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All Journal JTAM (Jurnal Teori dan Aplikasi Matematika) ESTIMASI: Journal of Statistics and Its Application
Auditiyah, Cellyn
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Mathematics

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Pengelompokkan Daerah Rawan Demam Berdarah (DBD) di Jawa Timur Menggunakan Metode K-Means Auditiyah, Cellyn
ESTIMASI: Journal of Statistics and Its Application Vol. 5, No. 2, Juli, 2024 : Estimasi
Publisher : Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/ejsa.v5i2.27091

Abstract

Tropical diseases are common in areas with tropical and subtropical climates. As a country with a tropical climate, Indonesia is vulnerable to various tropical diseases. A large number of tropical diseases can occur in the temperate climate zone, differing only in the frequency with which they are affected. Dengue hemorrhagic fever is a tropical disease in Indonesia. DHF occurs as a result of infection with the dengue virus which is transmitted through the bite of the female Aedes aegypti mosquito. The high prevalence of DHF in East Java requires a data collection process to identify areas that are frequently infected with DHF. Therefore, we need a clustering system that can help classify areas that often experience DHF cases. This study aims to find out which districts/cities have the predominant cases of dengue fever. The clustering method used is K-Means clustering. Based on the research conducted, 2 clusters were obtained with a silhouette coefficient  value of 0.76. Cluster 1 covers 36 districts/cities and is an area with a low level of vulnerability to dengue fever, while cluster 2 covers 2 districts/cities and is an area with a high level of vulnerability to dengue fever.
Implementation of Capital Asset Pricing Model in Optimal Portfolio Formation on IDX High Dividend 20 Auditiyah, Cellyn; Farida, Yuniar; Utami, Wika Dianita
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 9, No 1 (2025): January
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v9i1.27799

Abstract

The IDX High Dividend 20 (IDX HIDIV20) is an Indonesian stock index known for its high dividend payouts, appealing to passive income investors. However, annual changes and fluctuating stock prices present challenges, necessitating diversification strategies. This study aims to create an optimal portfolio to balance returns and risks amidst market volatility on the IDX High Dividend 20 stock index. This research uses the Capital Asset Pricing Model (CAPM) method. The CAPM determines the relationship between risk and an asset's expected rate of return, especially shares. This model helps in evaluating whether an asset or investment provides sufficient returns commensurate with its risk. In this study. We used weekly stock price data and composite stock prices from Yahoo Finance and BI interest rates taken from Bank Indonesia from January 2020 to December 2023. The research findings found that there were 6 out of 12 samples forming the optimal portfolio, namely ITMG (28.0%), ADRO (16.6%), BMRI (29.2%), BBNI (13.7%), BBCA (11.8%), and BBRI (0.6%) with a portfolio return of 0.41% and a portfolio risk level of 0.16%. The study emphasizes the importance of diversification for investors, particularly in volatile markets, to manage risks and enhance returns. It also highlights the strategic value of investing in high-dividend stocks for consistent income and portfolio stability, offering practical insights for optimizing investment strategies.
Co-Authors Wika Dianita Utami Yuniar Farida, Yuniar