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All Journal Jurnal Investasi Jurnal Akuntansi Bisnis Pelita Bangsa Jurnal Pelita Ilmu JRAP (Jurnal Riset Akuntansi dan Perpajakan)
Dasril, Yuki Dwi Darma
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Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Social Sciences

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DETERMINASI RETURN SAHAM PADA PERUSAHAAN SUB-SEKTOR PERKEBUNAN YANG TERDAFTAR DI BURSA EFEK INDONESIA Dasril, Yuki Dwi Darma; Pujiharta, Pujiharta
Jurnal Investasi Vol. 8 No. 4 (2022): Jurnal Investasi Vol 8 No 4 Tahun 2022
Publisher : Universitas Wiralodra

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31943/investasi.v8i4.222

Abstract

To get optimal investment returns, of course, investors need to analyze based on financial ratios in the financial statements as indicators of investing decision. This type of research is explanatory which is useful in analyzing the relationship between one variable and another. The source of data used in this study is secondary data that is quantitative in nature with the determination of the sample used by the purposive sampling method and obtained 12 companies in the plantation sub-sector that were sampled in the study. The analytical method used is panel data regression analysis with pool data analysis. Based on the results of partial test, partially the CPO commodity price variable has a significant effect on stock returns, the profitability performance variable proxied using net profit margin has a significant effect on stock returns, the market performance variable proxied using the price earning ratio has no significant effect on stock returns. The performance of the leveraged leverage which is proxied using the debt to equity ratio has a significant effect on stock returns.
Determinasi Faktor-Faktor Mempengaruhi Keputusan Investasi Investor Pemula Dengan Dimoderasi Risk Tolerance Dasril, Yuki Dwi Darma; Nugraha, Nugraha; Purnamasari, Imas
Jurnal Akuntansi Bisnis Pelita Bangsa Vol. 8 No. 02 (2023): AKUBIS - Desember 2023
Publisher : LPPM Universitas Pelita Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37366/akubis.v8i02.852

Abstract

Tidak sedikit investor menemukan menemukan kegagalan dalam berinvestasi, apalagi investor pemula. Permasalahan ini kemungkinan bermula dari pengambilan keputusan investasi yang dilakukan oleh investor serta peran faktor pemicu yang dominan yang menyebabkan investor membuat keputusan berdasarkan tindakan yang tidak rasional. Tujuan penelitian ini dilakukan adalah mencari pemicu terjadinya kekeliruan Pengambilan Keputusan Investasi, menjelaskan dan menganalisis apakah Bias Emosional dan Overconvidance memiliki peran penting dalam proses pengambilan keputusan investasi. Selain itu, penelitian ini juga bertujuan untuk mengetahui peran Risk Tolerance dalam memediasi hubungan Bias Emosional dan Overconvidance terhadap Keputusan Investasi. Objek penelitian adalah Investor Pemula yang sampelnya adalah mahasiswa Universitas Pelita Bangsa dengan menggunakan Purposive Sampling, menggunakan analisis data Structural Equation Model (SEM) menggunakan Smart-PLS. kesimpulan yang bisa diambil adalah, Bias Emosional tidak berpengaruh kepada Keputusan Investasi, sedangkan Overconfidance berpengaruh kepada Keputusan Investasi. Kemudian bias Emosional dan Overconvidance berpengaruh kepada Risk Tolerance, dan Risk Tolerance berpengaruh kepada Keputusan Investasi. Terakhir, Risk Tolerance berperan memediasi hubungan antara Bias Emosional dengan Keputusan Investasi maupun hubungan Overconvidance dengan Keputusan Investasi.
Mampukah Model Enam Faktor Fama and French menggungguli Model Tiga Faktor Fama and French dengan Proksi Indeks Kompas 100 Dasril, Yuki Dwi Darma; Indriati, Petiana; Pujiharta, Pujiharta; Hartati, Nani; Indriani, Meika
JRAP (Jurnal Riset Akuntansi dan Perpajakan) Vol. 11 No. 1 (2024): Januari - Juni
Publisher : Magister Akuntansi Universitas Pancasila

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35838/jrap.2024.011.01.07

Abstract

accompanying risks, many researchers have attempted to find financial asset valuation models. One of the most popular ones today is the Fama and French model. The initial model introduced was the Fama and French 3-factor model, which encountered various failures in some emerging market capital markets. In response, Fama and French improved their model, transforming it into a 6-factor model by adding aspects of profitability, investment, and momentum. This adjustment aimed to capture the relationship between the returns of securities or portfolios formed with systematic risk. However, the Fama and French 6-factor model did not perform well in some emerging market capital markets. The objective of this research is to test the accuracy of the Fama and French 6-factor model in the Indonesian Capital Market from 2017 to 2021. The research method employed is multiple linear regression, forming portfolios based on the framework established by the Fama and French 6-factor model. The research findings indicate evidence that the Fama and French 6-factor model can explain the returns of the formed portfolios. Market risk, book-to-market ratio, and investment aspect significantly impact the performance of the formed portfolio returns.
Fama-French Five Factors Model Plus Momentum Dalam Mempengaruhi Excess Return Saham JII70 Dasril, Yuki Dwi Darma
Jurnal Pelita Ilmu Vol. 18 No. 02 (2024): JURNAL PELITA ILMU - Oktober 2024
Publisher : Direktorat Penelitian dan Pengabdian Masyarakat (DPPM) Universitas Pelita Bangsa

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

Abstract

Penelitian ini bertujuan mengetahui kemampuan model Fama-French Five Factors Model dan Momentum dalam memprediksi hubungan antara imbal hasil dan risiko portofolio yang dibentuk kemudian menguji keandalan model dibandingkan dengan FF5FM dan FF3FM. Menggunakan data return bulanan Indeks JII70 periode Jan 2019-Des 2023 sejumlah 34 perusahaan. Mengadaptasi metodologi Fama dan French (2015) dan momentum menggunakan konstruksi portofolio 2x3. Market Excess Return (MKT), Small Minus Big (SMB) & Winner Minus Loser (WML) berpengaruh positif signifikan terhadap Excess Return JII70 Index, High Minus Low (HML) tidak berpengaruh positif signifikan, sedangkan Robust Minus Weak (RMW) dan Conservative Minus Aggressive (CMA) tidak berpengaruh negatif signifikan. Model FF5FM plus Momentum mampu menjelaskan Excess Return lebih baik dari pada Model FF5FM dan FF3FM.
Co-Authors Hartati, Nani Imas Purnamasari Indriani, Meika Indriati, Petiana Nugraha Nugraha Pujiharta, Pujiharta