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Analisis Perhitungan Nilai Value at Risk dengan Model Geometric Brownian Motion pada Saham Bank Rakyat IndonesiaPengukuran risiko investasi saham menjadi aspek penting dalam pengambilan keputusan keuangan. Penelitian ini bertujuan untuk menganalisis perhi Sianturi, Michael Dolly; Lumbantobing, Imelda Octavia; Payana, Sandi Dwi; Br. Surbakti, Arnis Wulan Andari
Innovative: Journal Of Social Science Research Vol. 5 No. 2 (2025): Innovative: Journal Of Social Science Research
Publisher : Universitas Pahlawan Tuanku Tambusai

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31004/innovative.v5i2.18593

Abstract

Pengukuran risiko investasi saham menjadi aspek penting dalam pengambilan keputusan keuangan. Penelitian ini bertujuan untuk menganalisis perhitungan nilai Value at Risk (VaR) pada saham Bank Rakyat Indonesia (BBRI) menggunakan Model Geometric Brownian Motion (GBM) dengan pendekatan Simulasi Monte Carlo. Data yang digunakan adalah harga penutupan saham BBRI dari Februari 2024 hingga Februari 2025.Hasil analisis menunjukkan bahwa return saham BBRI berdistribusi normal berdasarkan uji Shapiro-Wilk, yang mengindikasikan kesesuaian penggunaan model GBM. Prediksi harga saham menggunakan GBM menunjukkan tingkat akurasi yang cukup baik dengan nilai Mean Absolute Percentage Error (MAPE) sebesar 2.58%. Perhitungan VaR dengan tingkat kepercayaan 95% menggunakan Simulasi Monte Carlo memberikan estimasi batas maksimum kerugian yang dapat terjadi dalam kondisi pasar normal. Hasil ini memberikan wawasan bagi investor dalam mengelola risiko investasi saham BBRI.Meskipun GBM dan Simulasi Monte Carlo memberikan estimasi yang cukup baik.
IMPLEMENTASI KAS MASJID UNTUK KEMASLAHATAN UMMAT DI MASJID AL MU’AWANNAH DESA LAUT DENDANG Nurmayani; Payana, Sandi Dwi; Fachriz Effendy K; Amalia, Seila; Putri, Alya Nabilla; Surbakti, Arnis Wulan Andari; Maulana, Bintang
Tashdiq: Jurnal Kajian Agama dan Dakwah Vol. 12 No. 4 (2025): Tashdiq: Jurnal Kajian Agama dan Dakwah
Publisher : Cahaya Ilmu Bangsa Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.4236/tashdiq.v12i4.12166

Abstract

Penelitian ini bertujuan untuk mengkaji pengelolaan dan pemanfaatan dana infaq Jumat di Masjid Al-Mu’awannah, Desa Laut Dendang, dengan fokus pada empat aspek utama; yaitu mekanisme pengumpulan dan pengelolaan dana, transparansi dan akuntabilitas dalam administrasi keuangan, alokasi dana untuk program-program kemaslahatan umat, serta bagaimana dampak implementasi kas masjid terhadap kesejahteraan masyarakat sekitar. Penelitian ini menggunakan pendekatan deskriptif kualitatif dengan metode wawancara, observasi, dan analisis dokumen untuk mengevaluasi sistem pengelolaan keuangan masjid. Data dikumpulkan melalui rekam jejak keuangan, strategi alokasi dana, serta keterlibatan masyarakat dalam program-program berbasis masjid yang diperbarui setiap jumatnya pada papan pengumuman masjid. Hasil penelitian menunjukkan bahwa sistem pengelolaan dana yang terstruktur dan transparan dapat meningkatkan kepercayaan jamaah serta memberikan kontribusi nyata terhadap program sosial, seperti bantuan untuk kaum dhuafa, pendidikan, dan pemberdayaan ekonomi berbasis masjid. Selain itu, penerapan prinsip akuntabilitas dalam pengelolaan kas masjid berperan penting dalam memperkuat partisipasi masyarakat dan efektivitas distribusi dana. Implikasi dari penelitian ini menunjukkan bahwa pengelolaan kas masjid yang baik dapat menjadi model bagi masjid-masjid lain di Indonesia dalam meningkatkan efektivitas dana infaq guna mendukung kesejahteraan umat. Penelitian ini juga membuka peluang bagi kajian lebih lanjut mengenai dampak jangka panjang pengelolaan dana masjid terhadap pembangunan sosial dan ekonomi masyarakat.
Aplikasi Pembelajaran Metode Regresi Logistik Biner Dalam Mengidentifikasi Karakteristik Prokok Aktif Di Provinsi Sumatera Barat Tahun 2020 Payana, Sandi Dwi; Effendy, Fachriz; Andari, Arnis Wulan; Tarigan, Febry Vista Kristen; Arnita, Arnita
Jurnal Ilmiah Wahana Pendidikan Vol 11 No 2.C (2025): Jurnal Ilmiah Wahana Pendidikan 
Publisher : Peneliti.net

