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Downside Risk Measurement of Indonesian Financial and Energy Securities: A Value at Risk Perspective Rony, Zahara Tussoleha; Jefri, Riny; Rusmardiana, Ana; Pramono, Susatyo Adhi; Mamadiyarov, Zokir
Journal of Applied Science, Engineering, Technology, and Education Vol. 7 No. 2 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.asci3898

Abstract

This study explores the measurement of downside risk in the Indonesian capital market by applying Value at Risk (VaR) analysis to two representative companies from different economic sectors: PT Asuransi Bina Dana Arta Tbk (ABDA), an insurance firm, and PT ABM Investama Tbk (ABMI), an energy and mining company. Utilizing daily return data from December 2023 to November 2024, we assess both individual and portfolio-level risk profiles through a quantitative framework based on Monte Carlo simulation. Our findings reveal distinct risk-return characteristics between the two stocks. ABDA exhibits a negative average daily return (-0.15%) with relatively low volatility (standard deviation of 1.12%), whereas ABMI shows a positive expected return (0.07%) but higher variability (standard deviation of 2.06%). Interestingly, despite its lower volatility, ABDA records higher VaR values across all confidence levels, indicating greater downside exposure—particularly evident at the 95% confidence level where ABDA's one-day VaR is -2.04%, compared to ABMI’s -1.77%. A cross-sector portfolio consisting of 40% ABDA and 60% ABMI demonstrates meaningful diversification benefits, reducing the standard deviation to 1.02% and improving the VaR to -1.54%. This represents a risk reduction of 24.5% compared to ABDA alone and 13% relative to ABMI alone. For a hypothetical investment of IDR 100 million, these improvements equate to reduced potential daily losses of IDR 508,258 and IDR 233,504 respectively. The results emphasize that strategic cross-sector allocation—even within a simple two-asset portfolio—can significantly enhance risk-adjusted performance in emerging markets like Indonesia. By combining financial and energy assets with differing sensitivities to macroeconomic conditions, investors can better manage downside risk while maintaining exposure to diverse economic drivers. This research provides a practical methodology for risk assessment and portfolio construction, offering valuable insights for asset managers and decision-makers operating in volatile and multi-sector investment environments.
Computational Risk Management for Strategic Investors: An Engineering-Inspired Approach to Portfolio Diversification Hasan, Nonce; Rahim, Robbi; Sapinah, Sapinah; Pramono, Susatyo Adhi; Abroza, Ahmad
Journal of Applied Science, Engineering, Technology, and Education Vol. 7 No. 2 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.asci3904

Abstract

This study presents an engineering-inspired approach to computational risk management, focusing on portfolio diversification strategies for strategic investors. Utilizing Monte Carlo simulation techniques, we assess the Value at Risk (VaR) of two prominent companies in Indonesia’s entertainment sector: MD Pictures Tbk (FILM) and MNC Studios International Tbk (MSIN). Daily return data from January 2022 to December 2022 are analyzed to evaluate both individual and combined risk-return profiles. The results show distinct characteristics between the two stocks, with FILM exhibiting a higher average daily return (0.42%) but greater volatility (standard deviation of 4.01%), compared to MSIN's more moderate return (0.33%) and lower volatility (3.64%). At a 95% confidence level, VaR estimates indicate potential maximum daily losses of 6.12% for FILM and 5.81% for MSIN. When combined into an equally weighted portfolio, significant diversification benefits emerge, reducing portfolio standard deviation to 2.77% and improving the VaR to 4.58%. This represents a risk reduction of 25.2% compared to FILM and 21.2% compared to MSIN. For a hypothetical investment of IDR 100 million, these improvements translate to reduced potential daily losses of IDR 1,540,482 and IDR 1,229,142 respectively. The findings demonstrate that even within a single industry, effective risk management can be achieved through strategic intra-sector diversification when constituent firms differ in business model and operational focus. This research bridges the gap between financial engineering and strategic portfolio management by offering a quantitative, simulation-based framework that supports informed decision-making for risk-conscious investors.
Driving Employee Performance in Agribusiness: The Role of Technology Adoption, Emotional Intelligence, and Digital Competence Mahrani, Sri Wiyati; Nurdiani, Tanti Widia; Pramono, Susatyo Adhi; Aulia, Muhammad Reza; Apramilda, Riesna
Jambura Agribusiness Journal VOLUME 6, ISSUE 1, 2024: JULY-DECEMBER
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37046/jaj.v6i1.33056

