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All Journal EKONOBIS (JURNAL EKONOMI DAN BISNIS) JSEH (Jurnal Sosial Ekonomi dan Humaniora) SELAPARANG: Jurnal Pengabdian Masyarakat Berkemajuan Distribusi JMM UNRAM (Jurnal Magister Manajemen Universitas Mataram) JISIP: Jurnal Ilmu Sosial dan Pendidikan Jurnal Kompetitif : Media Informasi Ekonomi Pembangunan, Manajemen dan Akuntansi Jurnal Gema Ngabdi Valid Jurnal Ilmiah Jurnal Abdi Insani Jurnal Ilmiah Sangkareang Mataram Prosiding Konferensi Nasional PKM-CSR Jurnal Bakti Nusa Jurnal Karya Pengabdian Teknik Mesin Jurnal Pendidikan dan Pengabdian Masyarakat Jurnal Ilmiah Akuntansi dan Keuangan Sasambo: Jurnal Abdimas (Journal of Community Service)
Baiq Nurul Suryawati
The University Of Mataram
Agriculture, Biological Sciences & Forestry Arts Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Medicine & Pharmacology Nursing Public Health Social Sciences Other

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Journal : Distribusi

 1 
ANALISIS VARIANS MULTIVARIAT TERHADAP RETURN DAN RISIKO PORTOFOLIO YANG DITENTUKAN DENGAN ELTON GRUEBER PADBERG MODEL PADA EMPAT KELOMPOK INDEKS (LQ 45, SRI-KEHATI, JII, DAN ISSI) Baiq Nurul Suryawati
Distribusi - Journal of Management and Business Vol. 4 No. 1 (2016): Distribusi, Maret 2016
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v4i1.6

Abstract

AbstractThis research emphasizes the difference between risk and return on four group of index, which are LQ 45, SRI KEHATI, JII and ISSI. Test of significance conduct by doing Analysis of Varians Multivariate. The Analysis of Varians Multivariate results more accurate than repeatedly t-test among group. EGP Model mostly explained as Single Index Model in various textbook. Thus, Single Index Model only clarified influence of a Single Market Index for Individual Index, EGP Model use Reward to Volatility (RVOL) for measuring excess return to systematic risk.  The results shows that after 15 years from sharia index introduce in Indonesian Stock Exchange, it shows significant difference between sharia index and conventional stock market. However, LQ 45 shows it persistence as high return high risk index consistently. The Analysis VariansMultivariate also shows SRI KEHATI, as an ethic businesses representative in Indonesian Stock Exchange as a weaker index. SRI KEHATI shows that various group portfolio form by EGP Model could not exceed JII performance. Therefore, it concludes that indexes provide by capital market to facilitise the preference of investor whereas,it is tremendously various. To invest in stock market, investor need to clarify their wants and needs. Whether their wants is to gain more return or to accommodate their risk, and their preferrence to invest in various kind of business or  certain business such as business based on ethic or faith.Keywords: Analysis of Varians Multivariate; Risk and Return; EGP Model; Indexes; LQ 45; Sri-Kehati; Jakarta Islamic Index (JII); and Indeks Saham Syariah Indonesia (ISSI)
KINERJA PORTOFOLIO OPTIMAL PADA SAHAM BERBAGAI INDEKS DENGAN KALKULASI RASIO SORTINO, MODIGLIANI SQUARE, DAN ROY’S SAFETY FIRST Baiq Nurul Suryawati; Laila Wardani; Sulaeman Sarmo; Iwan Kusmayadi
Distribusi - Journal of Management and Business Vol. 6 No. 1 (2018): Distribusi, Maret 2018
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v6i1.17

Abstract

The main purpose of this research is evaluating portfolio performance of variousindexes that comprises constituent index in Indonesia Stock Exchange. The performance of evaluation calculatesbasedon Sortino,Modigliani Square and Roy Safety First ratio. Hence, the difference between its portfolios performances will shows the significance of each market’s differentite. The indexesare LQ 45, Jakarta Islamic Index (JII), Indeks Saham Syariah Indonesia, and BISNIS 27. The result shows that there is significance different between the share markets whereas the investment pattern of portfolio will represents investor’s desired return. However, as the measurementrealize on adjusting return and risk, thus, it will necessary to enhance investor’s with more pragmatic method such as share price volatility to persuade more investment. Share price volatility, furthermore, will give more precise information about how return created to profit investors.
ANALISIS VOLATILITAS HARGA SAHAM TERKATEGORI INDEKS KONSTITUEN DI BURSA EFEK INDONESIA DENGAN PENGGUNAAN SIMULASI MONTE CARLO Baiq Nurul Suryawati; Laila Wardani; Sulaiman Sarmo
Distribusi - Journal of Management and Business Vol. 7 No. 1 (2019): Distribusi - Maret 2019
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v7i1.54