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This study aims to identify the characteristics of active smokers in West Sumatra Province in 2020 using binary logistic regression. The dependent variable in this study is smoking status (active smoker or non-smoker), while the independent variables analyzed include the highest level of education, per capita expenditure, gender, and homeownership. According to data from the Central Bureau of Statistics (BPS), the percentage of the population over 15 years old who smoke in Indonesia in 2020 was 28.69%, with monthly per capita expenditure on cigarettes amounting to 5.99%. This indicates that cigarettes have become a highly favored commodity, even surpassing basic foodstuffs. Additionally, data from the 2018 Basic Health Research (Riskesdas) recorded the prevalence of smoking-related diseases, such as Acute Respiratory Infections (ARI) at 9.3%, heart disease at 1.5%, and hypertension at 34.11%. Despite the health risks of smoking being widely communicated, smoking consumption remains high, while the number of people quitting smoking is relatively low. According to Riskesdas 2018, the proportion of former smokers increased from 4% in 2013 to 5.3% in 2018, while the proportion of non-smokers decreased from 66.6% to 65.9% in the same period. Using binary logistic regression, this study analyzes how the independent variables education level, and per capita expenditure affect an individual's likelihood of being an active smoker. The results indicate that these variables significantly influence the likelihood of an individual being an active smoker. This study provides valuable insights for public health policy in designing more targeted smoking prevention programs, especially in West Sumatra Province, by considering the socio-economic characteristics that influence smoking behavior.
PEMETAAN TITIK PANAS KEBAKARAN HUTAN DAN LAHAN INDONESIA 2019 BERBASIS QGIS Amalia, Seila; Payana, Sandi Dwi; Putri, Alya Nabilla; Simangunsong, Enjelita
Trigonometri: Jurnal Matematika dan Ilmu Pengetahuan Alam Vol. 6 No. 3 (2025): Trigonometri: Jurnal Matematika dan Ilmu Pengetahuan Alam
Publisher : Cahaya Ilmu Bangsa Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.3483/trigonometri.v6i3.12368

Abstract

Penelitian ini bertujuan untuk memetakan sebaran titik panas kebakaran hutan dan lahan (karhutla) di Indonesia pada tahun 2019 menggunakan aplikasi QGIS. Data titik panas yang diperoleh dari indonesia geospasial.com diolah dengan metode deskriptif dan pendekatan spasial. Analisis meliputi overlay dengan peta administrasi, digitalisasi, dan perhitungan Indeks Moran untuk mengukur pola spasial. Hasil visualisasi menunjukkan konsentrasi titik panas di Sumatera bagian selatan, Kalimantan Tengah dan Barat, serta Papua bagian selatan dan timur. Perhitungan Indeks Moran menghasilkan nilai 0,2754425, menunjukkan autokorelasi spasial positif dan kecenderungan pengelompokan (clustering) yang signifikan. Penelitian ini membuktikan pemetaan berbasis QGIS efektif dalam mengidentifikasi pola sebaran karhutla, mendukung upaya mitigasi yang lebih terarah.
Analisis Menggunakan Peta Kendali I-MR dan Diagram Pareto pada Produksi Kayu Lapis di PT. SLJ Global Tbk, Samarinda Lubis, Mery Christyn; Simanjuntak, Ferdyanto Abangan; Payana, Sandi Dwi
AKSIOMA : Jurnal Sains Ekonomi dan Edukasi Vol. 2 No. 6 (2025): AKSIOMA : Jurnal Sains, Ekonomi dan Edukasi
Publisher : Lembaga Pendidikan dan Penelitian Manggala Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62335/aksioma.v2i6.1340

Abstract

This study aims to evaluate the quality of plywood production at PT. SLJ Global Tbk using the Statistical Quality Control (SQC) approach, specifically through the application of the I-MR control chart. The data used were collected from the production output during September 2021. The analysis was conducted using both the Individuals Chart (I-Chart) and the Moving Range Chart (MR-Chart), complemented by a Pareto analysis to identify the most dominant types of defects. The results indicate that the overall production process is within statistical control limits; however, there is a violation of Western Electric Rule 4, suggesting a potential shift in the production process. The most dominant types of defects identified are Press Mark, Delamination, and Overlapped, which together account for over 75% of all detected defects. These findings highlight the need for targeted improvements in these areas to enhance product quality. The study is limited by a short observation period and lacks a thorough investigation into the root causes of the defects. Future research is recommended over a longer period and should incorporate root cause analysis to support comprehensive quality improvement efforts.
Analisis Pengelompokan Jenis Kejahatan di Sumatera Utara Berdasarkan Pola Kejadian Tahunan Menggunakan Algoritma K-Means Clustering Sianturi, Michael Dolly; Lubis, Mery Christyn; Payana, Sandi Dwi; Putri, Alya Nabilla; Panjaitan, Hotnauli Roni Arta
AKSIOMA : Jurnal Sains Ekonomi dan Edukasi Vol. 2 No. 6 (2025): AKSIOMA : Jurnal Sains, Ekonomi dan Edukasi
Publisher : Lembaga Pendidikan dan Penelitian Manggala Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62335/aksioma.v2i6.1366

Abstract

This study aims to cluster various types of crimes occurring in North Sumatra Province based on annual incident patterns using the K-Means clustering algorithm. The data utilized are secondary data obtained from the Central Bureau of Statistics (BPS), comprising 34 types of crimes recorded from 2007 to 2021. Prior to clustering, data were normalized using the Z-score standardization method to ensure uniform scaling across variables. The optimal number of clusters was determined using the Elbow Method and Silhouette Plot. The analysis results indicate that four clusters (k = 4) provide the best balance between model complexity and clustering quality. Each cluster reveals distinct crime patterns in terms of frequency and trend stability over the years. The clustering results offer a clearer understanding of crime characteristics in the region and can serve as a foundation for more targeted policy-making, such as resource allocation for law enforcement and data-driven crime prevention strategies. This study demonstrates that data mining approaches, particularly the K-Means algorithm, can significantly contribute to a systematic and comprehensive understanding of crime patterns.