Abstract

This research is intended to examine the impact of technology adoption in work processes, emotional intelligence, and digital competence on the performance of the employees in agribusiness companies. Adopting the quantitative strategy with the survey technique, data were obtained from the surveys with the responses of 180 agribusiness employees. Structural Equation Modeling (SEM) with the help of the SmartPLS 4 program has been used as the technique to conduct the analysis. The findings reveal the significant influence of technology adoption in work processes towards employee performance. It also indicates the significant influence of emotional intelligence, which validates the significance of the management of emotions in the face of modern work dynamics. Digital competence is found to be an essential prerequisite in maximizing the efficiency and productivity in work, especially in the application of agricultural information systems and IoT-based technologies. This research offers managerial implications in the form of recommendations to management in the agribusiness to put more emphasis on technology training as well as the soft skill development of employees. The research also enriches the knowledge with the integration of technological as well as psychological orientations existing in the context of agribusiness, which has remained relatively under-theorized empirically.
Analysis Of The Effect Of Perceived Usefulness, Trust And Digital Capability On Technology Adoption In The Learning Process: Penelitian Riyanti, Apriani; Ismunandar, Arif; Pramono, Susatyo Adhi; Hendratni, Tyahya Whisnu; Syafrullah, Haidir; Arsyad, Muhammad
Jurnal Pengabdian Masyarakat dan Riset Pendidikan Vol. 4 No. 1 (2025): Jurnal Pengabdian Masyarakat dan Riset Pendidikan Volume 4 Nomor 1 (Juli 2025 -
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/jerkin.v4i1.2865

Abstract

The research was aimed at understanding how the perception of usefulness, trust, and digital capability affects the level of technology adoption in the learning process in educational institutions. The research utilized a quantitative survey method with 150 purposively selected respondents. The respondents were teachers from five big cities in Indonesia who have been using digital technology in their teaching activities for at least one year. Multiple linear regression was used for data analysis, following the performance of normality, heteroscedasticity, and multicollinearity tests to confirm the feasibility. The findings indicate that the three variables of perceived usefulness, trust, and digital capability not only individually but also as a whole are a major determinant of technology adoption in learning. These findings add to the existing technology acceptance literature in education and have also the potential to be an issue for the school administrators in facilitating the use of technology to the fullest extent. One way of doing this can be through the promotion of technology benefits, the building of trust in the digital systems, and the provision of digital capacity to the teachers and the learners so that technology-assisted learning becomes more efficient and can easily continue.
Optimalisasi Strategi Pengembangan SDM Pendidikan Berbasis Kecerdasan Sosial sebagai Pilar Adaptabilitas Organisasi Pembelajaran di Era Disrupsi Digital Ausat, Abu Muna Almaududi; Sutrisno; Pramono, Susatyo Adhi
Indo-MathEdu Intellectuals Journal Vol. 6 No. 5 (2025): Indo-MathEdu Intellectuals Journal
Publisher : Lembaga Intelektual Muda (LIM) Maluku

