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All Journal IQTISHODUNA Jurnal Ekonomi Modernisasi The Asian Journal of Technology Management (AJTM) JOIV : International Journal on Informatics Visualization Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) Jurnal Studi Komunikasi Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) Jurnal Varian Abdi Dosen : Jurnal Pengabdian Pada Masyarakat Journal of Applied Science, Engineering, Technology, and Education Variansi : Journal of Statistics and Its Application on Teaching and Research Mattawang: Jurnal Pengabdian Masyarakat JINAV: Journal of Information and Visualization Quantitative Economics and Management Studies LOSARI: Jurnal Pengabdian Kepada Masyarakat Jurnal Riset dan Inovasi Pembelajaran Panrannuangku Jurnal Pengabdian Masyarakat EduLine: Journal of Education and Learning Innovation Daengku: Journal of Humanities and Social Sciences Innovation ARRUS Journal of Social Sciences and Humanities ARRUS Journal of Mathematics and Applied Science ARRUS Journal of Engineering and Technology al-fikrah: Jurnal Manajemen Pendidikan Seminar Nasional Pengabdian Kepada Masyarakat VARIANSI: Journal of Statistics and Its Application on Teaching and Research Seminar Nasional Hasil Penelitian LP2M UNM ARRUS Jurnal Pengabdian Kepada Masyarakat
Ahmar, Ansari Saleh
Department Of Statistics, Universitas Negeri Makassar, 90223, Makassar, Indonesia
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Journal : quantitative economics and management studies

 1 
Quality and User Satisfaction of SIMPADU in Business English Study Program of Languages and Literature Faculty of Universitas Negeri Makassar, Indonesia Riny Jefri; Ansari Saleh Ahmar
Quantitative Economics and Management Studies Vol. 4 No. 2 (2023)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems1689

Abstract

This study aims to examine the effect of system quality seen from reliability, ease of use, flexibility and functionality to SIMPADU user satisfaction Universitas Negeri Makassar within Faculty of Languages and Literature in Business English study program active in odd semester 2014/2015. This study also proves that simultaneously or together - Reliability, Ease of use, flexibility, and functionality have significant effect on SIMPADU user satisfaction.
Implementation of Exponential Smoothing in Forecasting the Export Value Price of Oil and Gas in Indonesia Ansari Saleh Ahmar; Abdul Rahman; Sitti Masyitah Meliyana R.; Rusli Rusli; Nachnoer Arss; Alok Kumar Panday
Quantitative Economics and Management Studies Vol. 4 No. 4 (2023)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems1022

Abstract

This study aims to predict the value of oil and gas export prices in Indonesia using exponential smoothing. Exponential smoothing was applied because the data analysis revealed that the data consisted of trends and seasonal components. This study uses secondary data obtained from the website of the Central Bureau of Statistics of the Republic of Indonesia, covering the value of oil and gas exports in Indonesia every month from January 2010 to March 2022. The study obtained the exponential smoothing parameters, including α = 0.5153984, β = 0.06410119, and g = 0.7137603, with a seasonal length of L = 12. The forecast for the next five periods in millions of US$: April 2022 (1111.765), May 2022 (1250.465), June 2022 (1405.016), July 2022 (1447.510), and August 2022 (1452.984).
Forecasting the Export Value of Oil and Gas in Indonesia using Autoregressive Integrated Moving Average (ARIMA) Ansari Saleh Ahmar; Abdul Rahman; Parkhimenko Vladimir Anatolievich; Rusli Rusli; Sitti Masyitah Meliyana R.
Quantitative Economics and Management Studies Vol. 4 No. 5 (2023)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.daengku1040

Abstract

This study aims to utilize the ARIMA method to predict the value of Indonesia's oil and gas exports. As quantitative research, it employs secondary data sourced from the Central Bureau of Statistics of the Republic of Indonesia's website. The data spans January 2010 to March 2022 and are presented on a monthly basis. Through the results and discussion, three ARIMA models were established, namely ARIMA (1,1,0), ARIMA (0,1,1), and ARIMA (1,1,1). Among these models, the ARIMA (0,1,1) model with an AIC value of 2047.65 was found to be the most suitable for forecasting Indonesia's oil and gas exports. The forecasted values for the next five periods were 1254.124 (April 2022), 1309.678 (May 2022), 1289.236 (June 2022), 1296.758 (July 2022), and 1293.990 (August 2022).
The Implementation of Holt-Winters Method to Forecast the Loan Interest Rate of Indonesia Ansari Saleh Ahmar; Abdul Rahman; Mohd. Rizal Mohd. Isa; Rahmat Hidayat
Quantitative Economics and Management Studies Vol. 5 No. 3 (2024)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems2718

