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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi International Journal of Business, Economics, and Social Development International Journal of Global Operations Research International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research
Wahid, Alim Jaizul
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Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Languange, Linguistic, Communication & Media Mathematics Physics Social Sciences Transportation Other

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Journal : International Journal of Quantitative Research and Modeling

 1 
The Effect of Double Date Discounts on Sales Levels In E-Commerce Shopee (Case Study on Students of Padjadjaran University in Jatinangor) Wahid, Alim Jaizul; Millantika, Salwa Cendikia; Supriatna, Asep Kuswandi
International Journal of Quantitative Research and Modeling Vol 5, No 4 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i4.835

Abstract

This study aims to analyze the impact of double date sale discounts on sales levels on the Shopee e-commerce platform, focusing on students from Universitas Padjadjaran in Jatinangor, who are primarily from the millennial and Generation Z cohorts. The method used is simple linear regression, linking discount variables to sales. Additionally, the study conducts classical assumption testing to ensure the models validity and sensitivity analysis to assess the effect of parameter changes on the predicted outcomes. The results show that double date sale discounts significantly influence sales, with the double date sale coefficient (eta_1) being highly sensitive to changes. The regression model yields a low MSE, indicating good prediction accuracy. While changes in the intercept (eta_0) also affect the predictions, the impact is smaller compared to changes in the double date sale coefficient.
Portfolio Performance Analysis with Jensen's Alpha Using Single Index Model and CAPM on IDX30 Stocks Wahid, Alim Jaizul; Saputra, Jumadil
International Journal of Quantitative Research and Modeling Vol 6, No 2 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v6i2.1013

Abstract

This study aims to evaluate the formation of an optimal stock portfolio using the Capital Asset Pricing Model (CAPM) and Single Index Model (SIM) approaches, and to assess portfolio performance using Jensen's Alpha generated from stocks included in the IDX30 index during the period April 2024 to March 2025. This study uses a quantitative descriptive approach with a population of 30 IDX30 stocks. The methods applied include calculating stock returns and betas, as well as forming an optimal portfolio using the CAPM and SIM formulas. Portfolio performance is then measured by Jensen's Alpha. The results of the study show that based on CAPM, BRIS.JK and EMTK.JK stocks are worthy of being included in the optimal portfolio because they have a positive expected return and Jensen's Alpha that slightly outperforms the market. EMTK.JK also has a lower risk. Meanwhile, based on SIM, only BBCA.JK is included in the optimal portfolio because it meets the criteria for Excess Return to Beta (ERB) > cut-off rate (C^*), and shows a positive Jensen's Alpha. The conclusion of this study is that both models can identify superior performing stocks for the optimal portfolio in the period.
The Effect of Double Date Discounts on Sales Levels In E-Commerce Shopee (Case Study on Students of Padjadjaran University in Jatinangor) Wahid, Alim Jaizul; Millantika, Salwa Cendikia; Supriatna, Asep Kuswandi
International Journal of Quantitative Research and Modeling Vol. 5 No. 4 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i4.835

Abstract

This study aims to analyze the impact of double date sale discounts on sales levels on the Shopee e-commerce platform, focusing on students from Universitas Padjadjaran in Jatinangor, who are primarily from the millennial and Generation Z cohorts. The method used is simple linear regression, linking discount variables to sales. Additionally, the study conducts classical assumption testing to ensure the models validity and sensitivity analysis to assess the effect of parameter changes on the predicted outcomes. The results show that double date sale discounts significantly influence sales, with the double date sale coefficient (eta_1) being highly sensitive to changes. The regression model yields a low MSE, indicating good prediction accuracy. While changes in the intercept (eta_0) also affect the predictions, the impact is smaller compared to changes in the double date sale coefficient.
Portfolio Performance Analysis with Jensen's Alpha Using Single Index Model and CAPM on IDX30 Stocks Wahid, Alim Jaizul; Saputra, Jumadil
International Journal of Quantitative Research and Modeling Vol. 6 No. 2 (2025)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v6i2.1013

Abstract

This study aims to evaluate the formation of an optimal stock portfolio using the Capital Asset Pricing Model (CAPM) and Single Index Model (SIM) approaches, and to assess portfolio performance using Jensen's Alpha generated from stocks included in the IDX30 index during the period April 2024 to March 2025. This study uses a quantitative descriptive approach with a population of 30 IDX30 stocks. The methods applied include calculating stock returns and betas, as well as forming an optimal portfolio using the CAPM and SIM formulas. Portfolio performance is then measured by Jensen's Alpha. The results of the study show that based on CAPM, BRIS.JK and EMTK.JK stocks are worthy of being included in the optimal portfolio because they have a positive expected return and Jensen's Alpha that slightly outperforms the market. EMTK.JK also has a lower risk. Meanwhile, based on SIM, only BBCA.JK is included in the optimal portfolio because it meets the criteria for Excess Return to Beta (ERB) > cut-off rate (C^*), and shows a positive Jensen's Alpha. The conclusion of this study is that both models can identify superior performing stocks for the optimal portfolio in the period.
Co-Authors Asep Kuswandi Supriatna Azahra, Astrid Sulistya Millantika, Salwa Cendikia Riaman Riaman, Riaman Saefullah, Rifki Saputra, Jumadil Setyawan, Deva Putra Suhaimi, Nurnisaa binti Abdullah Sukono Sukono