scholarly journals ACCURACY LEVEL OF CAPM AND APT MODELS IN DETERMINING THE EXPECTED RETURN OF STOCK LISTED ON LQ45 INDEX

2020 ◽  
Vol 18 (4) ◽  
pp. 797-807
Author(s):  
Irni Yunita ◽  
◽  
Tieka Tri Kartika Gustyana ◽  
Dwi Kurniawan ◽  
◽  
...  
Keyword(s):  
Capital Market ◽  
Comparative Research ◽  
Sampling Method ◽  
Accurate Result ◽  
T Test ◽  
Expected Return ◽  
Significant Difference ◽  
Accuracy Level ◽  
Capm Model ◽  
Macro Variables

This study determines the accuracy level of CAPM and APT in determining the expected return of LQ45 and comparing the expected return from CAPM and APT models. This study uses descriptive and comparative research approaches. The population is all stocks listed in the LQ45 index while the sampling method used is purposive sampling with stock criteria that have complete data for the period November 2015 - November 2019. This study uses an independent sample t-test in testing the expected return differences between the CAPM and APT models. The result showed that the CAPM Model was more accurate in determining the expected return of LQ45 stocks compared to the CAPM method. The result also showed that there was a significant difference in expected return between CAPM and APT models. Based on this result, investors can use the CAPM model in predicting the returns of the stock listed on the LQ45. For further research, can use another index in the capital market as a research object, used a longer period to get a more accurate result, and add some more macro variables.

PENGARUH PUBLIKASI LAPORAN KEUANGAN TERHADAP VOLUME PERDAGANGAN SAHAM DI BURSA EFEK INDONESIA

2017 ◽  
Vol 13 (1) ◽  
pp. 19
Author(s):  
Mikha Gorbyanto Nuari ◽  
Astuti Yuli Setyani
Keyword(s):  
Capital Market ◽  
Investment Decision ◽  
Rapid Development ◽  
Financial Statements ◽  
T Test ◽  
Stock Trading ◽  
Event Window ◽  
Paired Samples ◽  
Significant Difference ◽  
High Investment

Capital market in Indonesia today is experiencing rapid development, the growth contribute to the high investment that can be seen from the number of shares traded by investors. Financial statements are one of many source which investor used as a source of consideration to make investment decision. The purpose of this study was to examine whether there is a difference between the volume of stock trading before the publication of financial statements and after the publication of financial statements in 20 days event window. The research sample is a group companies that included in the index stock LQ 45 in 2016. Hypothesis testing using a paired sample t-test. The results of this test showed no significant difference between the volume of trade before publication of the financial statements and after the publication of the financial statements.Key terms: financial statements, volume of stock trading, capital market, investmentPasar modal di Indonesia dewasa ini mengalami perkembangan yang pesat, hal tersebut berdampak pada tingginya investasi dilihat dari jumlah saham yang ditransaksikan oleh investor. Laporan keuangan merupakan salah satu sumber informasi bagi investor sebagai bahan pertimbangan dalam melakukan keputusan investasi. Tujuan dari penelitian ini adalah untuk menguji apakah ada perbedaan antara volume perdagangan saham sebelum publikasi laporan keuangan dengan sesudah publikasi laporan keuangan pada event window 20 hari. Sampel penelitian merupakan perusahaan yang masuk dalam kelompok indeks saham LQ 45 pada tahun 2016. Pengujian hipotesis dilakukan dengan menggunakan uji paired samples t-test. Hasil dari pengujian ini menunjukkan tidak adaperbedaan yang signifikan antara volume perdagangan sebelum publikasi laporan keuangan dengan sesudah publikasi laporan keuangan.Kata Kunci: laporan keuangan, volume perdagangan saham, pasar modal, investasi.

scholarly journals ANALISIS PERGERAKAN SAHAM PERUSAHAAN SUB SEKTOR FARMASI MENGGUNAKAN INDIKATOR BOLLINGER BAND DI TENGAH PANDEMI COVID-19

