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All Journal International Journal of Global Operations Research International Journal of Mathematics, Statistics, and Computing
Puspitasari, Laras Dwi
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Mathematics

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Value At Risk (VAR) Analysis using Historical and Monte Carlo Methods in Stock Prices of Bank CIMB Niaga, BSI, BJB, Bank Mega, and Bank Bukopin Helena, Putri Zahra; Puspitasari, Laras Dwi
International Journal of Global Operations Research Vol. 5 No. 3 (2024): International Journal of Global Operations Research (IJGOR), August 2024
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v5i3.320

Abstract

In daily life and business, risk is unavoidable. Therefore, various ways can be applied to predict and overcome risks. One type of risk that needs to be anticipated especially in the business world is investment risk. Thus, Value at Risk (VaR) is an important tool to predict and anticipate investment risk. This study aims to determine the results of the Value at Risk (VaR) value in the bank sub-sector stock price using the historical simulation method and Monte Carlo simulation for the period 2020-2023. The data used is secondary data sourced from www.yahoo.finance.com which are companies whose stocks are listed on the Indonesia Stock Exchange (IDX) and included in the Indonesia Stock Exchange (IDX). Sampling was carried out by taking 5 bank companies, namely Bank Umum Koperasi Indonesia (BBKB), Bank Pembangunan Daerah Jawa Barat dan Banten (BJBR), Bank MEGA (MEGA), Bank Syariah Indonesia (BRIS), dan Bank CIMB Niaga (BNGA). From the results of the Value at Risk (VaR) value analysis using the historical simulation method and the Monte Carlo simulation method, it is obtained that the company that has the highest VaR risk level is Bank Syariah Indonesia (BRIS).
Financial Distress Analysis of Companies Carrying Out Mass Layoffs Throughout 2023 using the Altman Z-Score Method, Springate Method, and Zmijewski Method Puspitasari, Laras Dwi; Syifana, Hani
International Journal of Global Operations Research Vol. 5 No. 4 (2024): International Journal of Global Operations Research (IJGOR), November 2024
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v5i4.338

Abstract

This research aims to estimate the financial condition of four companies that will carry out mass layoffs throughout 2023 using three financial distress prediction methods, namely the Z-Score Altman method, the Springate method and the Zmijewski method. Secondary data was used sourced from the financial reports of each company from 2022 to 2023. The research results showed that financial performance was analyzed using the Z-Score Altman method, the Springate method and the Zmijewski method in four companies, namely PT Net Visi Media Tbk for the period 2022-2023 classified as having the potential to experience bankruptcy, PT GoTo Gojek Tokopedia Tbk for the 2022-2023 period is classified as having a high potential for bankruptcy, PT Bukalapak.com Tbk for the 2022-2023 period is classified as being in good health, and JD.com, Inc. (JD) for the 2022-2023 period is classified as having absolutely no potential for bankruptcy.
Financial Distress Analysis of Companies Carrying Out Mass Layoffs Throughout 2023 using the Altman Z-Score Method, Springate Method, and Zmijewski Method Puspitasari, Laras Dwi; Syifana, Hani
International Journal of Mathematics, Statistics, and Computing Vol. 2 No. 4 (2024): International Journal of Mathematics, Statistics, and Computing
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijmsc.v2i4.147

Abstract

This research aims to estimate the financial condition of four companies that will carry out mass layoffs throughout 2023 using three financial distress prediction methods, namely the Z-Score Altman method, the Springate method and the Zmijewski method. Secondary data was used sourced from the financial reports of each company from 2022 to 2023. The research results showed that financial performance was analyzed using the Z-Score Altman method, the Springate method and the Zmijewski method in four companies, namely PT Net Visi Media Tbk for the period 2022-2023 classified as having the potential to experience bankruptcy, PT GoTo Gojek Tokopedia Tbk for the 2022-2023 period is classified as having a high potential for bankruptcy, PT Bukalapak.com Tbk for the 2022-2023 period is classified as being in good health, and JD.com, Inc. (JD) for the 2022-2023 period is classified as having absolutely no potential for bankruptcy.
Co-Authors Helena, Putri Zahra Syifana, Hani