Pemodelan Kinerja Saham Sektor Perbankan Pada Indeks LQ45 Dengan Pendekatan Analisis Regresi Data Panel

Laurenshia, Vinddy (2024) Pemodelan Kinerja Saham Sektor Perbankan Pada Indeks LQ45 Dengan Pendekatan Analisis Regresi Data Panel. Diploma thesis, Institut Teknologi Sepuluh November.

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Abstract

Realisasi investasi di Indonesia dari tahun ke tahun terus mengalami peningkatan. Berdasarkan data dari Badan Koordinasi Penanaman Modal (BKPM), realisasi investasi di Indonesia pada tahun 2022 mencapai sebesar 1.207,2 triliun. Hal tersebut tentunya berdampak pada banyaknya instrumen investasi. Saham merupakan salah satu instrumen investasi yang banyak diminati. Industri perbankan dalam sektor keuangan adalah sektor saham yang memiliki bobot terbesar dalam IHSG. Saham dengan kinerja yang baik merupakan pilihan yang tepat bagi investor untuk berinvestasi. Tujuan dari penelitian ini adalah untuk mengetahui faktor-faktor rasio keuangan apa saja yang mempengaruhi kinerja saham pada sektor perbankan pada indeks LQ45. Data yang telah diperoleh akan dianalisis dengan mengukur kinerja saham berdasarkan harga saham terakhir, mendeskripsikan karakteristik data kemudian dilanjutkan dengan Analisis Regresi Data Panel. Model yang telah terpilih kemudian dilakukan uji signifikansi parameter dan pengujian asumsi IIDN.Berdasarkan model Regresi Data Panel terbaik yang telah terbentuk, didapatkan kesimpulan yang akan menjawab tujuan dari penelitian.
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Investment realization in Indonesia continues to increase from year to year. Based on data from the Investment Coordinating Board (BKPM), investment realization in Indonesia in 2022 reached 1,207.2 trillion. This certainly has an impact on the number of investment instruments.
Shares are one of the investment instruments that are in great demand. The banking industry in the financial sector is the stock sector that has the largest weight in the ICI. Stocks with good performance are the right choice for investors to invest in. The purpose of this study is to determine how stock performance and what financial ratio factors affect stock performance in the banking sectors in the LQ45 index. The data that has been obtained will be analyzed by measuring stock performance based on the last stock prices, describing the characteristics of the data then continued with Panel Data Regression Analysis. The selected model is then tested for parameter significance and IIDN assumption. Based on the best Panel Data Regression model that has been formed, conclusions are obtained that will answer the objectives of the study.

Item Type:	Thesis (Diploma)
Uncontrolled Keywords:	Indeks LQ45, Kinerja Saham, Perbankan, Regresi Data Panel, Banking, LQ45 Index, Panel Data Regression, Stock Performance
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HA Statistics > HA31.35 Analysis of variance H Social Sciences > HA Statistics > HA31.3 Regression. Correlation H Social Sciences > HG Finance H Social Sciences > HG Finance > HG4529 Investment analysis H Social Sciences > HG Finance > HG4910 Investments
Divisions:	Faculty of Vocational > 49501-Business Statistics
Depositing User:	Vinddy Laurenshia
Date Deposited:	10 Jun 2024 08:46
Last Modified:	10 Jun 2024 08:46
URI:	http://repository.its.ac.id/id/eprint/108030

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