Articles
<![CDATA[Analisis Pembentukan Portofolio Optimal dengan Menggunakan Model Markowitz untuk Saham LQ 45 Periode 2008-2012 ]]>
<![CDATA[Chandra, Liliana]]>;
<![CDATA[Hapsari, Yudith Dyah]]>
<![CDATA[ Jurnal Manajemen Vol 11, No 1 (2014): Jurnal Manajemen ]]>
Publisher : <![CDATA[Jurnal Manajemen ]]>
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<![CDATA[The shares which are included in the LQ45 list attract investors., Make a portfolio diversification is necessary to minimize unsystematic risk. In this paper the authors wanted to construct an optimal portfolio in accordance with the theory of Markowitz.The data are taken from the yahoo.finance monthly data for stocks that are respectively included in LQ45 consistently in the period 2008 to 2012.. In establishing the optimal portfolio, the author uses the Linear Solver Microsoft Programming in Excel.Program. To determine the optimal portfolio, 17 shares which consistent listed in LQ45 in the period 2008 to 2012quired.. The Author formed 14 portfolios from the 14 stocks which have  positive return. Portfolio  Ewhich has the highest risk adjusted return (RAR) is selected]]>
<![CDATA[PENGGUNAAN METODE TRESHOLD GARCH DALAM MEMPREDIKSI HARGA SAHAM PT. GUDANG GARAM, Tbk. ]]>
<![CDATA[Winata, Henry]]>;
<![CDATA[Hapsari, Yudith Dyah]]>
<![CDATA[ Optimum: Jurnal Ekonomi dan Pembangunan Vol 7, No 1 (2017) ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Ahmad Dahlan ]]>
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DOI: 10.12928/optimum.v7i1.7893
<![CDATA[The cigarette industry in Indonesia continues to advance and evolve, it is supported by high demand by the public. PT. Gudang Garam, Tbk. is one of the companies that are already publicly traded in IDX (Indonesia Stock Exchange). The cigarette companyâs stock price tends to go up and make the tobacco companies have good potential in investing. This study uses time series analysis to forecast the stock price of PT. Gudang Garam, Tbk. Historical data is obtained from the stock price www. ï¬ nanceyahoo.com published by the Jakarta Stock Exchange. The results of this study indicate that the daily stock price data of PT. Gudang Garam, Tbk. during the period of 2010-2015 is the data that is contained heteroscedasticity and asymmetric shocks, so that we need the necessary variation model of ARCH / GARCH, Threshold GARCH (TGARCH) to produce accurate forecasting results. Results forecasting models indicate that the model TGARCH (1.1) is quite accurate in forecasting with a mean absolute percentage error of 4%.]]>
<![CDATA[THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 ]]>
<![CDATA[Prawirosaputro, Bima]]>;
<![CDATA[Hapsari, Yudith Dyah]]>
<![CDATA[ Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya ]]>
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DOI: 10.25170/jm.v14i2.784
<![CDATA[This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.]]>
<![CDATA[ANALISIS PEMBENTUKAN PORTOFO OPTIMAL DENGAN MENGGUNAKAN MODEL MARKOWITZ UNTUK SAHAM LQ 45 PERIODE 2008‐‐2012 ]]>
<![CDATA[Chandra, Liliana]]>;
<![CDATA[Hapsari, Yudith Dyah]]>
<![CDATA[ Jurnal Manajemen Vol 11 No 1 (2014): Jurnal Manajemen ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya ]]>
Show Abstract
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Download Original
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<![CDATA[The shares which are included in the LQ45 list attract investors., Make a portfolio diversification is necessary to minimize unsystematic risk. In this paper the authors wanted to construct an optimal portfolio in accordance with the theory of Markowitz.
The data are taken from the yahoo.finance monthly data for stocks that are respectively included in LQ45 consistently in the period 2008 to 2012.. In establishing the optimal portfolio, the author uses the Linear Solver Microsoft Programming in Excel.Program.