2020 ◽  
Vol 3 (2) ◽  
pp. 77-88
Author(s):  
Intan Elita ◽  
K. Bagus Wardianto ◽  
M. Iqbal Harori
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Sample Selection ◽  
T Test ◽  
Analysis Tool ◽  
Selection Technique ◽  
Purposive Sampling ◽  
Analysis Technique ◽  
Significant Difference

This study aims to measure the accuracy of technical analysis using the Bollinger Band indicator in predicting stock prices in the middle of pandemic covid-19. The concept in this study is to compare daily stock price predictions according to technical indicators with the closing prices that occured on that day. Sample selection technique used in this research used a purposive sampling method and obtained 9 pharmaceutical sub-sector companies listed on the IDX from February to April 2020. The type of data used is a chart of the company's daily stock price movements obtained from finance.yahoo.com. The data analysis technique used was the paired sample t-test and used the SPSS 26 analysis tool. The results of this study indicate that the Bollinger indicator does not have a significant difference. ABSTRAK Penelitian ini bertujuan untuk mengukur keakuratan analisis teknikal dengan indikator Bollinger Band dalam memprediksi harga saham pada masa pandemi Covid-19. Konsep pada penelitian ini adalah membandingkan prediksi harga saham harian menurut indikator teknikal dengan harga penutupan yang terjadi pada hari tersebut. Teknik pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling dan diperoleh sebanyak 9 perusahaan sub sektor farmasi yang terdaftar di BEI selama Februari hingga April 2020. Jenis data yang digunakan yaitu berupa grafik pergerakan harga saham harian perusahaan yang diperoleh dari finance.yahoo.com. Teknik analisis data yang digunakan adalah uji independent sample t-test dan menggunakan alat analisis program SPSS 26. Hasil penelitian ini menunjukkan bahwa indikator Bollinger tidak memiliki perbedaan yang signifikan.

scholarly journals A comparison between orthodontic model analysis using conventional methods and iModelAnalysis

2018 ◽  
Vol 51 (4) ◽  
pp. 173
Author(s):  
Vita Previa Indirayana ◽  
Gita Gayatri ◽  
N. R. Yuliawati Zenab
Keyword(s):  
Sampling Method ◽  
Model Analysis ◽  
T Test ◽  
Normality Test ◽  
Time Period ◽  
Significant Difference ◽  
The Mean ◽  
Conventional Methods ◽  
Paired T Test ◽  
Dental Casts

Background: Model analysis constitutes an essential aspect of orthodontic diagnostic practice. Pavan has developed an application to simplify the mathematical calculations employed in orthodontic model analysis. Purpose: This study was conducted to obtain the differences in results and time periods of model analysis using conventional means and iModelAnalysis. Methods: The research represented a comparative analytic study. The populations comprised dental casts dating from 2014 in the Orthodontics Laboratory of Padjadjaran University. The samples comprised 31 dental casts which were subjected to a total sampling method consisting of two treatments; a conventional method calculation and one using iModelAnalysis. A normality test was conducted and processed using a paired t-test with α=0.05. Results: The means of arch length discrepancies were 1.64±2.63 mm and 1.37±3.07 mm for the conventional methods and 1.65±2.43mm and 1.42±3.04mm for iModelAnalysis. The results of a Bolton analysis for conventional methods were 78.05±2.69% and 91.93±1.29%, while those for iModelAnalysis were 77.91±2.70% and 91.96±2.13%. A Howes analysis of conventional methods produced a result of 45.56±2.83%, while for an iModelAnalysis one of 45.56±2.85%. Pont analysis for conventional methods was 39.35±0.04 mm and 49.17±2.55 mm, while for iModelAnalysis it was 39.35±0.07 mm and 49.19±2.57mm. The mean of the duration of analysis using conventional methods was 1703.81±56.46 seconds, while for iModelAnalysis it was 990.06±34.87 seconds. A normality test confirmed that the data was normally distributed (p>0.05). The results of a paired sample t-test with p>0.05 showed that there was no significant difference between the results of each analysis, while there was significant difference in the time period of analysis. Conclusion: There was no difference in the analysis results. However, there was difference in the time period of analysis between conventional methods and that of iModelAnalysis.

scholarly journals The Capital Market Response to The Announcement of The 2019-2024 Indonesia Onward Cabinet System

