Xplore: Journal of Statistics
Vol. 12 No. 1 (2023): Vol. 12 No. 1 (2023)

Penggerombolan Data Panel Emiten Sektor Pertambangan selama Pandemi Covid-19

Nadhif Nursyahban (Department of Statistics, IPB University, Indonesia)
Aam Alamudi (Department of Statistics, IPB University, Indonesia)
Farit Mochamad Afendi (Department of Statistics, IPB University, Indonesia)



Article Info

Publish Date
15 Jan 2023

Abstract

The Covid-19 pandemic has made people start looking for new income, one of whichis stock investment. Mining Stock recorded the highest sectoral index increase in 2020.The high increase in the mining sector index doesn’t indicate all of the stocks have agood performance. Clustering data of mining stock can help to see which stock has thebest performance. Variables used in clustering are technical factors with details: return,trading volume, transaction frequency, bid volume, and foreign buy. Data in this researchis longitudinal data from March 2020 until January 2022 and the clustering techniqueused is k-means. Clustering on outliers data and non-outliers data is done separately.Definition of outliers is exploratively with biplot analysis. Clustering on outliers dataresults obtained are five clusters and clustering on non-outliers data results obtained aretwo clusters. Best cluster is cluster who obtained ANTM because has highest value inreturn, transaction frequency, and foreign buy.

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Journal Info

Abbrev

xplore

Publisher

Subject

Decision Sciences, Operations Research & Management Engineering Mathematics

Description

Xplore: Journal of Statistics diterbitkan berkala 3 (tiga) kali dalam setahun yang memuat tulisan ilmiah yang berhubungan dengan bidang statistika. Artikel yang dimuat berupa hasil penelitian atau kajian pustaka dalam bidang statistika dan atau penerapannya. ISSN: 2302-5751 Mulai Desember 2018, ...