ANALISIS ABNORMAL RETURN PORTOFOLIO WINNER - LOSER PADA PERUSAHAAN YANG TERDAFTAR DI INDEKS KOMPAS 100

2021 ◽  
Vol 3 (1) ◽  
pp. 88-97
Author(s):  
Jessica Willa Wiranata ◽  
Anastasia Sri Mendari

This study aims to analyze whether there is a difference in abnormal return average of stock portfolios in winner and loser categories during two different periods namely formation and testing periods to test winner-loser anomaly occurrence. The population of this study was the companies listed in the Kompas 100 Index of Indonesia Stock Exchange from February 2015 to July 2019. A number of 44 companiesused as the samples of this study which selected by using the purposive sampling technique. Parametric paired sample t-test and nonparametric Wilcoxon signed ranks test were used to analyze the data that processed by using SPSS program. The results show that the abnormal return average of the winner stock portfolio and loser stock portfolio in the formation period has a significant difference with the abnormal return average of the winner stock portfolio and loser stock portfolio in the testing period.

Academia Open ◽  
2021 ◽  
Vol 3 ◽  
Author(s):  
Wardah Azizah ◽  
Nurasik

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.


2020 ◽  
Vol 8 (1) ◽  
pp. 46-52
Author(s):  
Ahlul Nazar ◽  
Nurul Huda

AbstrakPenelitian ini bertujuan untuk mengetahui seberapa besar perbedaan yang signifikan ukuran perusahaan antara PT Telkomsel  Tbk dan PT XL Axiata Tbk. Penelitian komparatif, populasi penelitian ini adalah data laporan keuangan PT TERKOMSEL TBK selama 22 tahun dari tahun 1997-2018 dan PT XL AXIATA TBK yaitu selama 18 tahun dari tahun 1999-2018. Teknik pengambilan sampel dalam penelitian ini menggunakan Purposive Sampling. Sampel penelitian ini selama 5 tahun dari 2014-2018 terdaftar di bursa saham. Jenis data penelitian kuantitatif dengan sumber data sekunder. Teknik analisis data menggunakan uji normalitas data dan independent sample t-test. Analisis menunjukkan bahwa variabel Ukuran Perusahan pada PT Telkomsel  Tbk dan PT XL Axiata Tbk. berdasarkan nilai Sig (2-tailed) sebesar 0,010 sehingga nilai signifikan 0,000 > 0, 05, maka Ha ditolak dan H0 diterima yang menyatakan bahwa tidak ada perbedaan yang signifikan antara Ukuran Perusahaanpada PT Telkomsel  Tbk dan PT XL Axiata Tbk.AbstractThis study aims to find out how big a significant difference in company size between PT Telkomsel Tbk and PT XL Axiata Tbk. Comparative research, the population of this study is the data of PT TERKOMSEL TBK's financial statements for 22 years from 1997-2018 and PT XL AXIATA TBK for 18 years from 1999-2018. The sampling technique in this study uses purposive sampling. This research sample for 5 years from 2014-2018 was listed on the stock exchange. Types of quantitative research data with secondary data sources. The data analysis technique uses normality test data and independent sample t-test. The analysis shows that the Company Size variable at PT Telkomsel Tbk and PT XL Axiata Tbk. based on the Sig (2-tailed) value of 0.010 so that a significant value of 0,000> 0, 05, Ha is rejected and H0 is accepted stating that there is no significant difference between Company Size at PT Telkomsel Tbk and PT XL Axiata Tbk.


Wahana ◽  
2009 ◽  
Vol 11 (1) ◽  
pp. 15-29
Author(s):  
Djaja Perdana

This research aims to investigate the market reaction to seasoned equity offerings (SEO). This research was conducted at Jakarta Stock Exchange over 2000-2002 using 77 emitens based on purposive sampling. Paired sample t-test is used in testing return, abnormal return and trading volume activity surronding seasoned equity offerings (SEO) announcement (t-5 until t+5). The result of the all analysis shows that there are no significant average return, abnormal return and trading volume activity surrounding seasoned equity offerings (SEO).Keywords: Seasoned Equity Offerings, Return, Abnormal Return, Trading Volume Activity