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.54373/imeij.v6i5.4006

Abstract

This study aims to examine how social intelligence can be strategically integrated into educational HR development as a foundation for organizational adaptability. Using a qualitative approach with a literature review method and descriptive analysis, data were collected from 50 scholarly articles obtained via Google Scholar and various credible academic websites spanning the years 1990–2025, which were then rigorously filtered down to 31 core articles for analysis. Data analysis was conducted thematically by identifying patterns and key concepts from relevant literature to generate in-depth conclusions. The findings reveal that social intelligence plays a strategic role in enhancing collaboration, psychosocial resilience, and adaptive leadership within educational settings. Theories such as Multiple Intelligences, Emotional and Social Intelligence, and Learning Organization underpin the urgency of integrating social intelligence into HR strategies. Previous studies and practical cases support the assertion that social intelligence-based HR development has a tangible impact on the success of learning organization transformation in the digital era. This study recommends a reformulation of educational HR management policies by positioning social intelligence as a key measurable competence integrated into performance assessment systems, training programs, and the organizational culture of educational institutions.
Analisis Methane Gas Detector dengan Sensor Catalytic dan Sensor Infrared di Maintenance Area II PT Kilang Pertamina Internasional RU IV Cilacap Nuur Darmawan, Isra'; Kholistianingsih; Noor Fatah, Akbar; Yulianto, Priyono; Adhi Pramono, Susatyo
J-Proteksion: Jurnal Kajian Ilmiah dan Teknologi Teknik Mesin Vol. 8 No. 1 (2023): J-Proteksion
Publisher : Universitas Muhammadiyah Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32528/jp.v8i1.726

Abstract

Methane gas detector adalah seperangkat alat instrumentasi yang dapat mendeteksi gas methane di industri lingkungan kerja. Gas methane merupakan rumus kimia CH4, hidrokarbon yang mengandung satu atom karbon (C) dan empat atom hydrogen (H) satuan ukur gas methane adalah % LEL. Gas methane merupakan zat reaktif sehingga mudah meledak jika bereaksi dengan api. Apabila terjadi kebocoran di area kilang dan gas methane tidak terdeteksi akan menimbulkan masalah explosive atau ledakan dan bahaya bagi manusia akan timbul gejala seperti sesak napas karena efek kekurangan oxygen (asphyxia). Adapun beberapa sensor yang digunakan sebagai methane gas detector di maintenance area II yaitu sensor catalytic dan sensor infrared. Ada perbedaan dari Sensor catalytic dan sensor infrared dari segi respon time dan Segi keandalan alat. Respon time dari sensor infrared pada saat menangkap gas yang masuk ke sensor yaitu dengan jumlah nilai waktu rata-rata 1,075 detik. Nilai tersebut lebih cepat dibandingkan dengan sensor catalytic yang membutuhkan yaitu jumlah nilai rata-rata waktu 8,2 detik dan dari segi keandalan alat, sensor infrared lebih tinggi dengan nilai 1, dibandingkan dengan sensor catalytic yang mempunyai keandalan 0,60653. Sensor infrared mempunyai keunggulan mendeteksi gas selain gas metahane seperti prophane, ethane, ethylene dan butane. Keunggulan lain yaitu mampu mengadaptasi dengan temperatur tinggi dibandingkan sensor catalytic dengan temperatur rendah.
Pelatihan Edukasi Peningkatan Kesadaran Sanitasi Lingkungan dalam Menghadapi Peningkatan Pemanasan Global Dunia Suryani Jamin, Fitriah; Sugito, Ery; Adhi Pramono, Susatyo; Aristanto, Aristanto; Immamah, Eka
Jurnal Pengabdian kepada Masyarakat Nusantara Vol. 5 No. 1 (2024): Jurnal Pengabdian kepada Masyarakat Nusantara (JPkMN)
Publisher : Lembaga Dongan Dosen

