Article Per Year (5 Year)
p-Index From 2021 - 2026
1.836
P-Index
This Author published in this journals
All Journal Vegetalika JTSL (Jurnal Tanah dan Sumberdaya Lahan) Plantropica: Journal of Agricultural Science Mimbar Agribisnis: Jurnal Pemikiran Masyarakat Ilmiah Berwawasan Agribisnis Jurnal Media Agribisnis (MeA) JURNAL ILMIAH MIMBAR DEMOKRASI IJECS: Indonesian Journal of Empowerment and Community Services Jurnal Info Sains : Informatika dan Sains Asian Journal of Community Services (AJCS) Maneggio International Journal of Business and Quality Research
Yuliyani, Leny
Unknown Affiliation
Religion Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Public Health Social Sciences Other

Published : 11 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 11 Documents
Search

 1   2 
Analisis Risiko Investasi dengan Simulasi Monte Carlo Pada Saham Kelapa Sawit di Indonesia Yuliyani, Leny; Wulandari, Reny; Kurniawan, Muh. Idham
Jurnal MeA (Media Agribisnis) Vol 11, No 1 (2026): April
Publisher : Universitas Batangahari Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33087/mea.v11i1.407

Abstract

Stock investment offers profit opportunities but also involves risk due to price fluctuations that create uncertainty in returns. This risk is relevant for palm oil sector stocks on the Indonesia Stock Exchange, which are sensitive to global CPO price dynamics, trade policies, exchange rates, and global economic conditions, leading to relatively high volatility. This study aims to measure the potential maximum loss that may occur using Value at Risk (VaR) based on Monte Carlo simulation. VaR measurement is conducted on five issuers (SMAR, LSIP, AALI, ANJT, and SGRO) with 1,000 iterations and confidence levels of 95%, 97.5%, and 99%. The results show that at all confidence levels, LSIP stock consistently has the highest risk, with the largest VaR values of −52.01% at the 95% confidence level, −61.98% at the 97.5% confidence level, and −73.56% at the 99% confidence level, while AALI stock shows the lowest risk with relatively small VaR values of −2.6% at the 95% confidence level, −3.11% at the 97.5% confidence level, and −3.7% at the 99% confidence level. These findings indicate that Monte Carlo VaR can provide an overview of the investment loss boundary and support more rational and measurable investment decision-making in palm oil stocks.
Co-Authors Abdul Hakim Abdul Hakim Abiyuna, Thaufan Alfath, Jusan Zaki Azzahra, Deana Feraya Bakri, Asri Ady Benatar, Gilang Vaza Betty Rofatin Dwi Apriyani, Dwi Dwy Fitria, Anita Eka, Andi Primafira Bumandava Febryani, Noor Fitria, Anita Dwy Gilang Vaza Benatar Hartoyo, Tedi Helbawanti, Octaviana Hendar Nuryaman Heryadi, D. Yadi Indra Permana, Indra Kurniawan, Muh. Idham Mutiarasari, Nurul Risti Nirwanto, Yogi Nurcahya, Intan Oktavia, Revina Pebrianti, Suci Apsari Reny Wulandari, Reny Rustidja, Ery Supriyadi Salam, Rudhiana Sundawa, Rendi Vaza Benatar, Gilang