Nadhif Nursyahban
Department of Statistics, IPB University, Indonesia

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Penggerombolan Data Panel Emiten Sektor Pertambangan selama Pandemi Covid-19 Nadhif Nursyahban; Aam Alamudi; Farit Mochamad Afendi
Xplore: Journal of Statistics Vol. 12 No. 1 (2023): Vol. 12 No. 1 (2023)
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (331.787 KB) | DOI: 10.29244/xplore.v12i1.948

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.