021): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v10i1.45317

Abstract

This study aims to analyze heterogeneity of speed of adjustment on basic industry, consumer goods, and misceleeneous companies. The population in this study uses basic industry, consumer goods, and miscellenoeus companies listed on the Indonesia Stock Exchange in 2009-2018 period. The method of determining the sample using a pusposive sampling technique based on criteries determined by researchers. We employ two-step partial adjustment model and use measure of book leverage and firm characteristic; profitability, size, tangibility, and growth which has an influence leverage target to estimate speed of adjustment. For three industries, there is evidence of heterogeneity of speef adjustment. The result showed that speed of adjustment 24% of basic industry, 37.1% of consumer goods, and 27.3% of miscellaneous industry.
Effect of Firm Size, Financial Distress and Debt Level on Hedging Decision on Manufacturing Companies Listed on IDX In 2016-2019 Widyarti, Endang Tri; Witiastuti, Rini Setyo; Triyani, Dian
Management Analysis Journal Vol 10 No 3 (2021): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v10i3.48244

Abstract

Supporting is an activity that can be taken by the company to play down the trade rate chance confronted. The reason of this inquire about is to decide the impact of firm estimate, monetary trouble and obligation level on supporting choices on fabricating companies recorded on IDX in 2016-2019. The sampling method of this study is purposive sampling and obtained 32 samples that meet the criteria of 105 companies that become observation data. Technical analysis used in this study is the analysis of logistic regression. And the testing getting results Firm Size, Financial Distress, Debt Level has no effect on hedging decisions.
Determinan Beta Saham Perusahaan Real Estate dan Property di Bei Jazuli, A Muhamad; Witiastuti, Rini Setyo
Management Analysis Journal Vol 5 No 1 (2016): Management Analysis Journal
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/maj.v5i1.5779

Abstract

This research aim to determine the effect of debt to equity ratio, current ratio, asset growth and return on equity on beta. Population in this research are all real estate and property companies listed in Indonesian Stock Exchange in 2012-2013 as many as 50 companies. The method used is purposive sampling , with 34 companies are selected with 50 samples on annual report are observed. Analysis technique that used here is multiple regression analysis using IBM SPSS Statistics 21. The result shows that debt to equity ratio has a negative non-significant effect, current ratio and return on equity has a positive significant and asset growth has a negative significant on beta. Suggestion for next research are add another fumdamental factors and add company categories.
Co-Authors A Muhamad Jazuli, A Muhamad Achmad, Immam Nur Achmad, Immam Nur Ahmad Zaenuri Airyq, Irnin Miladdyan Andika, Wifaqul Luthfa Andika, Wifaqul Luthfa Angga Pandu Wijaya, Angga Pandu Anindya Ardiansari Arief Yulianto Athoillah Athoillah, Athoillah Chakimatuzzahroh, Chakimatuzzahroh Chakimatuzzahroh, Chakimatuzzahroh Chalimah, Nur Desti Ranihusna Dian Triyani Dina Christina Raharjo, Dina Christina Dwi Cahyaningdyah Endang Tri Widyarti, Endang Tri Fadilah, Iwan Fadilah, Iwan Fafurida Fafurida Fajarwati, Elisa Fatimah, Sari Fitri Kamilia, Nurul Khaerudin . Kris Brantas Abiprayu Kris Brantas Abiprayu, Kris Brantas Lestari, Eta Yuni Maharani, Rr. Annisa Tri Safira Mudrikah, Saringatun Nabila Rifa Hanifah Nugraha, Mahardika Dandy Nury Ariani Wulansari Pangastiti, Nuuferulla Kurniantyas Permanawati, Rahmadani Nur Prihandono, Dorojatun Riski Amaliyah, Riski Robiatun, Bibit Santi Maharani, Santi Satya Budi Nugraha Setyaningrum, Devi Setyaningrum, Devi Siti Barokah, Siti Siti Ridloah Siti Ridloah Vini Wiratno Putri Wicaksari, Erisa Aprilia Widia, Syam Wijaya , Angga Pandu Zuliardi, Kharisma