Abstract

Selama ini volatilitas digunakan untuk mengukur derajat kepekaan dari adanya fluktuasi data runtun waktu, hal ini memberi implikasi bahwa penggunaan volatilitas memberikan gambaran akan adanya risiko. Selanjutnya, salah satu teknik yang dapat mengakomodasi kondisi ini adalah Monte Carlo Simulation (MCS) atau Simulasi Monte Carlo. Metode pengukuran volatilitas dengan menggunakan teknik statistik dengan menggunakan angka pembangkit acak. Penggunaan Simulasi Monte Carlo untuk menganalisis volatilitas selanjutnya dilakukan agar risiko dapat diukur dengan lebih akurat berdasarkan pembangkit nilai acak yang dihasilkan oleh pengulangan sebanyak 1000 iteration, yang didesain untuk menggambarkan volatilitas dari suatu aset tertentu.
ANALISIS RISIKO PORTOFOLIO DENGAN MENGGUNAKAN METODE SIMULASI MONTE CARLO (STUDI PADA PERUSAHAAN YANG TERDAFTAR INDEKS LQ45 DI BURSA EFEK INDONESIA PERIODE 2015-2018) Indria Astuti; Burhanudin Burhanudin; Baiq Nurul Suryawati
Distribusi - Journal of Management and Business Vol. 8 No. 1 (2020): Distribusi, March 2020
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v8i1.91

Abstract

In this paper a discussion on portfolio risk analysis will be conductedmethod Monte Carlo Simulation usingusing calculation of Value at Risk (VaR) as the maximum estimate of losses in the portfolio. The use of Monte Carlo Simulation to analyze portfolio risk is done so that risk can be measured more accurately based on random value generator generated by repetition of 1000 iterations, which are designed to describe the risk of a particular asset. A portfolio is a combination of two or more individual shares. In calculating portfolio risk analysis, what needs to be done first is portfolio formation first. The formation of portfolios in this study uses themethod Single Index Model. The data used in this study are stock data for the LQ45 index for the period of 2015 to 2018. The selection of shares in the LQ45 category is because the liquidity of stocks classified as LQ45 is very liquid and many interested in the stock market. Based on the results of calculations, it shows that stocks that make up an optimal portfolio include in the first semester there are 4 stocks, namely: GGRM, BMTR, SILO, ASRI. In semester 2 there is 1 share that forms the optimal portfolio, namely ITMG shares. In semester 3 there are 4 shares, namely: JSMR, GGRM, SCMA, and TBIG. In semester 4 there are 7 shares, namely: INTP, MPPA, WIKA, PGAS, PWON, PTPP and AALI. In semester 5 there are 9 stocks, namely: ELSA, LPKR, PPRO, AALI, PTPP, ASRI, ADRO, AKRA and ANTM. In semester 6 there are 2 shares, namely SSMS and AALI. In the 7th semester there were 7 stocks, namely: SRIL, BSDE, TLKM, BRPT, SSMS, TPIA, and LPPF. In the 8th semester there were 6 stocks, namely: SMRA, ANTM, PTPP, TLKM, SMGR, and SRIL. Then the LQ45 stock portfolio VaR value is obtained at 0.04534961, which means that the loss to be suffered by investors will not exceed Rp. 45,349,610 if the initial investment is Rp. 1,000,000,000.
KOMPETENSI DOSEN, GAMBARAN UMUM ALUMNI DAN PERKEMBANGANNYA Zainal Abidin; Alamsyah Alamsyah; Baiq Nurul Suryawati
Distribusi - Journal of Management and Business Vol. 8 No. 2 (2020): Distribusi, September 2020
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v8i2.105

