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Ali Kesuma

Universitas Darwan Ali Sampit Kalimantan Tengah

Author-ID : 4394677

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Analisis Perbedaan Kinerja Keuangan Sebelum dan Sesudah Kenaikan Harga Tiket pada PT. Garuda Indonesia (Persero) TBK Khoir, Miftahul; Kesuma, Ali
Keizai Vol 2, No 1 (2021): Maret
Publisher : Universitas Darwan Ali

This study aims to determine the differences in financial performance before and after the ticket price increase policy at PT. Garuda Indonesia (Persero) Tbk. in 2016-2019. The technique used in sampling is the purposive sample technique. This research was analyzed using the Du Pont System analysis tool. To test the differences in financial performance using Paired Sample T-test. where the test was carried out using the SPSS application program. The results of the study based on the Paired Sample T-test show that the total assets turnover has differences after the ticket price increase, while current ratio, return on assets, return on equity, return on investment, net profit margin, and debt to equity ratio have no difference after a ticket price increase.

Pengaruh Leverage terhadap Return Saham di Bursa Efek Indonesia Periode 2008-2017 dengan Variabel Moderasi Indeks Saham Lq45 Nurhayatunisa, Nurhayatunisa; Kesuma, Ali
Keizai Vol 1, No 1 (2020): Maret
Publisher : Universitas Darwan Ali

The purpose of this research is to determine the effect of leverage on stock returns and to find out whether the LQ45 index moderates the negative influence of leverage on stock returns. The sampling technique is purposive sampling. The sample size is 2210 which consists of 221 companies from all sectors except finance for 10 years from 2008-2017. The estimation of the research model uses panel regression. The results of this study indicate that leverage has a positive effect on stock returns and the effect of leverage on stock returns is no difference between stocks that are within the LQ45 index and those that are not included in the LQ45 stock index.

Akurasi Model Zmijewski dan Grover dalam Memprediksi Financial Distress (Perusahaan Delisting pada BEI Tahun 2009-2018) Maimunah, Maimunah; Kesuma, Ali
Keizai Vol 1, No 2 (2020): September
Publisher : Universitas Darwan Ali

This research focuses on determining the suitable models for predicting financial distress in Indonesia. This research uses the Zmijewski model and the Grover model in predicting companies that have been delisted from Indonesia Stock Exchange. This research calculated the accuracy of each model which is the Zmijewski model and Grover model and then proved by hypothesis testing. The result of this research shows that the Zmijewski model and Grover model are not suitable for delisting companies in Indonesia, and the Grover model is no better than the Zmijewski model.

Co-Authors Khoir, Miftahul Maimunah, Maimunah Nurhayatunisa, Nurhayatunisa Otorima, Mone

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