Abstract

This study aimed to anticipate the rupiah loan interest rates at commercial banks in Indonesia by employing the Holt-winters method. This study employs data on rupiah loan interest rates from commercial banks in Indonesia. The data comprises a time series element, with monthly intervals spanning from January 2013 to November 2015, which was obtained from the official website of BPS Indonesia. The study demonstrates that the Holt-winters technique yields the most accurate forecasts, as indicated by a Root Mean Square Error (RMSE) of 0.19720630. The parameters alpha, beta, and gamma, set at 0.6, 0.6, and 0.6 respectively, constitute the optimal configuration for this method. These results indicate that the Holt-winters method is an effective tool for capturing seasonality, trends, and patterns in credit interest rate data, making it a reliable choice for future loan interest rate forecasting. The findings of this study are expected to significantly contribute to strategic decision-making in the banking sector, particularly in risk management and loan interest rate strategy determination.
Cross-Sectoral Portfolio Optimization in Emerging Markets: Value at Risk Assessment of Indonesian Consumer and Financial Stocks Ahmar, Ansari Saleh; Wahyuni, Wahyuni; Triutomo, Agung; Rahman, Abdul; Tabash, Mosab
Quantitative Economics and Management Studies Vol. 6 No. 1 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems3861

Abstract

This study examines the comparative risk profiles of single-asset investments versus portfolio strategies using two prominent Indonesian companies: PT. Mayora Indah and PT. Sinar Mas Multiartha. Employing a quantitative approach with Monte Carlo simulation and Value at Risk (VaR) methodology, the research analyzed daily stock returns over a one-year period (January-December 2023). Results reveal that despite similar historical volatility levels between the individual stocks (standard deviations of 2.65% and 2.88%), their correlation coefficient was notably low (0.13), creating significant diversification opportunities. Monte Carlo simulations generated 1,000 potential return scenarios for robust risk assessment, finding that at the 95% confidence level, maximum expected losses on a Rp 100 million investment were Rp 4.78 million for PT. Mayora Indah and Rp 4.58 million for PT. Sinar Mas Multiartha individually. However, a portfolio combining both stocks (60% PT. Mayora Indah, 40% PT. Sinar Mas Multiartha) reduced this potential loss to Rp 2.90 million—representing approximately 37% risk reduction compared to either single-asset investment. This substantial risk mitigation was consistent across all confidence levels (99%, 95%, and 90%). The portfolio also demonstrated improved return characteristics in simulation (0.39% expected return) compared to historical data (0.09%), while maintaining similar risk levels. These findings provide empirical support for the practical value of diversification strategies in the Indonesian equity market, highlighting how even limited diversification across two stocks from different economic sectors can yield substantial improvements in risk-adjusted investment outcomes.
Assessing Investment Risk in the Post-Pandemic Entertainment Industry: A Statistical Analysis of Portfolio Returns and Risk Measures Ahmar, Ansari Saleh; Alsa, Yudhistira Ananda; Alfairus, Muh. Qodri; Rahman, Abdul; Kumar, Rajesh
Quantitative Economics and Management Studies Vol. 6 No. 1 (2025)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems3862

