Ilah, Muwahidatul (2018) Analisis Survival Untuk Pemodelan Delisting Time Di Indeks Lq45 Pada Perusahaan Sektor 6 Dan Sektor 7 Menggunakan Multiperiod Generalized Extreme Value Regression. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Perusahaan sektor properti, real estat, dan konstruksi serta sektor infrastruktur, utilitas, dan transportasi yang listing di Indeks LQ45 mengindiksikan bahwa perusahaan tersebut memiliki tingkat likuiditas yang tinggi disektornya. Jika perusaahan sudah tidak memenuhi kriteria artinya perusaahaan akan di delisting dari Indeks LQ45. Penelitian ini bertujuan untuk mengetahui rasio keuangan perusahaan yang berpengaruh signifikan terhadap delisting time perusahaan dari Indeks LQ45. Data yang digunakan dalam penelitian berupa delapan belas rasio keuangan perusahaan serta dua indikator ekonomi makro. Penelitian ini menggunakan metode multiperiod generalized extreme value regression dengan kriteria kebaikan model yang diukur berdasarkan C-Indeks. Pemodelan dilakukan secara univariat, multivariat, serta dengan menggunakan seleksi variabel. Hasil pemodelan menunjukkan nilai C-Indeks sektor properti, real estat, dan konstruksi sebesar 53,38% dengan dua variabel signifikan yaitu ETD dan IHSG. Sedangkan nilai C-Indeks pada sektor infrastruktur, utilitas dan transportasi sebesar 76,54% dengan tiga variabel signifikan yaitu EPS, DER, dan ROE.
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Property, real estate, and construction sector as well as infrastructure, utilities and transport sectors ever recorded in the LQ45 Index indicate that the companies have a high liquidity level in the sector. This study aims to determine the company's financial ratios that significantly affect the company's delisting time in the LQ45 Index. The predictors used in the study are eighteen financial ratios of firms as well as two macroeconomic indicators. This research uses multiperiod generalized extreme value regression method of goodness model measured by C-Index. In this research, modeling is done by using three alternatives, there are univariat, multivariate, and feature selection. The modeling results show that modeling in each sector gives more representative results. C-Index value of property, real estate, and construction is 53.38% with two significant variables are ETD and IHSG. While the value of C-Index on infrastructure, utilities and transportation sector is 76.54% when three significant variables are EPS, DER, and ROE.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Uncontrolled Keywords: | C-Indeks, Delisting Time, Multiperiod Generalized Extreme Value, Indeks LQ45 |
| Subjects: | Q Science > Q Science (General) > Q180.55.M38 Mathematical models Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Muwahidatul Ilah |
| Date Deposited: | 08 Jul 2021 08:45 |
| Last Modified: | 12 Jul 2021 18:39 |
| URI: | http://repository.its.ac.id/id/eprint/57301 |
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