To determine the optimal portfolio, 17 shares which consistent listed in LQ45 in the period 2008 to 2012quired.. The Author formed 14 portfolios from the 14 stocks which have positive return. Portfolio Ewhich has the highest risk adjusted return (RAR) is selected as the optimal portfolio.]]>
<![CDATA[Analisa peramalan penjualan produk retailer pada pt.abc menggunakan laporan penjualan 2018 dan 2019 ]]>
<![CDATA[Hermawan, Francisca]]>;
<![CDATA[Stephani, Set Diana]]>;
<![CDATA[Hapsari, Yudith Dyah]]>
<![CDATA[ JURNAL MANAJEMEN Vol 13, No 1 (2021) ]]>
Publisher : <![CDATA[Faculty of Economics and Business Mulawarman University ]]>
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DOI: 10.29264/jmmn.v13i1.8454
<![CDATA[Tujuan penulis melakukan penelitian pada bisnis UMKM PT ABC untuk mengetahui tingkat penjualan produk isi tabung gas dan air mineral kemasan gallon tahun 2018 dan 2019, dan ramalan penjualan tahun 2020 dan 2021 dengan metode Regresi Linier Sederhana. Data yang digunakan data sekunder yaitu data penjualan 2018 dan 2019 sedangkan data lain diperoleh dari studi pustaka dari buku-buku, website, jurnal internasional/nasional. Teknik analisis data dilakukan secara deskriptif dan kuantitatif. Hasil penelitian menunjukkan bahwa target penjualan PT. ABC sudah berhasil karena dapat menjual diatas target yang telah ditentukan perbulan yaitu sebesar 10.000 pcs kemasan gallon, gas 3 kg sebanyak 5.000 dan gas 12kg sebanyak 500. Selama 2 tahun periode penelitian yang dilaksanakan, perusahaan tidak memiliki peningkatan ataupun penurunan target penjualan. Penelitian ini mencangkup 2 tahun laporan penjualan dengan mencangkup 12 bulan pertahun sehingga total bulan yang digunakan ialah 24 bulan. Data tahun yang digunakan ialah tahun 2018 sampai tahun 2019.]]>
<![CDATA[ANALISIS PENGARUH PROFITABILITAS DAN INVESTASI ASET TETAP TERHADAP NILAI PERUSAHAAN MANUFAKTUR (SUB-SEKTOR KONSUMSI) YANG TERDAFTAR DI BURSA EFEK INDONESIA PADA TAHUN 2015-2017 ]]>
<![CDATA[Axel Nastalim]]>;
<![CDATA[Yudith Dyah Hapsari]]>
<![CDATA[ Jurnal Akuntansi dan Perpajakan Jayakarta Vol 2 No 1 (2020): Vol. 02 No. 01 Juli 2020 ]]>
Publisher : <![CDATA[Sekolah Tinggi Ilmu Ekonomi Jayakarta ]]>
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DOI: 10.53825/japjayakarta.v2i1.46
<![CDATA[Tujuan dari penelitian ini adalah untuk mengetahui pengaruh profitabilitas dan investasi aset tetap terhadap nilai perusahaan. Objek penelitian ini adalah perusahaan manufaktur terdaftar di Bursa Efek Indonesia sub-sektor konsumsi pada tahun 2015-2017. Dari 39 perusahaan yang terdaftar, hanya 18 yang memenuhi syarat; perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia pada tahun 2015-2017 dan laporan keuangannya telah diaudit oleh auditor independen, perusahaan telah menerbitkan laporan tahunannya, dimana laporan tahunan tersebut dipublikasikan melalui situs resmi Bursa Efek Indonesia atau situs resmi masing-masing perusahaan, perusahaan telah melakukan penawaran saham perdana (Initial Public Offering / IPO) sebelum tahun 2015, perusahaan menyajikan laporan keuangan dan laporan tahunannya dalam mata uang rupiah (Rp), laporan keuangan dan laporan tahunan perusahaan manufaktur menyediakan data terkait variabel-variabel yang digunakan dalam penelitian. Hasil analisis diketahui bahwa variabel profitabilitas berpengaruh positif dan signifikan terhadap nilai perusahaan, sedangkan variabel investasi aset tetap berpengaruh positif namun tidak signifikan terhadap nilai perusahaan.]]>
<![CDATA[THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 ]]>
<![CDATA[Bima Prawirosaputro]]>;
<![CDATA[Yudith Dyah Hapsari]]>
<![CDATA[ Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya ]]>
Show Abstract
|
Download Original
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Original Source