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55338/jpkmn.v5i1.3010

Abstract

Pengabdian masyarakat ini menyoroti pentingnya sanitasi lingkungan dalam menghadapi pemanasan global serta meningkatkan kesadaran masyarakat akan praktik sanitasi yang baik. Rendahnya kesadaran dalam menjaga lingkungan saat ini masih terus terjadi, masih banyak masyarakat tidak memiliki pengetahuan dalam melastarikan lingkungan serta rendanya juga praktik sanitasi yang berkelanjutan dan ramah lingkungan yang dapat membantu mengurangi dampak negatif terhadap lingkungan dan mengurangi kontribusi terhadap pemanasan global.Tujuan pelaksanaan pengabdian ini agar dapat menumbuhkan kesadaran akan pentingnya keberlanjutan lingkungan dan pentingnya mengurangi jejak karbon individu dan komunitas untuk menjaga keseimbangan ekosistem.Metode penelitian melibatkan program dengan Kelompok Pemuda Pecinta Alam di Kecamatan Krucil, Kabupaten Probolinggo, Jawa Timur, dengan fokus pada menjaga kebersihan sungai dan lingkungan sekitar. Hasil penelitian ini menekankan perlunya edukasi tentang sanitasi yang baik, menyoroti hubungan antara sanitasi dan pemanasan global, serta mengidentifikasi tantangan dalam menerapkan praktik sanitasi yang tepat. Luaran yang didapatka dalam pelaksanaan pengabdian ini mendorong kolaborasi antara berbagai pihak, termasuk pemerintah, lembaga swadaya masyarakat, sektor swasta, dan masyarakat umum, dalam upaya meningkatkan sanitasi lingkungan dan mengurangi dampak pemanasan global.
Selecting the Optimal Location for a New Facility: A PROMETHEE II Analyst Harjanti, Trinugi Wira; Widjaja, Herry Rachmat; Nofirman, N; Sudipa, I Gede Iwan; Pramono, Susatyo Adhi; Rahim, Robbi
International Journal of Artificial Intelligence Research Vol 7, No 1 (2023): June 2023
Publisher : Universitas Dharma Wacana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29099/ijair.v7i1.738

Abstract

This paper presents a case study of location selection for a new facility using the multi-criteria decision making (MCDM) method, PROMETHEE II. The PROMETHEE II method is a widely used method for solving problems that involve multiple criteria and alternatives. The method allows for the ranking of alternatives based on their overall net flow, which is calculated by weighting and comparing the criteria values for each pair of alternatives. The case study evaluated five different locations based on criteria such as access to transportation, availability of skilled labor, and cost of living. The results of the analysis indicate that C1 was ranked as the most attractive location, with the highest scores for all criteria and the highest overall net flow among all alternatives. A sensitivity analysis was performed to ensure that the results were robust and not sensitive to small changes in the weight of the criteria. The results of this study demonstrate the utility and effectiveness of the PROMETHEE II method in practice and provide valuable insights for further research and practical action.
The Role of Perceived Usefulness, Facilitating Conditions and Subjective Norms on Intention to Subscribe Digital On-Demand Streaming Service Netflix Nurdiani, Tanti Widia; Safari, Apay; Kusnadi, Iwan Henri; Riyanti, Anti; Sari, Dina Fahma; Pramono, Susatyo Adhi
Journal of Information System, Technology and Engineering Vol. 3 No. 1 (2025): JISTE
Publisher : Yayasan Gema Bina Nusantara

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.61487/jiste.v3i1.138

Abstract

An important factor in the success of a business is the performance of the promotion and marketing team. Management does everything to attract the attention and interest of potential buyers and also loyal customers. Digitalization and globalization have resulted in a massive number of producers, products and services. This study aims to analyze the influence of the variables perceived usefulness, facilitating conditions and subjective norms on the intention to subscribe to Netflix on-demand streaming service. The researcher conducted descriptive and verification analysis, where the researcher tested the effect of each independent variable on the dependent variable. The results of the analysis show that all independent variables have a positive effect on the dependent variable, namely the intention to subscribe. The researcher suggests that management continue to innovate Netflix services, be it the team's service in the field, good response from customer service and the quality of movies that continues to improve. This aims to create a good perception of the benefits of using Netflix services. The suggestion for the government is to continue to improve digital infrastructure to support the growth of digital-based businesses in Indonesia.
Pengembangan Teknologi TI Untuk Monitoring Dan Mitigasi Bencana Alam Berdasarkan Data Lingkungan Lokasi Desa Binangun Pramono, Susatyo Adhi; Wahyuningsih, Endang Sri; Rustendi, Iwan; Sanggor, Heru Bayuaji; Rachmanudin, Muhammad Edwin
Dedikasi Sains dan Teknologi (DST) Vol. 4 No. 2 (2024): Artikel Riset Nopember 2024
Publisher : Information Technology and Science (ITScience)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47709/dst.v4i2.5041

