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A Strategi Optimalisasi Saham - Saham Dengan Pendekatan Metode Indeks Tunggal Pada Perusahaan Tambang yang Terdaftar dalam LQ45 di BEI Periode 2020 – 2022 Sari, Ananta Kumala; Bianca, Sullicyanna Luna; Permata Dinda, Bahiira Albasitha; R. Pandin, Maria Yovita
Bisman (Bisnis dan Manajemen): The Journal of Business and Management Vol. 6 No. 3 (2023): November 2023
Publisher : Program Studi Manajemen, Fakultas Ekonomi, Universitas Islam Majapahit, Jawa Timur, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36815/bisman.v6i3.2958

Abstract

The purpose of this study is to determine the optimization strategy with a single index approach in mining companies included in LQ45. The single index method is a simplified method of the index model developed by Markowitz. This single index method explains the relationship between the return of each individual security and the market index return based on the observation of fluctuations in stock prices in line with the market price index. The research method used is qualitative method by analyzing the numbers or numerical in LQ45 stocks by visiting the official website of the Indonesia Stock Exchange (BEI), Yahoo Finance, and BI and the number of samples used is eight companies using purposive sampling. The results of this study indicate that there are five out of eight companies that have optimal portfolios. The optimal companies are PT Indotambangraya Megah Tbk (ITMG), PT Merdeka Copper Gold Tbk (MDKA), PT Indika Energy Tbk (INDY), PT Aneka Tambang Tbk (ANTM), and PT Adaro Energy Indonesia (ADRO) with an optimal portfolio return of 0.0463 or 4.63% and an optimal portfolio risk of 0.0073 or 0.73%. There are two optimization strategies in optimizing the optimal portfolio using the single index method, namely, active strategies and passive strategies, but these strategies can be selected depending on market conditions at that time.
PENGARUH MANAJEMEN RISIKO SEBAGAI VARIABEL MODERASI KINERJA SOSIAL, GOOD CORPORATE GOVERNANCE, DAN STRUKTUR MODAL TERHADAP KINERJA KEUANGAN PADA PERUSAHAAN PERTAMBANGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2021 – 2023 Bianca, Sullicyanna Luna; Bayangkara, IBK
Jurnal Revenue : Jurnal Ilmiah Akuntansi Vol. 5 No. 2 (2025): Jurnal Revenue : Jurnal Ilmiah Akuntansi
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/rev.v5i2.834

Abstract

This study aims to determine the effect of social performance, good corporate governance, and capital structure on financial performance as well as the effect of risk management as a moderating variable in mining companies listed on the Indonesia Stock Exchange for the period 2021 - 2023. The research method used is descriptive quantitative with the research object of mining companies in the mineral and other metal sub-sectors listed on the Indonesia Stock Exchange in 2021-2023. The type of data used is secondary data in the form of annual reports and sustainability reports obtained from the company's official website and the Indonesia Stock Exchange’s website. A total of 9 companies were sampled in this study. The data obtained was then processed using Smart-PLS 2.0 software. The results of this study indicate that social performance has a negative and significant effect on financial performance, good corporate governance has a negative and insignificant effect on financial performance, capital structure has a negative and insignificant effect on financial performance, moderation of risk management strengthens the effect of social performance on financial performance but is not significant, and overall social performance, good corporate governance, and capital structure have a moderate influence tends to be small on financial performance.