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All Journal JIKA: Jurnal Ilmu Keuangan dan Perbankan Indonesian Journal of Economics and Management
Nugrahani, Wahyu Panji
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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Comparative Evaluation of Portfolio Performance: A Study of Cryptocurrency, Stock, and Foreign Exchange Investments Yanida*, Pebri; Pratiwi, Leni Nur; Nugrahani, Wahyu Panji
Jurnal Ilmu Keuangan dan Perbankan (JIKA) Vol 13 No 1: December 2023
Publisher : Program Studi Keuangan & Perbankan, Fakultas Ekonomi dan Bisnis, Universitas Komputer Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34010/jika.v13i1.10314

Abstract

This study aims to provide information about the level of risk, return, and investment performance of cryptocurrency and also compare it with traditional investment instruments such as stocks and dollars. The population in this study is the monthly closing price of Bitcoin, JCI, and Dollar. The sample in this study is the monthly closing price of Bitcoin, JCI, and Dollar in the period January 2020 to December 2022, each of which is 36 data so the number of observations made is 108 data. The analysis technique used in this research is a comparative analysis using the Kruskal Wallis test method using the SPSS 25 analysis tool. The results of this study found that there were significant differences between the performance of Bitcoin, JCI, and Dollar stocks using the Sharpe, Treynor, and Jensen methods. Keywords: Cryptocurrency; Portfolio Performance; Finance, Risk Measurement; Sharpe, Treynor, and Jensen Methods Abstrak Penelitian ini bertujuan menyediakan informasi mengenai tingkat risiko, return, dan kinerja investasi cryptocurrency dan juga membandingkannya dengan instrument investasi tradisional seperti saham dan dollar. Populasi pada penelitian ini adalah harga penutupan bulanan (monthly closing price) Bitcoin, IHSG dan Dollar. Sampel pada penelitian ini adalah harga penutupan bulanan (monthly closing price) Bitcoin, IHSG dan Dollar pada periode Januari 2020 hingga Desember 2022, masing-masing sebanyak 36 data sehingga jumlah observasi yang dilakukan adalah sebanyak 108 data. Teknik analisis yang digunakan dalam penelitian ini adalah analisis komparatif dengan metode uji Kruskal Wallis menggunakan tool analisis SPSS 25. Hasil penelitian ini menemukan terdapat perbedaan signifikan antara kinerja Bitcoin, Saham IHSG dan Dollar menggunkan metode Sharpe, Treynor dan Jensen. Cryptocurrency tidak hanya merupakan mata uang digital, tetapi dapat menjadi pilihan investasi yang sangat menguntungkan, namun karena risiko yang mungkin dihasilkan juga fluktuatif, maka calon investor harus memiliki pengetahuan yang baik mengenai instrument ini. Kata Kunci: Kriptokurensi; Kinerja Portofolio; Keuangan, Pengukuran Risiko; Metode Sharpe, Treynor, dan Jensen
Analysis of Factors Affecting Credit Distribution to Banks Listed on The Indonesia Stock Exchange (2017-2022) Pratiwi, Leni Nur; Yanida, Pebri; Nugrahani, Wahyu Panji
Indonesian Journal of Economics and Management Vol 4 No 1 (2023): Indonesian Journal of Economics and Management (November 2023)
Publisher : Jurusan Akuntansi Politeknik Negeri Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35313/ijem.v4i1.5254

Abstract

The study aims to analyze the influence of factors that affect credit distribution by banks. The research period was conducted for 6 (six) years from 2017 to 2022. The data used are secondary data with quantitative methods. The variables used in this study are DPK, CAR, LDR, NPL, ROA as independent variables, and credit distribution as dependent variables. The population used in this study is conventional commercial banks. By using purposive sampling, the selected banks are banks listed on the IDX, and have individual financial statements at the end of the year during the study period so that 39 conventional commercial banks were selected. The analysis method used is data panel regression using the eviews 9.0 analysis tool. Based on the results of the analysis in the study, it was found that deposits and LDRs have a positive influence on credit distribution by banks. The CAR variable has a negative influence on credit distribution. NPL and ROA variables do not affect lending policy. Meanwhile, simultaneously the five variables affect credit distribution policy.
Co-Authors Pebri Yanida, Pebri Pratiwi, Leni Nur Yanida*, Pebri