Abstract

Abstrak: Pengabdian ini bertujuan untuk mengembangkan teknologi informasi (TI) dalam monitoring dan mitigasi bencana alam berbasis data lingkungan di Desa Binangun, Kecamatan Banyumas, Kabupaten Banyumas. Desa ini memiliki potensi kerawanan terhadap bencana alam seperti banjir dan tanah longsor, namun masih terbatas dalam hal pemantauan dan mitigasi. Pendekatan yang digunakan dalam pengabdian ini adalah pelatihan berbasis ceramah dan diskusi yang melibatkan masyarakat untuk meningkatkan pengetahuan mereka tentang jenis-jenis bencana, teknologi peringatan dini, dan pentingnya pemantauan lingkungan secara berkelanjutan. Hasil pengabdian menunjukkan adanya peningkatan pengetahuan masyarakat setelah pelatihan, khususnya dalam pemahaman tentang bencana alam dan pemanfaatan teknologi untuk mitigasi. Selain itu, masyarakat juga menunjukkan peningkatan kesadaran untuk berperan aktif dalam mitigasi bencana menggunakan teknologi. Dengan menggunakan sistem berbasis sensor dan cloud computing, desa ini dapat lebih siap dalam menghadapi potensi bencana, dan mengurangi kerugian yang ditimbulkan. Pengembangan sistem ini diharapkan dapat menjadi model untuk implementasi serupa di desa-desa lain yang memiliki potensi kerawanan bencana yang serupa. Kata Kunci: mitigasi bencana, teknologi infomrasi, pemantauan lingkungan, peringatan dini
Co-Authors Abdul Wahab Abdurohim Abdurohim Abroza, Ahmad Abu Muna Almaududi Ausat Adam Latuconsina Agry Alfiah Agus Purwanto Agustin, Niyar Candra Ahmad Hariyadi Ahmad Komarulzaman Andika Isma Anik Lestariningrum Annisa Risqi Sulistya Kusuma Wardhani Anta Rini Utami Arief, Ilham Arif Ismunandar Aristanto, Aristanto Asep Suryanto Asroful Abidin Atrup Atrup Ausat, Abu Muna Almaududi Azzaakiyyah, Hizbul Khootimah Bambang Ismaya Bambang Purwoko Kusumo Bintoro Basuki , BASUKI BASUKI Basuki Basuki Basuki Basuki Basuki Wisnu Bayu Purbha Sakti Bernadin Maria Noenoek Februati Betania Kartika Muflih Cakranegara, Pandu Adi Chrisna Pudyawardhana Citra Siwi Hanayanti Dadang Muhammad Hasyim Dadi Tri Awan Selalatu Dana Aswadi Dede Abdul Hasyir Dede Haryanto Dewantara, Rizki Diawati, Prety Didik Widiantoro Didit Darmawan Dina Agnesia Sihombing Dina Fahma Sari Dina Mayadiana Suwarma Dita Rachmawati Dody Wahjudi Dominica Maria Ratna Tungga Dewa Dwi Surti Junida EKO SUDARYANTO Endang Sri Wahyuningsih, Endang Sri Endang Surjati Erni Pratiwi Perwitasari Ery Sugito Firman Aziz Firstianty Wahyuhening Fibriany Fitria Khasanah Fitriah S. Jamin Flora Grace Putrianti Frans Sudirjo Gamar Al Haddar Garin Pratiwi Solihati Hafid, Hendra Haidir