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All Journal HISTOGRAM: Jurnal Pendidikan Matematika Fraction: Jurnal Teori dan Terapan Matematika
Nurwahidah Nurwahidah
Universitas Islam Negeri Alauddin Makassar
Education Mathematics

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A A Comparative Study of ISAT Stock Price and Transaction Volume Based on Merger Announcement: A Comparative Study of ISAT Stock Price and Transaction Volume Based on Merger Announcement Nurwahidah Nurwahidah; Asriani Hasan
Fraction: Jurnal Teori dan Terapan Matematika Vol. 2 No. 2 (2022): Fraction: Jurnal Teori dan Terapan Matematika
Publisher : Jurusan Matematika, Fakultas Teknik, Universitas Bangka Belitung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33019/fraction.v2i2.32

Abstract

Sejak 4 Januari 2022, PT. Indosat Tbk (Indosat Ooredoo) dan PT. Hutchison 3 Indonesia (Tri Indonesia) resmi melakukan merger. Merger merupakan sebuah strategi dalam bisnis yang menggabungkan dua atau lebih perusahaan dalam rangka peningkatan laba perusahaan. Penelitian ini membahas pengaruh merger PT. Indosat Tbk (Indosat Ooredoo) dan PT. Hutchison 3 Indonesia (Tri Indonesia) terhadap harga dan volume transaksi saham ISAT. Penelitian ini mengidentifikasi keberadaan perubahan harga dan volume transaksi saham ISAT setelah peresmian merger menggunakan metode event study. Data yang digunakan berupa data harga penutupan dan volume transaksi harian saham ISAT. Analisis data dalam penelitian ini dilakukan dalam tiga tahap yakni uji statistika deskriptif, uji normalitas one sample Kolmogorov-Smirnov, dan uji hipotesis Wilcoxon Signed Rank Test. Kesimpulan yang adalah terdapat perbedaan yang sangat signifikan pada data harga saham ISAT sebelum dan setelah merger, akan tetapi harga saham dominan mengalami penurunan. Jika ditinjau dari volume transaksi saham, terdapat perbedaan yang cukup signifikan antara sebelum dan setelah peresmian merger. Volume transaksi saham ISAT lebih banyak mengalami peningkatan setelah peresmian merger.
PERBANDINGAN KINERJA PORTOFOLIO GLOBAL MINIMUM VARIANSI BERDASARKAN EKSISTENSI KENDALA BOBOT ASET POSITIF Nurwahidah Nurwahidah
HISTOGRAM: Jurnal Pendidikan Matematika Vol 7, No 1 (2023): Histogram
Publisher : STKIP Andi Matappa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31100/histogram.v7i1.2554

Abstract

Investors face high risk in stock investing. It is important to use investment strategies that can minimize risk and maximize return. Building a portfolio is a solution to minimize risk in investing. This sudy compares the perfomance of Global Minimum Variance Portfolio (GMV) without positive weight asset constraint and GMV with positive weight asset constraint. The perfomance of each portfolio is measured by sharpe ratio. The portfolio without positive weight asset builds by Markowitz method with traditional approachment, while the portfolio with positive weight asset builds by Markowitz method with quadratic programming approachment.Based on the conducted research, it describes that GMV potfolio with positive asset weight constrain shows a higher value of sharpe index than GMV portfolio without positive asset weight constraint. Thus, the study concludes that the GMV portfolio with positive asset weight constraint has better performance than the GMV portfolio wtihout positive asset weight constraint.
PERBANDINGAN KINERJA PORTOFOLIO GLOBAL MINIMUM VARIANSI BERDASARKAN EKSISTENSI KENDALA BOBOT ASET POSITIF Nurwahidah Nurwahidah
HISTOGRAM: Jurnal Pendidikan Matematika Vol. 7 No. 1 (2023): Histogram
Publisher : STKIP Andi Matappa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31100/histogram.v7i1.2554

Abstract

Investors face high risk in stock investing. It is important to use investment strategies that can minimize risk and maximize return. Building a portfolio is a solution to minimize risk in investing. This sudy compares the perfomance of Global Minimum Variance Portfolio (GMV) without positive weight asset constraint and GMV with positive weight asset constraint. The perfomance of each portfolio is measured by sharpe ratio. The portfolio without positive weight asset builds by Markowitz method with traditional approachment, while the portfolio with positive weight asset builds by Markowitz method with quadratic programming approachment.Based on the conducted research, it describes that GMV potfolio with positive asset weight constrain shows a higher value of sharpe index than GMV portfolio without positive asset weight constraint. Thus, the study concludes that the GMV portfolio with positive asset weight constraint has better performance than the GMV portfolio wtihout positive asset weight constraint.
Co-Authors Asriani Hasan Kurniati, Ratnah