2021 ◽  
Vol 19 (2) ◽  
Author(s):  
Clara Trimawarningsih Saravia Jegarut ◽  
Caecilia Wahyu Estining Rahayu ◽  
Ima Kristina Yulita
Keyword(s):  
Event Study ◽  
Capital Market ◽  
Signaling Theory ◽  
T Test ◽  
Market Response ◽  
Positive Signal ◽  
Estimation Model ◽  
Expected Return ◽  
Study Research ◽  
Window Period

This research aims to examine capital market response to the 2019-2024 Indonesia Onward Cabinet System announced by President Jokowi. This event study research used market estimation model to estimate the expected return with an estimated period of 100 days and window period of seven days. There were 90 companies that are the member of Kompas Index 100 as the sample used in this research. T-test was used to analyze the data. The result shows that the announcement System of Indonesia Onward Cabinet 2019-2024 was responded positively and significantly by capital market. The result supports signaling theory in which the announcement of the 2019-2024 Indonesia Onward Cabinet System gave positive signal (influence) on capital market.

scholarly journals PENGARUH METODE BERMAIN PERAN TERHADAP KEMAMPUAN BERBICARA ANAK KELOMPOK A DI TKK THOMAS AQUINO TUKA DALUNG

2019 ◽  
Vol 7 (2) ◽  
Author(s):  
Yohana Jesy Priyantini . ◽  
Drs. I Gusti Agung Oka Negara,S.Pd. M.Ke . ◽  
Dr. I G. A. Agung Sri Asri, M.Pd. .
Keyword(s):  
Experimental Design ◽  
Sampling Method ◽  
Alternative Hypothesis ◽  
Role Play ◽  
T Test ◽  
Contextual Learning ◽  
Test Method ◽  
Learning Program ◽  
Significant Difference ◽  
Post Test

sebelum dan sesudah dibelajarkan menggunakan metode bermain peran pada anak kelompok A Tkk Thomas Aquino Tuka Tahun Ajaran 2018/2019. Jenis penelitian ini adalah penelitian Pre-Experimental Design dengan menggunakan desain penelitian One Group Pretest-Posttest Design. Populasi dalam penelitian ini adalah seluruh anak A3 Di Tkk Thomas Aquino Tuka Dalung, Sampel dalam penelitian ini adalah 27 anak yang terdiri dari 18 anak perempuan dan 9 anak laki-laki. Sampel diambil dengan menggunakan tehnik sampling Jenuh serta data kemampuan berbicara anak diperoleh dengan menggunakan metode non tes, selanjutnya dianalisis menggunakan rumus uji–t dependent t test. Berdasarkan hasil analisis yang dilakukan dengan menggunakan uji-t di peroleh thitung = 14,13 > ttabel= 2,056 dengan taraf signifikan 5% dan dk = 26, sehingga H0 ditolak dan Ha diterima, ini berarti terdapat perbedaan yang signifikan terhadap kemampuan berbicara pada anak kelompok A melalui kegiatan bermain peran di Tkk Thomas Aquino Tuka dalung Tahun ajaran 2018/2019. Adapun data kemampuan Berbicara anak menunjukkan nilai rata-rata pre-test sebesar 50,13, sedangkan nilai rata-rata post-test sebesar 79,76. Maka dapat disimpulkan bahwa, Metode bermain peran berpengaruh terhadap kemampuan berbicara anak kelompok A Tkk Thomas Aquino Tuka Dalung Tahun Ajaran 2018/2019. Berdasarkan hasil tersebut dapat disarankan kepada guru untuk lebih mengembangkan inovasi dalam menerapkan pembelajaran kontekstual melalui kegiatan bermain peran.Kata Kunci : Kemampuan Berbicara, Metode bermain peran, Pre-Experimental Design This study aims to acquaint the influence of speaking ability towards child pre-test and post-test of applying the Role-play method to the group A3 of Thomas Aquino Kindergarten, Tuka, batch 2018/2019. This study is a study Pre-Experimental Design with the research method of One Group Pre-test and Post-test Design. The population of this study were all of the students in group A3 of Thomas Aquino Kindergarten, Tuka. The sample of this study were 27 students who consist of 18 females and 9 males students. The sample was conducted by the Saturation Sampling method and the data of the speaking ability of a child was obtained by the non-test method, then analysed by the Paired-t dependent t-test. Based on the result of analysis which organised by the Paired-t method, has obtained t-count = 14,13 is greater than (t-table) = 2,056 with significant level 5% and (dk=26), the Null Hypothesis (Ho) is rejected and the Alternative Hypothesis (Ha) is accepted. It means that there is a significant difference of speaking ability towards students in group A3 of Thomas Aquino Kindergarten, Tuka, batch 2018/2019 by Role-play method. However, the data of speaking ability towards child shows the average of the pre-test is 50,13, meanwhile the average post-test is 79,76. It can be concluded that the Role-play method affects on speaking ability towards students group A3 of Thomas Aquino Kindergarten, Tuka, batch 2018/2019. Regarding that study, it can be suggested to the teachers to develop more innovations in applying for the contextual learning program by the Role-play method.keyword : Speaking Ability, Role-play Method, Pre-experimental design, One Group Pretest-Posttest Design