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Check in Google Scholar
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Full PDF (236.814 KB)
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DOI: 10.25170/jm.v14i2.784
<![CDATA[This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.]]>
<![CDATA[ANALISIS PEMBENTUKAN PORTOFO OPTIMAL DENGAN MENGGUNAKAN MODEL MARKOWITZ UNTUK SAHAM LQ 45 PERIODE 2008‐‐2012 ]]>
<![CDATA[Liliana Chandra]]>;
<![CDATA[Yudith Dyah Hapsari]]>
<![CDATA[ Jurnal Manajemen Vol 11 No 1 (2014): Jurnal Manajemen ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya ]]>
Show Abstract
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Download Original
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Original Source
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Check in Google Scholar
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Full PDF (1009.334 KB)
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DOI: 10.25170/jm.v11i1.832
<![CDATA[The shares which are included in the LQ45 list attract investors., Make a portfolio diversification is necessary to minimize unsystematic risk. In this paper the authors wanted to construct an optimal portfolio in accordance with the theory of Markowitz. The data are taken from the yahoo.finance monthly data for stocks that are respectively included in LQ45 consistently in the period 2008 to 2012.. In establishing the optimal portfolio, the author uses the Linear Solver Microsoft Programming in Excel.Program. To determine the optimal portfolio, 17 shares which consistent listed in LQ45 in the period 2008 to 2012quired.. The Author formed 14 portfolios from the 14 stocks which have positive return. Portfolio Ewhich has the highest risk adjusted return (RAR) is selected as the optimal portfolio.]]>
<![CDATA[PENGGUNAAN METODE TRESHOLD GARCH DALAM MEMPREDIKSI HARGA SAHAM PT. GUDANG GARAM, Tbk. ]]>
<![CDATA[Henry Winata]]>;
<![CDATA[Yudith Dyah Hapsari]]>
<![CDATA[ Optimum: Jurnal Ekonomi dan Pembangunan Vol 7, No 1 (2017) ]]>
Publisher : <![CDATA[Universitas Ahmad Dahlan ]]>
Show Abstract
|
Download Original
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Original Source
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Full PDF (310.843 KB)
|
DOI: 10.12928/optimum.v7i1.7893
<![CDATA[The cigarette industry in Indonesia continues to advance and evolve, it is supported by high demand by the public. PT. Gudang Garam, Tbk. is one of the companies that are already publicly traded in IDX (Indonesia Stock Exchange). The cigarette company’s stock price tends to go up and make the tobacco companies have good potential in investing. This study uses time series analysis to forecast the stock price of PT. Gudang Garam, Tbk. Historical data is obtained from the stock price www. ï¬ nanceyahoo.com published by the Jakarta Stock Exchange. The results of this study indicate that the daily stock price data of PT. Gudang Garam, Tbk. during the period of 2010-2015 is the data that is contained heteroscedasticity and asymmetric shocks, so that we need the necessary variation model of ARCH / GARCH, Threshold GARCH (TGARCH) to produce accurate forecasting results. Results forecasting models indicate that the model TGARCH (1.1) is quite accurate in forecasting with a mean absolute percentage error of 4%.]]>
<![CDATA[THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 ]]>
<![CDATA[Bima Prawirosaputro]]>;
<![CDATA[Yudith Dyah Hapsari]]>
<![CDATA[ Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen ]]>
Publisher : <![CDATA[Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya ]]>
Show Abstract
|
Download Original
|
Original Source
|
Check in Google Scholar
|
Full PDF (236.814 KB)
|
DOI: 10.25170/jm.v14i2.784
<![CDATA[This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.]]>
