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All Journal Proceeding of The International Conference on Economics and Business Seminar Nasional Teknologi dan Multidisiplin Ilmu
Arya Bayu Peringga Putra
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Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Economics, Econometrics & Finance Education Social Sciences

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Valuation Of SR018-T3 And SR018-T5 Series Bond For Investment Purposes Tyta Ripal; Ardhi Goeliling; NI Nyoman Devi; Abdul Rahim Amin; Arya Bayu Peringga Putra; I Gede Arya Pering Arimbawa; A. Fadel Muhammad
Proceeding of The International Conference on Economics and Business Vol. 3 No. 1 (2024): Proceeding of The International Conference on Economics and Business
Publisher : Universitas Kristen Indonesia Toraja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55606/iceb.v3i1.388

Abstract

Retail Government Sukuk (Retail Sukuk) is a sharia investment product offered by the government to individuals. These bonds have the prospect of benefits and interest from investors. This makes this bond product interesting to study. The assessment of Retail Government Sukuk (Retail Sukuk) will provide an overview for investors and increase confidence in making investment decisions. This research describes the analysis process in assessing government bonds with a case study of bonds series SR018-T3 and SR018-T5. The method used in this research is descriptive case study. The data used is secondary data obtained through PHEI. It is hoped that the presentation of the assessment process presented will increase the knowledge of individuals or investors in calculating the value of bonds. The results of this research show that the SR018-T5 value is lower than the nominal value of the SR018-T3 bonds
Pengujian Efisiensi Pasar Bentuk Lemah pada Indeks LQ45 di Bursa Efek Indonesia Periode April 2020-April 2024 Tyta Ripal; Ardhi Goeliling; NI Nyoman Devi; Abdul Rahim Amin; Arya Bayu Peringga Putra; I Gede Arya Pering Arimbawa; A. Fadel Muhammad
Seminar Nasional Teknologi dan Multidisiplin Ilmu (SEMNASTEKMU) Vol 3 No 2 (2023): SEMNASTEKMU
Publisher : Universitas Sains dan Teknologi Komputer

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.51903/semnastekmu.v3i2.228

Abstract

This research aims to find out the pattern and correlation of stock return movements on the LQ45 index in the period April 2020 - April 2024. This is related to market efficiency theory, when the market is efficient in a weak form, the fluctuating movement of the index reflects that the shares included in The LQ45 Index group is influenced by various information that occurs and is relevant to the capital market and moves randomly. However, if the price movement pattern is influenced by previous price movements, the market is inefficient in the weak form. Run-tests and autocorrelation tests are used to provide evidence of weak form market efficiency. The research results show that during this period the movement of weekly and monthly LQ45 Index returns was random so it was categorized as an efficient market in weak form. The return autocorrelation test also shows that there is no positive or negative autocorrelation, this shows that the current return movement is not influenced by previous returns.
Co-Authors A. Fadel Muhammad Abdul Rahim Amin Ardhi Goeliling I Gede Arya Pering Arimbawa NI Nyoman Devi Tyta Ripal