scholarly journals A COMPARATIVE STUDY ON INTROVERT AND EXTROVERT STUDENTS PERSONALITY IN ENGLISH LISTENING SCORES

2018 ◽  
Vol 2 (2) ◽  
pp. 9-19
Author(s):  
Yessi Travolta ◽  
Mulyadi . ◽  
Imranuddin .
Keyword(s):  
Comparative Study ◽  
Comparative Research ◽  
English Education ◽  
T Test ◽  
Personality Questionnaire ◽  
Independent Group ◽  
Study Program ◽  
Significant Difference ◽  
Education Study ◽  
The Mean

The objectives of this research were to investigate whether there were any significant differences between introvert and extrovert students on their listening score and to find out which of the students who have better in English listening scores. This research was a descriptive comparative research. The samples of this research were 66 students consisting of 33 introvert students and 33 extrovert students at the fourth semester students of English education study program in Bengkulu University. The instruments of this research were personality questionnaire by Laney (2002) was used to determine the introvert and extrovert personality, and TOEIC Listening simulation was used to find out the students’ listening scores. The researcher used SPSS Independent Group t-test with significant level 0.05. The result of the analysis indicated that Sig. P (2-tailed) was 0.003 > 0.05. Furthermore, the computation showed that the mean score of introvert was 364.39, and the mean score of extrovert was 322.12. Therefore, the mean score of introvert group was higher than extrovert group. It could be concluded that the results of the research were: (1) There was significant difference between introvert and extrovert students on their English listening scores, (2) The introvert students have better in English listening score than the extrovert students.

scholarly journals Comparison of Creativity and Self-Esteem in Students with Employed and Household Mothers

2017 ◽  
Vol 10 (2) ◽  
pp. 63
Author(s):  
Maryam Safara ◽  
Zeinab Blori Alkaran ◽  
Mojtaba Salmabadi ◽  
Najmieh Rostami
Keyword(s):  
University Students ◽  
Undergraduate Students ◽  
Sampling Method ◽  
Self Esteem ◽  
T Test ◽  
Quality Of Education ◽  
Statistical Population ◽  
Significant Difference ◽  
The University

Objective: The present study was carried out to compare creativity and self-esteem in the university students with employed and household mothers in academic years 2014-2015. Method: This research is a descriptive one which is of comparative-casual type. The statistical population includes all undergraduate students of Azad universities of Roudhen, Shahr-e Ray Central Tehran and national universities of Al-Zahra, Shahid Beheshti and Vali-e Asr that among them 240 students (120 males and 120 females) were selected by random and available sampling method. To collect the data, Arjmand’s (2003) questionnaire of creativity and Copper-Smith’s (1967) self-esteem questionnaire were used. To test the hypotheses, independent t-test was used. Findings: The results showed that there is a significant difference between self-esteem in students with employed and household mothers. Also, a significant difference was not observed between the rate of creativity in students with employed and household mothers. Conclusion: The results of the present research can be used to provide proper strategies for mothers, instructors, and those who are relevant with educational affairs to enhance the quality of education, to nurture and flourish creativity and self-esteem in individuals.

