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Prasetyo, Alvin
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Economics, Econometrics & Finance Social Sciences

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Comparison of Volatility of Jakarta Islamic Index with LQ45 Stock in Indonesia Prasetyo, Alvin; Vibriyanto, Norita; Wulandari, Rini
Jurnal Manajemen dan Organisasi Vol. 15 No. 3 (2024): Jurnal Manajemen dan Organisasi
Publisher : IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jmo.v15i3.56464

Abstract

This research aims to compare and analyze the volatility of Jakarta Islamic Index shares and LQ45 shares. The methods used are ARMA and ARCH-GARCH. The data used is time series data with the daily period 2020-2024. The unit root test results show that the Jakarta Islamic Index with LQ45 shares is stationary at level or I(0), then the lag for autoregressive is 1, and the lag for moving average is 3. Therefore, the model formed is ARMA. The estimation results show that the volatility of LQ45 shares is higher than that of the Jakarta Islamic Index shares. This means that the LQ45 share price experienced large and rapid fluctuations in a relatively short period compared to the Jakarta Islamic Index share price. This condition is often exploited by short-term traders to gain profits. The contribution of this research is to provide empirical results related to the volatility of conventional shares and sharia shares, so that it can be seen which shares have high risk. The policy recommendation given is that investors must be careful with stocks that have high volatility, but for investors who already understand market conditions it can be an opportunity for profit.
Peran Ketidak pastian Kebijakan Ekonomi dan Resiko Geopolitik Amerika Serikat Terhadap Indeks Harga Saham Gabungan Prasetyo, Alvin
SKeTsa Bisnis (e-jurnal) Vol 7 No 1 (2020)
Publisher : Universitas Yudharta Pasuruan

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Abstract

Abstract The purpose of this study is to examine and analyze the effects of economic policy uncertainty and US geopolitical risk on the IDX composite. The research also adds control variables such as inflation, IDR / USD, world oil prices, gold prices, and the Dow Jones index, as well as the global financial crisis dummy. The method used is ARDL with the period January 2000 to April 2020. All variables are transformed into natural logarithms. The results indicate that economic policy uncertainty and geopolitical risk in the United States have a significant negative effect on the IDX composite. Uncertainty in the United States' economic policy, namely the change in fiscal and monetary policies of the United States (US), while the geopolitical risk of the United States is increasing, so investors choose to wait and see. The results of control variables, namely the Dow Jones index, world oil prices, world gold prices, rupiah / USD exchange rates, and dummy have a significant effect on the IDX composite, while inflation does not have a significant effect on the IDX composite. Keywords: Economic Policy, Risk, Capital Market Abstrak Tujuan penelitian ini yaitu menguji dan menganalisis efek ketidak pastian kebijakan ekonomi dan risiko geopolitik Amerika Serikat terhadap Indeks Harga Saham Gabungan. Penelitin juga menambakan variabel kontrol seperti inflasi Indonesia, kurs rupiah/USD, harga minyak dunia, harga emas, dan indeks Dow Jones, serta dummy krisis keuangan global. Metode yang digunakan yaitu ARDL dengan periode Januari 2000 sampai April 2020. Semua variabel ditransformasi ke dalam logaritma natural. Hasil estimasi menunjukkan bahwa ketidak pastian kebijakan ekonomi dan risiko geopolitik Amerika Serikat berpengaruh signifikan negatif terhadap Indeks Harga Saham Gabungan. Ketidak pastian kebijakan ekonomi Amerika Serikat yaitu sering berubahnya kebijakan fiskal dan moneter Amerika Serikat (AS), sedangkan risiko geopolitik Amerika Serikat yang meningkat, maka investor yang memilih wait and see. Hasil estimasi variavel kontrol yaitu indeks Dow Jones, harga minyak dunia, harga emas dunia, nilai tukar rupiah/USD, dan serta dummy krisisberpengaruh signifikan terhadap Indeks Harga Saham Gabungan, sedangkan inflasi tidak berpengaruh signifikan negatif terhadap Indeks Harga Saham GabunganKata Kunci: kebijakan ekonomi, Resiko, Pasar Modal
Quantitative Strategic Planning Matrix (QSPM) Analysis to Determine the Performance Recovery Strategy of the Processing Industry to Support the Green Economy Policy in East Java Prasetyo, Alvin; Devis Susandika , Mochamad
SKeTsa Bisnis (e-jurnal) Vol 9 No 2 (2022): Sketsa Bisnis
Publisher : Universitas Yudharta Pasuruan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35891/jsb.v9i2.3126

Abstract

The processing industry in East Java experienced a contraction due to the COVID-19 pandemic. The purpose of this research is to evaluate the performance of the processing industry and determine a strategy for recovering the performance of the processing industry to support the green economy policy in East Java. The analysis tool uses quantitative strategic planning matrix analysis. The results of the analysis are increasing cross-sectoral commitment and coordination, increasing collaboration with multi-stakeholders, improving governance of green industry programs, active communication, increasing campaigns and socialization related to green industry, increasing multi-stakeholder capacity, building a good mindset in industrial society, increasing cross-sectoral roles, and improve the performance of the processing industry. The East Java Provincial Government is expected to carry out several strategies for the development of green industries, with the following strategic sequence: increasing cross-sectoral commitment and coordination, increasing collaboration with multi-stakeholders, improving governance of green industry programs, active communication, increasing campaigns and socialization related to green industries, increasing multi-stakeholder capacity, build a good mindset in the industrial community, increase cross-sectoral roles, and improve the performance of the manufacturing industry.
Co-Authors Devis Susandika , Mochamad Rini Wulandari Vibriyanto, Norita