2021 ◽  
pp. 42-48
Author(s):  
Evelin R.R Silalahi ◽  
Robasa Inriani Sianturi

Penelitian ini bertujuan untuk menganalisis pengaruh pengumuman dividen tunai terhadap abnormal return saham dan trading volume activity sebelum dan sesudah pengumuman dividen. Populasi penelitian ini adalah semua perusahaan keuangan yang terdaftar di BEI di tahun 2016-2019. Sampel pada penelitian ini didapatkan dengan cara purposive sampling, dengan jumlah sampel 20 perusahaan. Teknik pengumpulan data menggunakan teknik dokumentasi. Metode analisis yang digunakan adalah uji paired sample t-test dengan menggunakan program SPSS 24. Hasil penelitian ini menunjukkan bahwa: (1) Pengumuman dividen tunai tidak berpengaruh terhadap abnormal return, hal ini dibuktikan dengan hasil uji paired sample t-test dengan tingkat signifikansi 0,948 (0,948>0,05) yang berarti tidak terdapat perbedaan rata-rata abnormal return yang signifikan antara sebelum dan sesudah pengumuman dividen tunai. (2) Pengumuman dividen tunai tidak berpengaruh terhadap trading volume activity, hal ini dibuktikan dengan hasil uji paired sample t- test dengan tingkat signifikasi 0,607 (0,607>0,05) yang berarti tidak terdapat perbedaan rata-rata trading volume activity yang signifikan antara sebelum dan sesudah pengumuman dividen saham. Kata kunci: Dividen tunai, Abnormal Return, dan Trading Volume Activity.


2021 ◽  
Vol 2 (2) ◽  
pp. 136-146
Author(s):  
Syamsuddin Syamsuddin ◽  
Versiandika Yudha Pratama

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.


2021 ◽  
Vol 1 (1) ◽  
pp. 39-47
Author(s):  
Dina Novrieta ◽  
Sopi Nurisa

The aim of this research is to describe the implementation of Wholesome Scattering Game in improving students’ writing skills on descriptive text and to find out whether there is a significant difference between students who were taught by using Wholesome Scattering Game and the students who were not. This research used quantitative approach focusing on experimental research which was conducted at SMAN 2 Sungaiselan in academic year 2019/2020. The researcher used purposive sampling technique and two classes were taken as samples, with 69 students (35 students for the control group and 34 students for the  experimental). The result of the test was analyzed by using statistical analysis of Paired sample t-test and Independent sample t-test. The finding showed that the students who were taught by using Wholesome Scattering Game got higher score than those who were taught by using non-Wholesome Scattering Game. It means that the alternative hypothesis (Ha) was accepted, while the null hypothesis (Ho) was rejected. It could be concluded that there was a significant difference between students who were taught by using Wholesome Scattering Game and the students who were taught without using Wholesome Scattering Game.


2021 ◽  
Vol 1 (1) ◽  
pp. 23
Author(s):  
Lina Tejo Sugiarto

<p>In XYZ elementary school, most grade 2 students show a lack of curiosity when learning Bible as a study subject, which cause the low participation score in learning that subject. Those students also show difficulties when doing the summative test which is caused by their deficiency in comprehending the written Bible story. Moreover, the students show minimum reflective thinking skill which needs to be noticed because the skill is important for learning process in the class. Those reasons show that grade 2 students’ curiosity, reading comprehension and reflective thinking skill when learning Biblical Studies need to be improved. KWHLAQ is a well-known strategy which is suitable to be used in improving the students’ curiosity, reading comprehension and reflective thinking skill. Therefore, this research was conducted to know the difference of students’ curiosity, reading comprehension and reflective thinking skill before and after using the KWHLAQ strategy. The research design used a quantitative, experimental one group pretest and posttest method. The subject of this research were 25 students of XYZ Elementary School – grade 2A which consist of 13 boys and 12 girls. The sample were chosen using purposive sampling technique. The data were analyzed with descriptive and inferential statistics (Paired Sample T-test and Wilcoxon Signed Ranks). The results showed that there were differences in grade 2A students’ curiosity, reading comprehension, and reflective thinking skill in learning Biblical studies after applying the KWHLAQ strategy.</p><p><strong>BAHASA INDONESIA ABSTRACT: </strong>Kurangnya rasa ingin tahu siswa pada pelajaran Pendidikan Agama Kristen (PAK) di SD XYZ menyebabkan rendahnya nilai partisipasi siswa dalam pelajaran PAK. Pemahaman membaca Alkitab juga kurang ditumbuhkan dalam diri siswa terlihat dari kesulitan siswa mengerjakan tes sumatif. Kurangnya kemampuan berpikir reflektif siswa perlu mendapat perhatian dalam pembelajaran di kelas. Hal ini menunjukkan bahwa rasa ingin tahu, pemahaman membaca, dan kemampuan berpikir reflektif siswa dalam pelajaran PAK di SD XYZ perlu ditingkatkan. Strategi KWHLAQ adalah strategi yang sangat baik diterapkan dalam pembelajaran PAK untuk meningkatkan rasa ingin tahu, pemahaman siswa, dan kemampuan berpikir reflektif siswa. Penelitian ini bertujuan untuk mengetahui perbedaan rasa ingin tahu, pemahaman membaca, dan kemampuan berpikir reflektif siswa dengan menggunakan strategi KWHLAQ. Penelitian ini merupakan penelitian kuantitatif dengan menggunakan metode eksperimental. Desain penelitian yang digunakan adalah <em>one-group pretest-posttest</em>. Subyek penelitian terdiri dari 25 siswa terdiri dari 13 laki-laki dan 12 perempuan yang seluruhnya berasal dari siswa kelas 2A SD XYZ Jakarta Barat. Teknik pengambilan sampel menggunakan <em>purposive sampling</em>. Data dianalisis dengan menggunakan statistik deskriptif dan inferensial (Uji <em>Paired Sample T-test</em> dan Uji Wilcoxon). Temuan penelitian mengungkapkan adanya perbedaan rasa ingin tahu, pemahaman membaca, dan kemampuan berpikir reflektif siswa kelas 2A SD XYZ dalam pelajaran PAK sesudah penerapan strategi KWHLAQ.</p>


