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All Journal Journal of Research Applications in Community Services Mikailalsys Journal of Mathematics and Statistics
Koirudin, Hadi
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Religion Arts Humanities Economics, Econometrics & Finance Education Engineering Languange, Linguistic, Communication & Media Mathematics Mechanical Engineering Medicine & Pharmacology Public Health Social Sciences Other

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Comparison of Value at Risk (VaR) in Risk Analysis: Historical, Variance Covariance and Monte Carlo Methods Fauziyah, Meirinda; Dani, Andrea Tri Rian; Koirudin, Hadi; Budi, Ennesya Estya; Avrilia, Khairunnisa; Watika, Noor Hikmah
Mikailalsys Journal of Mathematics and Statistics Vol 2 No 3 (2024): Mikailalsys Journal of Mathematics and Statistics
Publisher : Darul Yasin Al Sys

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58578/mjms.v2i3.3778

Abstract

Value at Risk (VaR) is a method used to measure financial risk in a company. VaR calculations are often used to calculate the level of loss from shares in a company, such as bank shares. The aim of this research is to determine the level of losses in Bank Central Asia shares using the historical method, the Variance-covariance method, and the Monte Carlo method. the results showed that with an initial investment of $50 and using the Historical method at a significant level of 95%, the VaR value was obtained at $16.42 or IDR. 267.301 and at the 90% significant level, the VaR value was obtained at $12.41 or IDR. 202.022. Based on the Variance-covariance method with an initial investment of 50$ at the 95% significant level, the VaR value is obtained at $16.42 or IDR. 267,301 and at the 90% significant level, the VaR value is obtained at $12.79 or IDR. 208.208. Meanwhile, based on the Monte Carlo method with an initial investment of $50, at a significant level of 95%, the VaR value is obtained at $16.46 or IDR. 267,952 and at the 90% significance level, the VaR value is obtained at $12.84 or IDR. 209.022. Based on the three methods used, it was concluded that the Monte Carlo method gave greater results compared to the other two methods.
Pengenalan Pojok Statistik Sejak Dini dan Ilmu Data Sains Bagi Siswa dan Guru di SMAN Kota Samarinda Fauziyah, Meirinda; Sifriyani, Sifriyani; Wahyuningsih, Sri; Suyitno, Suyitno; Dani, Andrea Tri Rian; Mahmuda, Siti; Koirudin, Hadi
Journal of Research Applications in Community Service Vol. 2 No. 3 (2023): Journal of Research Applications in Community Service
Publisher : Universitas Nahdlatul Ulama Sunan Giri Bojonegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32665/jarcoms.v2i3.2263

Abstract

Pendidikan merupakan bentuk usaha sadar seseorang untuk mengembangkan potensi diri agar memiliki kekuatan spiritual, keagamaan, serta keterampilan diri. Pada masa kini keterampilan diri terfokus dalam urgensi data yang banyak dibutuhkan di sektor industri dengan keahlian menganalisis masalah dan menghasilkan insight untuk menjawab kepentingan manusia di masa depan dengan mengenal ilmu data sains. Data sains merupakan cabang ilmu gabungan dari statistika, pendekatan sains, Artificial Intelligence (AI) untuk menganalisis sebuah big data sampai menghasilkan kesimpulan yang mudah dipahami. Tujuan kegiatan PKM ini memberikan pemahaman informasi pojok statistik sebagai wadah ilmu statistik kepada siswa dan guru sejak dini, membagikan informasi pengembangan ilmu data sains terkini menjadi seorang data scientist. Pelaksanaan kegiatan ini menggunakan metode Participatory Learning and Action (PLA) dengan melibatkan siswa/siswi dan guru. Hasil dari kegiatan ini menunjukkan bahwa terdapat perbedaan pemahaman sebelum dan setelah diberikan pemahaman ilmu data sains.
Co-Authors Avrilia, Khairunnisa Budi, Ennesya Estya Dani, Andrea Tri Rian Fauziyah, Meirinda Mahmuda, Siti Sifriyani, Sifriyani Sri Wahyuningsih Suyitno Suyitno Watika, Noor Hikmah