Abstract

This study examines the risk-return profiles of Warner Bros and Walt Disney stocks and analyzes their portfolio optimization potential in the post-pandemic entertainment industry landscape. Using daily stock data obtained from Yahoo Finance, we employ both traditional statistical analysis and Monte Carlo simulation techniques to derive robust estimates of expected returns and risk parameters. Our Value at Risk (VaR) analysis at multiple confidence levels (99%, 95%, and 90%) reveals distinct risk characteristics between the two stocks, with Walt Disney demonstrating more favorable downside protection despite similar historical return patterns. Monte Carlo simulations indicate significantly higher potential returns than suggested by historical data alone, with expected daily returns of 0.803% for Warner Bros and 0.789% for Walt Disney. Portfolio analysis with varying asset allocations demonstrates meaningful diversification benefits despite the substantial correlation (0.657) between the stocks. The optimal portfolio allocation favors a higher weight to Walt Disney (80%) compared to Warner Bros (20%), achieving the highest Sharpe ratio (0.247) and the lowest VaR at 99% confidence (-6.68%). These findings highlight the importance of comprehensive risk assessment tools in portfolio construction, particularly for industries undergoing structural transformation. The study contributes to sector-specific portfolio analysis literature by providing detailed insights into risk-return dynamics of major entertainment stocks in the evolving digital media landscape. For investors seeking entertainment sector exposure, our analysis suggests that a portfolio tilted toward Walt Disney offers the most efficient risk-return profile under current market conditions, though ongoing monitoring remains essential as business models continue to evolve.
Co-Authors - Asmar Abdul Rahman Abdul Rahman Abdussakir Abdussakir Absussakir Abdussakir Achmad Sani Supriyanto Agus Nasir Ahmad Rifad Riadhi Ahmad Talib Aidid, Muhammad Kasim Akbar Iskandar Alfairus, Muh. Qodri Ali Mokhtar Alief Imron Juliodinata Alok Kumar Panday Alsa, Yudhistira Ananda Andika Isma ANDIKA SAPUTRA Anggreni, Afrillia Asfar Asmar Asmar, Asmar Astuti, Niken Probondani Aswi, Aswi Ayu Rahayu Azzajjad, Muhammad Fath Boj del Val, Eva Boj, Eva Botto-Tobar, Miguel Bustan, M Nadjib Cadena, Angela Diaz Dary Mochamad Rifqie Della Fadhilatunisa Dewi Fatmarani Surianto Dewi Satria Ahmar Djawad, Yasser Abd. Dunggio, Anugra S. S. Ersa Karwingsi Eva Boj Faizal Arya Samman Fathahillah Fathahillah H.S, Rahmat Halim, Patmawati Hamzah Upu Hardianti Hafid Hastuty Hastuty Hastuty Hastuty Hastuty Musa Herman Herman Hidayat M., Wahyu Ifriana, Ifriana Ilimu, Edi Irwan Irwan Irwan Irwan Isma Muthahharah Izabi, Muh. Basyar Jamaluddin Jamaluddin Kamaluddin Kamaluddin Kasmudin Mustapa Khadijah Khadijah Khaeruddin Khaeruddin Kusmaladewi, K. Lince, Ranak M. Miftach Fakhri Magfirah Manalu, Yessi Febianti Mansyur Mansyur Marni Marni, Marni Meliyana R, Sitti Masyitah Miguel Botto-Tobar Misriani Suardin Mohd. Rizal Mohd. Isa Muhammad Abdy Muhammad Abdy Muhammad Arif Tiro Muhammad Arif Tiro Muhammad Farhan Muhammad Kasim Aidid Muhammad Kasim Aidid Muhammad Nadjib Bustan Muhammad Nadjib Bustan Muhammad Nusrang Muliadi N. Nurahdawati Nachnoer Arss Nasrul Ihsan Niken Probondani Astuti Novi Afryanthi S. Nur Anisa Nurdin Arsyad, Nurdin Nurhikmawati, Nurhikmawati Parkhimenko Vladimir Anatolievich Patmasari, Andi Poerwanto, Bobby Purnama Ningsih R. Ruliana R. Rusli R. Rusli Raden Mohamad Herdian Bhakti Rahman, Abdul Rahman, Muhammad Fatur Rahmat Hidayat Rahmat Hidayat Rahmat Hidayat Rais, Zulkifli Rajesh Kumar Ramli Umar Riny Jefri Rizal Bakri Robbi Rahim Rosidah Rosidah Rosidah Rosidah Ruliana Ruliana Ruliana, Ruliana Rusli Rusli Rusli Rusli Rusli Rusli Rusli Rusli Rustam, R. Rustam, Sitti Nailah Sahid Salim Al Idrus Salim Al Idrus Salsabila, Nurul Khofifah Sapto Haryoko Shofiyah Al Idrus Singh, Pawan Kumar Siswahyudianto Siti Nurazizah Auliah Sitti Masyitah Meliyana R. Sitti Rahmawati Sobirov, Bobur Sri Hastuti Virgianti Pulukadang Sri Muliani, Sri Sriwahyuni, Andi Ayu Suci Lestari Sutamrin, Sutamrin Suwardi Annas Suwardi Annas Syafruddin Side Tabash, Mosab Tonio, Sarinah Emilia Tri Santoso Triutomo, Agung Utomo, Agung Tri Wahab, Zamil wahyuni wahyuni Yunus, Asmar Zakiyah Mar'ah Zakiyah Mar'ah Zulkifli Rais