Syafrullah Hamonangan Kinantan Prabu Hamzah Al Imran Hanifah Nurul Muthmainah Harjanti, Trinugi Wira Harni Eirene Tarru Hasan, Nonce Hendra Hafid Hendy Tannady Heni Novita Sari Herry Rachmat Widjaja Heru Bayuaji Sanggoro Heru Bayuaji Sanggoro HERY PURNOMO Hizbul Khootimah Azzaakiyyah I Gede Iwan Sudipa Ichsan Ichsan Ichsan Ichsan Ichsan Ichsan Imam Jayanto Immamah, Eka Ipah Siti Chuzaipah Irawan Dharma Sukowati Irawan Dharma Sukowati Irwan Moridu Isra' Nuur Darmawan Iwan Henri Kusnadi Iwan Rustendi jaenal mutakim Jenuri Johanes Bonivasius Muda Johanes Bonivasius Muda Junianto, Pilifus Kadeni Kadeni, Kadeni Kamal, Dianta Mustofa Kamaruddin, Ilham Khamaludin, Khamaludin Kholistianingsih Kholistianingsih Kholistianingsih Kraugusteeliana Kraugusteeliana Kusnadi, Iwan Henri La Mema Parandy La Ode Maksar Muhuruna Lenny Nuraeni, Lenny Lestari, Nana Citrawati Loso Judijanto Luckhy Natalia Anastasye Lotte Mahrani, Sri Wiyati Mamadiyarov, Zokir Maya Sari Medina Almunawwaroh Mia Aina Mohzana Muh. Arfah Muh. Hanif Muhammad Ade Kurnia Harahap Muhammad Aqib Shafiq Muhammad Arsyad Muhammad Edwin Rachmanudin Muhammad Edwin Rachmanudin Muhammad Edwin Rachmanudin Muhammad Reza Aulia Muhammad Ridhwan Muhammad Zakaria Munir Tubagus Mustar Rusli Nana Hermana, Asep Nofirman, N Noor Fatah, Akbar Nuralfin Anripa Nurdiani, Tanti Widia Nuur Darmawan, Isra' Oh Zi Jian Perwitasari, Erni Pratiwi Petrus Jacob Pattiasina Pilifus Junianto Priyono Yulianto Priyono Yulianto, Priyono Purwaningrum, Shintawati Dyah Putra, Halim Dwi Rachmanudin, Muhammad Edwin Ratna Nurdiana Ratna Tungga Dewa, Dominica Maria Regina Yoantika Natalie Relly Anjar Vinata Wisnu Saputra Reni Oktaviani Tarru Reni Oktaviani Tarru Restu Auliani Restu Suwondo, Juwita Purnami Revi Sesario Ridlo, M. Ainur Riesna Apramilda Riny Jefri, Riny Riyanti, Anti Riyanti, Apriani Robbi Rahim Rony, Zahara Tussoleha Rusli Yusuf Rusmardiana, Ana Safari, Apay Sanggor, Heru Bayuaji Sapinah Saputra, Nanda Shofwani, Siti Aniqoh Sigit Somadiyono Sigit Somadiyono, Sigit Siminto Siminto Siminto Siminto Siminto, Siminto Slamet Riyadi Suhartono Suhartono Suherlan Suherlan Suherlan Suherlan, Suherlan Sukini Suparni, Sri Suryani Jamin, Fitriah Suryati Suryati Suryati Suryati SUTRISNO Sutrisno Sutrisno Sutrisno, Sutrisno Syamsuri Syamsuri Syamsuri Tarru, Harni Eirene Tirta Mulyadi Tjutjun Setiawan Tobias Duha Tri Endar Susianto Tuti Puspitasari Tyahya Whisnu Hendratni Unggul Sagena Untung Eko Setyasari Wanof, M. Indre Wibowo, Gentur Wahyu Nyipto Yogi Rahman Nugraha Yohanes Wahyu Dwi Yudono Yuliana Yuliana Zuzy Anna  Heru Bayuaji Sanggoro