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Journal : Proceeding International Conference on Information Technology and Business

RISK AND TURNOVER FROM INVESTING IN EQUITY MUTUAL FUND PERFORMANCE Abshor Marantika; Nurfiana Nurfiana
Prosiding International conference on Information Technology and Business (ICITB) 2016: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND BUSINESS (ICITB) 2
Publisher : Proceeding International Conference on Information Technology and Business

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Abstract

Measurement of equity funds committed so far, that was done several previous studies have only done manually, so the process is more vulnerable to errors, the result is a slower, less accurate, less rapidly. The findings of this study with previous differentiate is in the measurement of equity funds used all approaches methods Sharpe, Mayer, Treynor and Jensens  models, and information sharpe ratio, also financial information system applications as media performance measurement system in mutual fund shares. Knowing how to interpret this information correctly will make it easier for investor to make responsible and informed investment recommendations to their investors.Based on the calculation results in mutual and stock, mix and fixed income using the Sharpe model of it, it can be concluded that the fund Batavia Shares Fund Optimal who had the best performance, this is caused because reksdana Batavia equity fund Optimal has a return value of the highest in comparison with other funds. Based on the calculation results in mutual and stock, mix and fixed income using methods Sharpe, Mayer, Treynor and Jensens  models then, it can be concluded that the fund Shares Fund Optimal who had the best performance, this is caused because reksdana Batavia equity fund Optimal has a return value of the highest in comparison with other funds Key Words : Risk, Turnoverr, Mutual Fund Performance
Model Stock Price Valuation Approach Based Company Intrinsic Value In the National Logistics System Development (Sislognas ) Andi Desfiandi; Abshor Marantika
Prosiding International conference on Information Technology and Business (ICITB) 2016: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND BUSINESS (ICITB) 2
Publisher : Proceeding International Conference on Information Technology and Business

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Abstract

Valuation is the process of determining what a reasonable price for a stock value approach used is one of determining the intrinsic value of securities, the value of the securities should be based on facts. The output of this research is Products in the form of design models stock price valuation approach based on intrinsic value. Explanatory research which explains the causal relationship and correlation between variables through hypothesis testing. Explanatory research aims to clarify the relationship between the variables through hypothesis testing based on field data. Sampling with the specified criteria, namely: the company has a market capitalization terbersar, a company listed on the LQ-45 August 2013 - January 2014, the company paid dividends in 2013 and the company does not undertake stock split  The documentation can be done by collecting data by retrieving data from the record, and the corresponding report to the problems examined, which is where the work was related to the object that the stock price valuation. The stage of collecting data in the field by Moleong (2000: 85-103), can be divided into three, namely; pre-court stage, the stage of field work and data analysis stage. Key word: Stock Price, Intrinsic Value
COMPOSITE STOCK PRICE INDEX (IHSG) MACRO FACTOR IN INVESTMENT IN STOCK (EQUITY FUNDS) Andi Desfiandi; Abshor Marantika
Prosiding International conference on Information Technology and Business (ICITB) 2015: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND BUSINESS (ICITB) 1
Publisher : Proceeding International Conference on Information Technology and Business

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Abstract

Investors often find it difficult to valuate andpurchase stocks with good performance that provideoptimum yields. Inadequate information regarding how tomake good investments is one of the main reasons whypeople lose interest to invest in capital market. Thepurpose of this research is to find a stock performancemeasurement model by using accounting and financialmanagement system that is made by using the informationfrom stocks turnover ratio and risk level of stocks. Thisperformance measurement model can be an important toolfor investors to identify the stock performance factor.Therefore, investors can valuate and purchase stocks withoptimum performance and yields.US Dollar (USD)/ Indonesian Rupiah (IDR) ratehas significantly negative influence on IndonesianComposite Price Index (IHSG) movement since adepreciation of IDR discourages investors to invest inIndonesia Stock Exchange (IDX). Therefore, the investorsdivert their investments from stock market to foreignexchange market to arbitrage. Straits Times Index (STI)has significantly positive influence on IHSG sinceSingapore and Indonesia share common investors thatcauses the movement of STI is followed by the movementof IHSG.KEYWORDS: Performance, Mutual Funds, Risk Stock.
PERFORMANCE OPTIMIZATION MODEL OF STOCK MUTUAL FUNDS BASED FINANCIAL INFORMATION SYSTEM Abshor Marantika
Prosiding International conference on Information Technology and Business (ICITB) 2015: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND BUSINESS (ICITB) 1
Publisher : Proceeding International Conference on Information Technology and Business

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Abstract

The lack of public information on how to invest tobe a major cause of the lack of public interest on capitalmarket investment. Besides of that, for the certaininstrument such as mutual funds of society will getdifficulty in judging and choosing the mutual funds whichbe able to give optimal performance and benefit influencesthe slowness of mutual funds development.Result from this research activity is for finding themeasurement of the performance mutual funds stock byusing stage of stock rotation and stage of stock mutual fundwhich is made to be a accounting management informationsystem and financial. With this stock mutual fundperformance measurement model so that can be tool ofimportant information for investor, society about theinvestment will have good potency of financial and themajor elements causeof the performance of that mutualfunds in capital market. Therefore, society can value andchoose mutual fund which be able to give performance andoptimalization in benefit especially in capital market.Explanatory research, this research has the goal to explainthe relationship between the research variable through thehypotheses based on the data, such as: rotation stage andrisk stage concerning the stock of mutual fund performance.Multiple regression analysis will be used to test the effectof two or more independent variables on the dependentvariable . independent variable in this research is rotationstage and risk stage. Meanwhile in independent variable isthe stock mutual fund performance. The research result forthe simulation of measuring stock of mutual funds model,to measure the stock mutual funds performance.KEY WORDS: performance, mutual funds, stock risk.