scholarly journals A Study on the EFL Teachers’ Awareness of Classroom Observation Criteria

2016 ◽  
Vol 6 (6) ◽  
pp. 162
Author(s):  
Khalil Motallebzadeh ◽  
Aynaz Samir
Keyword(s):  
Sampling Method ◽  
Classroom Observation ◽  
Teaching Experience ◽  
T Test ◽  
Descriptive Statistics ◽  
Anova Test ◽  
Fields Of Study ◽  
Significant Difference ◽  
Efl Teachers ◽  
Convenience Sampling

<p>The aim of the present study was to investigate the Iranian EFL teachers’ awareness of classroom observation criteria. To this end, 123 Iranian EFL teachers at several language institutes and universities participated in this study. The participants were selected through the convenience sampling method. The instrument used for data collection was a questionnaire for evaluating the criteria used for classroom observation. The reliability of the questionnaire was calculated through Cronbach Alpha. The data were collected in person and through email; they were analyzed through descriptive statistics, independent samples t-test, and the analysis of variance (ANOVA). The descriptive statistics indicated that an increase in teaching experience results in an increase in teachers’ awareness of the classroom observation criteria. The independent samples t-test indicated that there was not a significant difference between gender and the teachers’ awareness of classroom observation criteria. The results obtained from the ANOVA test indicated that there was no difference statistically in teachers’ awareness of classroom observation criteria between the fields of study, and level of education. The result of ANOVA test showed that age had a significant impact on teachers’ awareness of observation criteria. The findings of this study showed that a high percentage of Iranian EFL teachers are aware of the classroom observation criteria.</p>

scholarly journals The Capital Market Reaction To The Corona Covid-19 Virus Outbreak Events

Academia Open ◽  
2021 ◽  
Vol 3 ◽  
Author(s):  
Wardah Azizah ◽  
Nurasik
Keyword(s):  
Capital Market ◽  
Abnormal Return ◽  
Market Reaction ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
T Test ◽  
Paired Sample ◽  
Significant Difference ◽  
Real Picture ◽  
The Capital Market

This study aims to get a real picture of the Capital Market Reaction to the Corona Covid-19 Virus Outbreak (Study on LQ-45 Companies Listed on the Indonesia Stock Exchange). The analytical tool used is descriptive statistical analysis and classical assumption test. To test the hypothesis, it is done using data analysis in the form of Paired Sample T-Test using the statistical program "Product and Service Solution" (SPSS). The results of hypothesis testing using paired sample t-test obtained t-value with a significant value of 0.000 (0.000 <0.05). From these results, it can be stated that the hypothesis is accepted, which means that there is a significant difference in abnormal returns before and after the Corona / Covid-19 Virus Outbreak. The difference in Abnormal Return on the test results has a positive value, this shows that if the Corona / Covid-19 Virus Outbreak has increased, the Abnormal Return value will increase.

scholarly journals EFEKTIFITAS COGNITIVE BEHAVIOURAL EDUCATIONAL INTERVENTION PADA PASIEN POST TRANS URETHERAL RESECTION OF THE PROSTATE DI RS PKU MUHAMMADIYAH BANTUL

2016 ◽  
Vol 11 (2) ◽  
pp. 112-118 ◽  
Author(s):  
Wantonoro Wantonoro ◽  
M Dahlan
Keyword(s):  
Pain Management ◽  
Research Design ◽  
Educational Intervention ◽  
Sampling Method ◽  
T Test ◽  
Control Group ◽  
Cognitive Behavioural ◽  
Significant Difference

This research aimed to show the effectiveness cognitive behavioural educational intervention (CBEI) in post trans urethral resection of the prostate in PKU Muhammadiyah Bantul Hospital. The research design used Quasi-eksperiment; posttest only control group. Sample was taken by nonprobability sampling with accidental sampling method (on February-June 2015). There were 20 respondent have TURP procedure and which were divided into two groups. The t-test independent indicated a significant difference in pain respon in two groups (p=0,000). From this study, CBEI was recommended for pain management in patient with TURP.Keywords: cognitive behavioural educational intervention, pain, TURP

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