2020 ◽  
Vol 7 (8) ◽  
pp. 1439
Author(s):  
Basyasyatul Hanafiyah ◽  
Noven Suprayogi

The purpose of this study was to determine the differences of Internet Financial Reporting (IFR) index between Lembaga Amil Zakat Nasional (LAZNAS)  and Badan Amil Zakat Nasional Provinsi (BAZNASPROV) in Indonesia. This research uses a quantitative approach with an independent sample t-test. The population in this study is the official website of LAZNAS and BAZNASPROV in Indonesia. Sample selection using purposive sampling technique with two criteria. The website have to be can accessed properly, furthermore LAZNAS and BAZNASPROV have been inaugurated for more than 2 years. The data used is secondary data. Data collection was obtained from the official websites of LAZNAS and BAZNASPROV in Indonesia. The results of this study indicate that there is no significant difference in the IFR index between LAZNAS and BAZNASPROV. Based on the four IFR components used, one and only component showed significant difference is technology used. However, the results obtained that between LAZNAS and BAZNASPROV still do not provide maximum on internet financial reporting yet.Keywords: Internet Financial Reporting, LAZNAS, BAZNASPROV


2021 ◽  
Vol 8 (2) ◽  
pp. 92-99
Author(s):  
Kholisotin Kholisotin ◽  
Kholifatun Naziro ◽  
Zainal Munir ◽  
Ahmad Kholid

During labor, women experience many reproductive changes, one of which is uterine involution. If the uterine involution is late to return to normal, it will cause subinvolution, puerperal gymnastic techniques and kegel exercises are the easiest techniques to use and are very effective. The purpose of this study was to determine the effectiveness of puerperal gymnastic and kegel exercises on uterine involution in postpartum mothers day 1-3 at BPM Hj. Nengah Mardani Tenggarang Bondowoso. This type of research uses a pre-experimental research methodology using a two-group interpretation-posttest design, with a sample of 30 respondents. The sampling technique in this study used total sampling. Data analysis used paired sample t test and independent t test. The independent t test results showed that there was no significant difference between puerperal gymnastic and kegel exercises in overcoming uterine involution in postpartum mothers with a p value of 0.039 (p value> α 0.05). Of the two techniques, Kegel exercises were more effective in reducing involution. uterus with a mean difference of 6.7333> than the mean puerperal gymnastic of 5.8000.


2017 ◽  
Vol 1 (1) ◽  
pp. 60
Author(s):  
Farnia Sari

IBT techniques is series of activities that involved maximally throughout the student's ability to search and investigate in a systematic, critical, logical, analytical, so that they can formulate their own discoveries with confidence the search of knowledge and understanding to satisfy curiosity. IBT technique is also supposed to the teachers be creative to set situations. This method used was quasi experimental design. The purposive sampling technique was used on this study. The data were collected by reading test. The collected data was analyzed by using paired sample t-test and independent sample t-test. The results showed that the students reading ability was improved and there was a significant difference between the students who were taught by using IBT and those who were not. With IBT technique encouraged students to take the initiative to have question the phenomenon, to conduct field observations, to analyze the data, and to draw conclusions. Thus, it is to integrate students and synergize various skills of language and different methods.


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