Analisis Korelasi Antara Jumlah Kasus Terkonfirmasi COVID-19 Dengan Perdagangan Saham Di Indonesia

Sianturi, Dinagusti Magdalena (2021) Analisis Korelasi Antara Jumlah Kasus Terkonfirmasi COVID-19 Dengan Perdagangan Saham Di Indonesia. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Kejadian pandemi COVID-19 mempunyai dampak di setiap sektor kehidupan. Studi terhadap pengaruh pandemi COVID-19 terhadap perdagangan saham pun sedang banyak dikembangkan di Indonesia terkait banyaknya industri yang terdampak akibat pandemi COVID-19. Penelitian Tugas Akhir ini bertujuan untuk memberikan informasi terkait hasil analisis korelasi antara jumlah kasus terkonfirmasi COVID-19 yang ada di Indonesia dengan volume transaksi saham di Indonesia. Dari 600 saham di Indonesia, seluruhnya diklaster ke dalam tiga klaster menggunakan metode klasterisasi K-Means berdasarkan volume transaksi. Kemudian dilakukan uji korelasi menggunakan metode Uji Pearson antara kasus terkonfirmasi COVID-19 dengan volume transaksi saham di Indonesia dengan waktu yang bersesuaian. Dari penelitian ini didapat sebagian besar saham-saham di Indonesia yang tergolong mempunyai volume transaksi sedang dan tinggi mempunyai korelasi searah dengan jumlah kasus terkonfirmasi COVID-19 atau bisa dikatakan jumlah kasus terkonfirmasi COVID-19 di Indonesia yang semakin meningkat tidak membuat transaksi saham di Indonesia menurun, melainkan transaksi saham di Indonesia juga semakin meningkat.
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The COVID-19 pandemic has impact in every sector of life. Studies of the impact of the COVID-19 pandemic on stock trading are also being developed in Indonesia regarding to the number of industries affected by the pandemic. This research aims to provide information about the results of the correlation analysis between the number of confirmed cases of COVID-19 in Indonesia and the volume of stock transactions in Indonesia. From 600 stocks in Indonesia, all of them can be clustered into three cluster based on their transaction volume using K-Means clustering. Then correlation test is done between confirmed case of COVID-19 in Indonesia and the transaction volume of stocks in Indonesia synchronously. From this research found that most stocks in Indonesia that are classified as having medium and high transaction volumes have direct correlation with the number of confirmed cases of COVID-19. Or it can be said that the number of confirmed cases of COVID-19 in Indonesia is increasing, does not causing stock transactions in Indonesia decrease, but stock transactions in Indonesia is also increasing.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	dampak COVID-19, K-Means, klasterisasi saham, uji korelasi Pearson, impact of COVID-19, K-Means, Pearson correlation test, stock clustering.
Subjects:	Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry) Q Science > QA Mathematics > QA278.55 Cluster analysis
Divisions:	Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User:	Dinagusti Magdalena Sianturi
Date Deposited:	23 Aug 2021 13:51
Last Modified:	24 Aug 2021 01:18
URI:	http://repository.its.ac.id/id/eprint/90035

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