JURNAL LENTERA AKUNTANSI
Vol 5, No 2 (2020): JURNAL LENTERA AKUNTANSI

ANALISIS RESIKO RETURN SAHAM TAHUNAN BANK BUMN DENGAN MENGGUNAKAN MODEL VALUE AT RISK PERIODE 2015 – 2018

Sahang Sapta Apritchzeki (Politeknik LP3i Jakarta)

Article Info

Publish Date
30 Nov 2020

Abstract

In investing, especially in the shares of companies engaged in the financial industry, it is necessary to measure the risk of these company shares. Investors are very interested in state-owned banks, so it is necessary to measure the risk. One of the benchmarks in measuring risk is the Value at Risk (VaR) model. This research is a research to see the risk of annual return of BUMN bank shares for the period 2015 – 2018.Key words: Value at Risk, Return, Risk 

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Journal Info
JURNAL LENTERA AKUNTANSI
Website

Abbrev

jrakt

Publisher

Politeknik LP3I Jakarta

Subject

Computer Science & IT Economics, Econometrics & Finance

Description

urnal Lentera Akuntansi (ISSN 2339-2991, E-ISSN 2745-6978) ini merupakan jurnal ilmiah berkala yang ditujukan untuk mempublikasikan karya ilmiah hasil penelitian, pengembangan dan studi pustaka di bidang disiplin ilmu akuntansi meliputi ilmu Ekonomi, Akuntansi, Perpajakan, Analisa Laporan Keuangan ...