Abstract

This study aims to determine the development of competence in management department lecturers, the long waiting period for graduates of 2017 alumni in entering the workforce, the suitability of 2017 alumni's educational background with current occupations, the ability to create their own jobs or just waiting and looking for work, graduate competencies in his work, and contributions from the Management Department of Economics and Business Faculty in shaping the competencies of the graduates. The results of the study are the competencies of the Faculty of Management FEB Lecturers in terms of three aspects: 1) The percentage of lecturers who received certification allowances,  FEB lecturers majoring in management as many 96.67%had received lecturer certification, the remaining 3, 33% have not yet received lecturer certification, this means that most have qualified as competent lecturers. 2) In terms of the work behavior of Management FEB lecturers, 95.08 percent behaved very well, and the rest behaved well. 3) a kind Functional Position of Management Department Lecturer.  1 person in Professor, 19 people on Associate Professor, 32 people Position of Lector, and Position of Assistant 9 people. Level of Education FEB lecturers has fulfilled the existing provisions, with the condition that 38.33% have master degree, the remaining 61.67%, 34 people have master degree. For the waiting period of FEB Management alumni in entering the workforce and got jobs before graduating, 23.46% with an average waiting period, 5.8 months before graduating, while 76.54% got jobs after graduation with an average waiting period of 4.58 months. In addition, as many as 19.8% of respondents stated that between their educational background and the first occupation that were occupied very closely, 30.9% stated closely, 21% stated quite closely, 9.9 percent stated less closely, and the remaining 4.9 percent stated not at all.
PENILAIAN KINERJA PORTOFOLIO BERDASARKAN KALKULASI IMBAL HASIL DENGAN METODE TIME WEIGHTED RETURN (TWR) DAN DOLLAR WEIGHTED RETURN (DWR) PADA KELOMPOK INDEKS TEMATIK Baiq Nurul Suryawati; Zainal Abidin; Muttaqillah Muttaqillah
Distribusi - Journal of Management and Business Vol. 10 No. 1 (2022): Distribusi, Maret 2022
Publisher : Fakultas Ekonomi dan Bisnis Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/distribusi.v10i1.210

Abstract

Penelitian ini ditujukan untuk menilai kinerja portofolio dengan menggunakan dua metode, yaitu metode time weighted return dan dollar weighted return. Portofolio dibentuk pada indeks BUMN 20 yang menunjukkan indikasi dapat diperolehnya imbal hasil yang maksimum, Metode penelitian ini dilakukan dengan membentuk portofolio berdasarkan data factsheet IDX BUMN 20, dari 10 konstituen yang masuk dalam IDX BUMN 20. Selanjutnya kalkulasi TWR dilakukan menggunakan rata-rata arithmatic dan kalkulasi DWR menggunakan formulasi XIRR pada ms. excel. Alat analisis yang digunakan untuk menguji signifikansi perbedaan kalkulasi kinerja adalah independent t-test yang dijalankan dengan menggunakan Minitab 14. Adapun hasil dari penelitian ini menunjukkan bahwa kinerja portofolio dengan menggunakan kalkulasi TWR nampak lebih tinggi dibanding dengan kalkulasi DWR. Kalkulasi TWR mengabaikan kemungkinan penambahan dana pada investasi, berbeda dengan kalkulasi DWR yang menghitung kemungkinan adanya penambahan investasi kembali. TWR didasarkan pada asumsi  buy and hold saja. Oleh karena itu, mengacu pada hasil uji tersebut dapat disarankan bahwa investasi yang sebaiknya dilakukan oleh investor adalah mengikuti mekanisme buy and hold walaupun demikian penelitian ini mengabaikan faktor lain seperti preferensi investor dalam berinvestasi, sehingga dapat menjadi pengembangan untuk penelitian selanjutnya.
Co-Authors Abdurrahman Abdurrahman Ainin Amini Akung Daeng Alamsyah Alamsyah Burhanuddin Burhanuddin Burhanudin Burhanudin Desi Puspitasari Desi Puspitasari Dwi Putra Buana Sakti Eka Okta Nurhasanah Hasdinar Firda I Dewa Gde Bisma I Nyoman Nugraha Ardana Putra Indria Astuti Iwan Kusmayadi Iwan Kusmayadi Iwan Kusmayadi Iwan Kusumayadi Johriah Rizky Eka Laila Wardani Laila Wardani Lalu Unsunnidhal Lalu Unsunnidhal Mutaqillah Mutaqillah Muttaqillah Muttaqillah Ni Ketut Surasni Nur Afisa Nurmayanti, Siti Parida, Parida Santy Nururly Siti Aisyah Hidayati Sulaeman Sulaeman Sarmo Sulaeman Sarmo Sulaeman Sarmo Sulaiman Sarmo Syamsul Arifin Wardani, Laila Zainal Abidin