scholarly journals Analysis Of Comparison The Stock Price At PT. Bank Tabungan Negara (Persero) Tbk, Before And After Applying The E-Blink

2018 ◽  
Vol 3 (1) ◽  
Author(s):  
Nana Andani Darmawan Andani Darmawan
Keyword(s):  
Hypothesis Testing ◽  
Analytical Method ◽  
Stock Prices ◽  
Stock Price ◽  
T Test ◽  
Significance Level ◽  
Paired Sample ◽  
Before And After ◽  
Price Differences

Abstract             This study aims to find out and analyze stock prices before and after the existence of E-Blink products at PT. Bank Tabungan Negara (Persero) Tbk. The sample used in this study is the closing stock price 30 days before and 30 days after the E-Blink product. The analytical method used Paired Sample t Test with the help of SPSS version 21.0. Hypothesis testing used statistics to analyze changes in stock prices of PT. Bank Tabungan Negara (Persero) Tbk with a significance level of 5%. The results showed that there were significant stock price differences before and after the E-Blink at PT. Bank Tabungan Negara (Persero) Tbk. This indicates the existence of information that is considered positive for investors with the existence of E-Blink products that will increase profits owned by the company and dividends for shareholders or investors. Keywords : Stock Price, E-Blink

scholarly journals Euforia Merger - Harga Saham dan Trading Volume BRIS

2021 ◽  
Vol 9 (2) ◽  
pp. 144-151
Author(s):  
Taufiq Andre Setiyono ◽  
Rinwantin Rinwantin
Keyword(s):  
Empirical Evidence ◽  
Analytical Method ◽  
Stock Price ◽  
Trading Volume ◽  
T Test ◽  
Paired Sample ◽  
Significant Difference ◽  
Before And After ◽  
The Difference

This study aims to obtain empirical evidence regarding the differences in the stock price of BRIS before and after the merger of the three sharia banks of BUMN, and to obtain empirical evidence regarding the difference in trading volume of BRIS stock before and after the merger of the three sharia banks of BUMN. In this research, the analytical method used paired sample t-test with the SPSS program. The object of this research is BRIS. This study concludes that there is no difference between the stock price of BRIS before and after the merger of of the three sharia banks of BUMN, and there is a significant difference between the trading volume of BRIS stock before and after the merger of the three sharia banks of BUMN.

scholarly journals Leader Effect and Return Stock Market

2019 ◽  
Vol 3 (3) ◽  
pp. 207
Author(s):  
Kharisya Ayu Effendi
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Composite Index ◽  
Secondary Data ◽  
Test Sample ◽  
T Test ◽  
Paired Sample ◽  
Daily Data ◽  
Analysis Technique ◽  
Before And After

The purpose of this study is to examine whether the election of Jokowi as the country's leader (president) can affect the stock price return of the Jakarta Composite Index (JCI). The data used in this research is secondary data. Data comes from historical JCI. The data taken is daily data for 12 months before and after Jokowi was appointed president. The data analysis technique used is one t-test sample used to test the first hypothesis and the paired samplest t test was used to test the second hypothesis in this study. The results in testing the paired sample there is no difference in the return of stock prices in the era before and after Jokowi became president.

Perbandingan harga saham, volume transaksi dan return saham sebelum dan sesudah terjadi pandemi covid-19 pada PT Agung Podomoro Land, Tbk

2021 ◽  
Vol 5 (4) ◽  
pp. 720
Author(s):  
Anggun Putri Romadhina ◽  
Eka Kusuma Dewi
Keyword(s):  
Stock Returns ◽  
Stock Prices ◽  
Stock Price ◽  
Research Data ◽  
Paired Sample ◽  
First Case ◽  
Significant Difference ◽  
Before And After ◽  
Stock Transaction

The first Covid-19 case in Indonesia was announced on March 2, 2020. This study aims to determine whether there is a significant difference in stock prices, stock transaction volume and stock returns due to the COVID-19 pandemic (case study at PT. Agung Podomoro Land, Tbk). This research data was taken 90 days before and 90 days after the announcement of the first case of COVID-19 in Indonesia. The data was processed by paired sample t-test, using SPSS version 20. From the results of data processing, it was shown that there was a significant difference in stock prices before and after the announcement of the first case of covid-19 in Indonesia. This is indicated by a significance value of 0.000 < 0.05 where the stock price has decreased compared to before the Covid-19 case. Meanwhile, the volume of stock transactions also showed a significant difference with a significance value of 0.007 <0.05, where the volume of stock transactions after the announcement showed a decrease. Likewise, stock returns show a significant difference with a significance value of 0.025 < 0.05 where stock returns have decreased after the announcement of the first case of covid-10 in Indonesia.  

