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Novi Swandari Budiarso
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The Contrarian: Finance, Accounting, and Business Research
Published by Yayasan Widyantara Nawasena Raharja
ISSN : 29639743     EISSN : 2986190X     DOI : https://doi.org/10.58784/cfabr
Core Subject : Economy, Science, Social,
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences
The Contrarian: Finance, Accounting, and Business Research (CFABR) is a double peer-reviewed journal published by the Yayasan Widyantara Nawasena Raharja. The Contrarian: Finance, Accounting, and Business Research (CFABR) will publish the articles bi-annually. The article submitted to The Contrarian: Finance, Accounting, and Business Research (CFABR) is written in English and it is not under consideration or published by other publishers.
Arjuna Subject : Bisnis, Menejemen, dan Akutansi (semua kategori) - Bisnis, Menejemen, dan Akutansi (Lain-Lain)
Articles 6 Documents
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Search results for , issue "Vol. 2 No. 2 (2023)" : 6 Documents clear
Stock portfolio and optimal return Sartika Sartika
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.24

Abstract

The lifting of restrictions on community activities (or PPKM) gave a positive signal to the capital market, especially listed firms in the transportation and logistics sector. This study aims to compile an investment portfolio in order to obtain optimal returns and make estimates for the next 120 days. The sample used in this study is obtained from observations on 1 January 2023 to 30 April 2023. This study uses the Treynor ratio to determine which stocks have a better risk-return trade-off. The results of the analysis using ARIMA show that TRJA has a high return and risk, while TMAS and ELPI have the highest return with low risk. *This article has been presented at Master of Accounting: Best Kolokium Award
The relationship between oil prices and energy sector stocks in the global recession issue Christina Mikhaila Suoth; Feibe Cindy T Rumengan
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.25

Abstract

Changes in world oil prices as a result of global issues have had a certain impact on the capital market in Indonesia. This study aims to examine the relationship between stock prices in the energy sector and fluctuations in world oil prices. Observations were made from January to April 2023 with a sample of 76 firms in the energy sector. The result of the analysis shows that stock prices in the energy sector have high variability throughout the observation period. In addition, this study finds that energy sector stock prices have a positive relationship with world oil prices.
The confidence interval analysis for stocks with “Unusual Market Activity” Tarisa Syafitria Suratman; Tirsayan Ibrahim
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.26

Abstract

In order to protect investors, the capital market authorities actively monitor stock price movements. Unusual movements have resulted in the capital market authorities announcing unusual market activity (UMA). This study uses firms that obtain UMA status in the announcement period from March to April 2023. To analyze UMA, the study uses confidence interval estimation. The results of this study indicate that UMA status tends to be proven by paying attention to the classification of critical values ​​and the range of data
The impact of inflation on growth of market index Fenilisia Kanan; Jumnibianti Nahading
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.27

Abstract

Inflation in Indonesia tends to fluctuate and has its lowest point in April 2023. This study aims to examine the relationship between inflation and market indexes in Indonesia. The sample for this study is the market index (or IHSG) for the period from January to April 2023. This study finds that inflation has a unidirectional relationship with the movement of the market index in Indonesia. In addition, this study finds that the growth of the market index throughout the observation period is 0.012%. The results of this study indicate that there is a stable condition in the capital market as the controlled inflation rates.
The “Christmas Effect” on defensive accelerated stocks Meyni Christy Kuada; Setiani Mamonto
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.28

Abstract

The Christmas event in December 2022 is accompanied by an increase in inflation and also an increase in interest rates. The objective of this study is to examine the Christmas effect on optimal returns for investors. To analyze this phenomenon, this study carries out several stages, which are testing the market efficiency and estimating whether there are abnormal returns or not throughout the Christmas period. The consumer non-cyclical sector stocks in the accelerating trading board are used as the sample. The observation period is from 28 November 2022 to 20 January 2023 and is divided into two sub-periods. This study finds that market condition is inefficient before the Christmas event, resulting in higher abnormal returns and risks.
Stock risk and return before and during the covid-19 pandemic Alther Gabriel Liwe
The Contrarian : Finance, Accounting, and Business Research Vol. 2 No. 2 (2023)
Publisher : Yayasan Widyantara Nawasena Raharja

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58784/cfabr.39

Abstract

Based on the type of data used, this research uses a quantitative approach, which places an emphasis on testing theory through measuring research variables with numbers and conducting data analysis with statistical procedures. One of the models used to estimate the rate of return is the Capital Asset Pricing Model (CAPM). The purpose of this study is to examine the level of risk and stock returns during the covid-19 pandemic using the Capital Asset Pricing Model (CAPM) method in companies listed on the Indonesia Stock Exchange (IDX) and to examine differences in the level of risk and stock returns before and during the covid-19 pandemic in companies listed on the Indonesia Stock Exchange. Determination of the sample using the purposive sampling method. There are 488 companies on the Indonesia Stock Exchange (IDX) that meet the criteria, with 98 companies classified as high-risk companies and 390 companies classified as low risk. The results showed that there were no significant differences in risk and stock returns in high-risk companies before and during the pandemic in 2020, 2021, and 2022. There is a significant difference in risk and stock returns in low-risk companies before and during the pandemic in 2021, while there is no significant difference before and during the pandemic in 2020 and 2022. There is a significant difference in risk and stock returns in high- and low-risk companies before and during the 2021 pandemic, while there is no significant difference before and during the 2020 and 2022 pandemics.

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