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ANALYSIS OF OPTIMAL PORTFOLIO AND PORTFOLIO PERFORMANCE PERSISTENCE ON THE IDX30 INDEX USING SINGLE INDEX MODEL Fadlina, Tegar; Mulya, Yudhia; Asmirantho, Edhi; Jatmika, Edi
JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) Vol 10, No 1 (2024): Vol 10, No. 1 (2024)
Publisher : Universitas Pakuan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34203/jimfe.v10i1.8969

Abstract

ABSTRACTThis research aims to analyze the optimal portfolio formation in each semester based on the Single Index Model in companies included in the IDX30 index for the period 2018 – 2022 and analyze the persistence of optimal portfolio performance in companies included in the IDX30 index category on the Indonesia Stock Exchange for the period 2018 – 2022. Population and sample, all stocks of go-public companies listed in the IDX30 Index on the Indonesia Stock Exchange (IDX) for Feb 2018 – Jan 2022. The data analysis method used in this research is a determination of the optimal portfolio with a Single Index Model and stock portfolio performance persistence test to determine whether there is an implication between optimal portfolio performance in the past and optimal portfolio performance in the future (persistence). As measured by the Sharpe method, the results of the persistence test analysis of portfolio performance show that past portfolio performance has no data value dependence (no persistence) with future portfolio performance.ABSTRAKPenelitian ini bertujuan menganalisis formasi portofolio optimal di setiap semester berdasarkan Model Indeks Tunggal pada perusahaan yang masuk ke dalam indeks saham IDX30 Periode 2018 - 2022 dan menganalisis persistensi kinerja portofolio optimal pada perusahaan yang masuk ke dalam kategori indeks saham IDX30 di Bursa Efek Indonesia periode 2018 – 2022. Populasi dan sampel, seluruh saham perusahaan go public yang terdaftar dalam kelompok saham Indeks IDX30 di Bursa Efek Indonesia (BEI) periode Feb 2018 – Jan 2022. Metode analisis data yang digunakan penelitian ini penentuan portofolio optimal dengan Model Indeks Tunggal dan uji persistensi kinerja portofolio saham untuk mengetahui apakah terdapat implikasi antara kinerja portofolio optimal di masa lalu dengan kinerja portofolio optimal di masa depan (Persistensi). Hasil analisis uji persistensi kinerja portofolio saham yang diukur dengan metode Sharpe menunjukan bahwa kinerja portofolio pada masa lalu tidak memiliki ketergantungan nilai data (tidak memiliki persistensi) dengan kinerja portofolio masa depan.
Analysis Of Factors Affecting Community Participation In Waste Bank Hilman, Iman; Jatmika, Edi; Supriyanto, Supriyanto
JHSS (JOURNAL OF HUMANITIES AND SOCIAL STUDIES) Vol 8, No 3 (2024): JHSS (Journal of Humanities and Social Studies)
Publisher : UNIVERSITAS PAKUAN

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33751/jhss.v8i3.11078

Abstract

The objective of this research is to determine the factors that influence community participation in waste banks. This objective was chosen because as a community movement, the sustainability of waste banks is largely determined by the participation of the community as its customers. The research was conducted quantitatively. The data collected is primary data obtained through interviews with respondents who are members of the Macodes waste bank located in Kedung Waringin Village, Tanah Sareal District, Bogor City. There were 30 respondents selected using simple random sampling. Data were analyzed using correlation and regression methods. There are 3 (three) factors that are thought to influence community participation in waste banks, namely understanding about waste, the economic benefits of waste banks, and professional and accountable management. The research results show that professional and accountable management is a factor that influences community participation. The other factors are the initial factors or drivers for the community to join as waste bank customers. The implication of this research is to ensure the sustainability of waste banks through community loyalty towards waste banks by having professional and accountable waste bank management. For this reason, it is necessary to provide guidance to waste bank managers.