scholarly journals ANALYZING ABNORMAL RETURN BEFORE AND AFTER THE ANNOUNCEMENT OF MERGER AND ACQUISITION IN 2018

2018 ◽  
Vol 1 (2) ◽  
pp. 14-22
Author(s):  
Sonny Haryanto ◽  
Umi Mardiyati ◽  
Agung Dharmawan Buchdadi
Keyword(s):  
Mergers And Acquisitions ◽  
Stock Price ◽  
Abnormal Return ◽  
Abnormal Returns ◽  
T Test ◽  
Testing Hypotheses ◽  
Paired Sample ◽  
Minute Period ◽  
Before And After ◽  
Observation Period

This study aims to analyze the abnormal returns before and after the announcement of mergers and acquisitions in the companies listed on the IDX 2018. In this study the observation period taken was three days before and after the announcement of mergers and acquisitions with the number of samples observed were 9 companies. The method for calculating abnormal returns used is the market adjusted return by using an intraday stock price of 15 minutes. Based on testing hypotheses conducted by paired sample t-test, it was found that there were no significant differences in abnormal returns before and after the announcement of mergers and acquisitions in each 15 minute period.

scholarly journals The Announcement of Sharia Bank’s Conditional Merger Agreement. How Investor Reacted?

2021 ◽  
Vol 2 (2) ◽  
pp. 136-146
Author(s):  
Syamsuddin Syamsuddin ◽  
Versiandika Yudha Pratama
Keyword(s):  
Event Study ◽  
Stock Price ◽  
Abnormal Return ◽  
Secondary Data ◽  
T Test ◽  
Event Window ◽  
Paired Sample ◽  
Average Abnormal Return ◽  
Significant Difference ◽  
Before And After

This study aims to determine there is a difference in average abnormal return of BRI Syariah before and after the signing of the Conditional Merger Agreement (CMA), which is on October 12th, 2020. This research used event study for method and the data in this study are secondary data in the form of stock price data of BRI Syariah. The event window in this study for 11 (eleven) working days which is 5 (five) days before the event, 1 (one) day when the event occurs and 5 (five) days after the signing of the Conditional Merger Agreement (CMA) BUMN sharia bank. Meanwhile, the estimated period is set for 120 exchange days, namely at t-125 to t-6. Test conducted by paired sample t-test. The results of the paired sample t-test showed that there is no significant difference between the average abnormal return of BRI Syariah shares before and after the signing of the Conditional Merger Agreement. It can be concluded that neither the market nor investors reacted to the signing of the Conditional Merger Agreement (CMA) that occurred at BRI Syariah Bank.

scholarly journals ANALISIS PERBEDAAN HARGA SAHAM, RETURN SAHAM, DAN ABNORMAL RETURN SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN HIGH PROFILE DAN LOW PROFILE YANG TERDAFTAR DI BURSA EFEK INDONESIA

2021 ◽  
Vol 11 (1) ◽  
pp. 42
Author(s):  
Pita Rahmawati ◽  
Jawoto Nusantoro ◽  
Gustin Padwa Sari
Keyword(s):  
Stock Returns ◽  
Stock Prices ◽  
Abnormal Returns ◽  
T Test ◽  
Paired Sample ◽  
High Profile ◽  
Normality Test ◽  
Low Profile ◽  
Stock Split ◽  
Before And After

This research aims to determine whether there are differences in stock prices, stock returns and abnormal returns before and after a stock split in high profile and low profile companies. The research period used in this study was on 2016-2018. The research was analyzed in quantitative method by using a purposive sampling method. Based on the sampling criteria, 40 companies were selected as research samples. Kolmogorov Smirnov One Sample test was used for the normality test. After the normality test was carried out, the data was processed using the two paired-sample difference test. The t-test (paired sample t-test) was used if data were normally distributed but if it was not normally distributed the Wilcoxon Signed Rank test would be used. Hypothesis testing results showed that (1) there are differences in stock prices whether before and after a stock split in high profile companies (2) there are differences in stock prices whether before and after the stock split in low profile companies (3) there are differences in stock returns whether before and after a stock split in the company high profile (4) there is no difference in stock returns whether before and after the stock split in low profile companies (5) there is no difference in abnormal returns whether before and after the stock split in high profile companies (6) there is no difference in abnormal returns whether before and after the stock split in low profile companies (7) there are differences in stock prices after a stock split in high profile companies and low profile (8) there is no difference in stock returns whether before and after the stock split in high profile and low profile companies (9) there is no difference in abnormal stock returns whether before and after a stock split at high profile and low profile companies.

