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All Journal HASANUDDIN JOURNAL OF BUSINESS STRATEGY
Fauzi R Rahim
Economics and Business Faculty, Hasanuddin University
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Journal : HASANUDDIN JOURNAL OF BUSINESS STRATEGY

 1 
Optimal Portfolio Analysis Using the Single Index Model Ari Gunawan; Erlina Pakki; Fauzi R Rahim
Hasanuddin Journal of Business Strategy Vol 3 No 3 (2021): Hasanuddin Journal of Business Strategy
Publisher : Magister Management, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26487/hjbs.v3i3.471

Abstract

This study aims to determine the formation of the optimal portfolio using the single-index model and find out whether there are differences between the optimal portfolio and the non-optimal portfolio of stock. Further, it also finds out the percentage of the proportion of funds and the expected returns and risks for each stock making up the optimal portfolio before the Covid-19 period from February 2019 to January 2020 and during the Covid-19 period from February 2020 to January 2021). The study applied a descriptive quantitative approach. Of 45 stocks listed in the LQ45 Index, the study takes as many as 28 stocks as samples, which is then analyzed using Single Index Model. We found that there are three stocks making up the optimal portfolio before the Covid-19 period. Those stocks are Media Nusantara Citra Tbk (MNCN) with the proportion of funds 18.55%, Bank Central Asia Tbk (BBCA) with 69.83%, and Bank Rakyat Indonesia (Persero) Tbk (BBRI) with 11.63%. The expected return of this stock group is 0.023669025 or 2.37% and it's a portfolio risk of 0.000721873 or 0.07%. Meanwhile, during the Covid-19 period, there were four stocks that formed the optimal portfolio, namely Aneka Tambang Tbk (ANTM) shares with the fund proportion of 38.41%, Indah Kiat Pulp & Paper Tbk (INKP) with 27.30%, Bukit Asam Tbk (PTBA) with 25.18%, and United Tractors Tbk (UNTR)with 9.11%. The expected return is 0.078544263 or 7.85% with a portfolio risk of 0.012364093 or 1.24%.
Analysis of Investment Risk and Return Muchdi Alwi; Muhammad Ali; Fauzi R Rahim
Hasanuddin Journal of Business Strategy Vol 4 No 1 (2022): Hasanuddin Journal of Business Strategy
Publisher : Magister Management, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26487/hjbs.v4i1.518

Abstract

This study aims to determine the level of risk and return on shares obtained by PT. Jiwasraya during the 2017-2020 period using the CAPM method. The sample used is purposive sampling based on certain criteria, namely the troubled shares owned PT. Jiwasraya for the 2017-2020 period. The results of this study indicate that 2 of the 24 shares were risky (β > 1) like SIMA shares with beta (1,981777) and PCAR with beta (16,323271), which means this stock is an aggressive stock. There are 23 out of 24 stocks that provide a return below the expected return such as the BNBR stock return, namely (0) with an expected return (0,00387) which means that the return obtained by PT. Jiwasraya is not as expected.
The Effect Stock Split on Abnormal Return and Stock Trading Volume Andi Agung Adiguna; Syamsu Alam; Fauzi R Rahim
Hasanuddin Journal of Business Strategy Vol 4 No 2 (2022): Hasanuddin Journal of Business Strategy
Publisher : Magister Management, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26487/hjbs.v4i2.528

Abstract

The purpose of this study is to examine and analyze the effect of stock split on abnormal return and stock trading volume in manufacturing sector companies listed on the Indonesia Stock Exchange. This type of research uses quantitative descriptive analysis. The population in this study was 40 companies registered in Manufacturing. Sampling in this study used the purposive sampling method in which the sample was taken with certain criteria to have a representative sample. Based on the results of statistical tests, it was found that the announcement of a stock split has no significant effect on abnormal returns so a positive abnormal return indicates that the stock split provides good news for investors, but a negative abnormal return indicates a stock split is a bad news so that it will affect on investor confidence to invest. While the results of the subsequent statistical tests showed that there is a significant difference between the average trading volume activity before and after the stock split announcement.
Co-Authors Andi Agung Adiguna Ari Gunawan Erlina Pakki Muchdi Alwi Muhammad Ali Syamsu Alam