scholarly journals Analisis Sell in May and Go Away di Bursa Efek Indonesia dan Malaysia Periode 2017-2019

2021 ◽  
Vol 9 (1) ◽  
pp. 311
Author(s):  
Laila Marta Zarika ◽  
R.A. Sista Paramita
Keyword(s):  
Hypothesis Testing ◽  
Stock Price ◽  
Abnormal Return ◽  
Stock Exchange ◽  
T Test ◽  
The Other ◽  
Price Movement ◽  
Paired Sample ◽  
Price Data ◽  
The Difference

In May and Go Away (SMGA), Sell is a type of seasonal Anomaly, which historically originated in Europe and America that between May-October returns lower than the other periods from November to April. This research aims to determine the difference in abnormal return in the May-October (Worst period) period and November-April (Best period) in Indonesia and Malaysia Stock Exchange between 2017 to 2019. This test conducted using the company's stock price data samples listed on the LQ45 index in the Indonesia Stock Exchange and the FBMKLCI index in the Malaysia Stock Exchange period 2017 to 2019. Hypothesis testing using paired sample t-test to answer if there is a difference in return between the best period and the worst period, to prove the Sell's existence in May and Go Away. The results showed no difference returns between the best and worst periods in the Sell in May and Go Away phenomenon at the Indonesia and Malaysia Stock Exchange period 2017 to 2019. The Investor considers SMGA as not a phenomenon containing excellent or bad information that is capable of affecting the price movement of shares so that SMGA as a strategy to buy stocks in the best period and sell in the worst period is no longer relevant

scholarly journals PENGUJIAN REAKSI INVESTOR TERHADAP PENGUMUMAN KABINET INDONESIA MAJU

2020 ◽  
Vol 7 (1) ◽  
pp. 21-40
Author(s):  
Rexza Bramesta
Keyword(s):  
Stock Prices ◽  
Abnormal Return ◽  
Trading Volume ◽  
Market Reaction ◽  
T Test ◽  
Volume Activity ◽  
Political Event ◽  
Paired Sample ◽  
Significant Difference ◽  
Before And After

Capital markets are relevantly influenced by political event. This research aimed to analyze the market reaction on the announcement of cabinet of Indonesia Maju on October, 23 2019. Market reaction is measured by abnormal return and trading volume activity. This study used 44 companies from LQ45 group’s stock prices as population and used event study method to identify market reaction. The window event is 11 day long (t-5 – t+5). The statistical test used to test the hypotheses is simple t-test and paired sample test. The result of the statistical calculation of simple t-test showed there are no significant abnormal return around the date of the event. It means that investors do not respond to the event of newly cabinet announcement. The result of paired sample t-test showed there are no significant difference between the average abnormal return and trading volume activity obtained by sample companies listed in LQ45 index before and after the announcement of cabinet of Indonesia Maju.

scholarly journals Dampak Kenaikan Harga Tiket Pesawat Terhadap Return dan Harga Saham pada PT. Garuda Indonesia Tbk di Bursa Efek Indonesia

2019 ◽  
Vol 10 (1) ◽  
pp. 1
Author(s):  
Agung Anggoro Seto ◽  
Dian Septianti
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
T Test ◽  
Price Increase ◽  
Aviation Industry ◽  
Analysis Model ◽  
Paired Sample ◽  
Before And After ◽  
The Impact ◽  
Airline Ticket

<p align="center"><strong>ABSTRACT</strong></p><p><em>This research aims to analyze the impact of the price increase of airfare against return and the stock price of PT. Garuda Indonesia Tbk. This type of research is comparative. The Data used in this research is the secondary return and stock price of the weekly PT. Garuda Indonesia TBK in Indonesia Stock Exchange, with the amount of data 21 weeks before and 21 weeks after the price increase of airfare. Data analysis Model used the paired sample t-test. The results showed that there was no return on shares of PT. Garuda Indonesia TBK before and after the price increase of the airline ticket with a significance value of 0.887. The results also showed that there was a difference in the stock price of PT. Garuda Indonesia TBK before and after the price increase of the airline ticket with a significance value of 0.000. Where the stock price after the increase of the average airline ticket price is greater Rp. 239.143. The difference in the stock price of PT. Garuda Indonesia TBK. Before and after airfare increases due to investor perception or positive sentiments that assess the price increase in the aviation industry will benefit Airline companies. The high investor confidence and improvement of management system is believed to affect the investor's desire to invest in PT. Garuda Indonesia TBK So it has a significant impact on the price increase of PT. Garuda Indonesia TBK Post Airfare increases.</em></p><p><strong><em>Keywords</em></strong><em> : </em><em>Return, Stock Price, Price Airfare</em></p><p align="center"><strong>ABSTRAK</strong></p><p><em>Penelitian ini bertujuan untuk menganalisis dampak kenaikan harga tiket pesawat terhadap return dan harga saham PT. Garuda Indonesia Tbk. Jenis penelitian adalah komparatif, data yang digunakan pada penelitian ini adalah sekunder berupa return dan harga saham mingguan PT. Garuda Indonesia Tbk di Bursa Efek Indonesia, dengan jumlah data sebanyak 21 minggu sebelum dan 21 minggu sesudah kenaikan harga tiket pesawat. Model analisis data yang digunakan paired sample t test. Hasil penelitian menunjukkan tidak terdapat perbedaan return saham PT. Garuda Indonesia Tbk sebelum dan sesudah kenaikan harga tiket pesawat dengan nilai signifikansi sebesar 0,887. Hasil penelitian juga menunjukkan bahwa terdapat perbedaan harga saham PT. Garuda Indonesia Tbk sebelum dan sesudah kenaikan harga tiket pesawat dengan nilai signifikansi sebesar 0,000. Dimana harga saham setelah kenaikan harga tiket pesawat rata-rata lebih besar Rp. 239,143 Adanya perbedaan harga saham PT. Garuda Indonesia Tbk. sebelum dan sesudah kenaikan harga tiket pesawat disebabkan oleh persepsi investor atau adanya sentimen positif yang menilai kenaikan harga tiket pada industri penerbangan akan menguntungkan bagi perusahaan penerbangan. Tingginya kepercayaan investor dan perbaikan sistem manajemen diyakini berpengaruh terhadap keinginan investor untuk berinvestasi di PT. Garuda Indonesia Tbk sehingga berdampak signifikan terhadap peningkatan harga saham PT. Garuda Indonesia Tbk pasca kenaikan harga tiket pesawat.</em></p><strong><em>Kata kunci</em></strong><em>: Return, Harga Saham, Harga Tiket</em>

scholarly journals Improving Speaking Achievement of the Eleventh Grade Students of SMA Negeri 5 Palembang Through Time Token Arends

2019 ◽  
Vol 6 (1) ◽  
pp. 51-60
Author(s):  
Visca Yulinda ◽  
Rita Hayati ◽  
Lingga Agustina
Keyword(s):  
T Test ◽  
P Value ◽  
Control Groups ◽  
Significance Level ◽  
Paired Sample ◽  
Purposive Sampling ◽  
Significant Difference ◽  
Before And After ◽  
Speaking Skill ◽  
And Control

This study was aimed to find out  whether or not (1) there was a significant difference in speaking achievement before and after the students were taught through time token arends strategy, and (2) there was a significant difference in speaking achievement between the students who were taught through time token arends strategy and those who were not. The sample of this study was 60 eleventh grade students of SMA Negeri 5 Palembang which was chosen by using purposive sampling. It was divided into experimental and control groups, and each group had 30 students. To collect the data, pretest and posttest were given to the students. In scoring the students’ pretest and posttest, the writer used the rubric by Harris (1996). Then, the data were analyzed by using paired sample t-test and independent sample t-test in SPSS Version 24. The result of paired sample t-test showed that the p-value was lower than significance level (0.003<0.05). It means that there was a significant difference in speaking  achievement before and after the students were taught through time token arends strategy. The result of independent sample t-test showed that the p-value was lower than significance level (0.006<0.05). It means that there was a significant difference in speaking achievement between the students who were taught through time token arends strategy and those who were not. In brief, time token arends strategy is helpful in enhancing students’ speaking achievement. Keywords: Improvement, Speaking Skill, Time Token Arends

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