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Artykuły w czasopismach na temat „IDX30 Index”

Autor: Grafiati

Data publikacji: 2 czerwca 2025

Data aktualizacji: 31 lipca 2025

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1

Bakri Katti, Siti Wardani. "Analisis Kondisi Ekonomi Global Terhadap Pergerakan IDX30 Selama Pandemi Covid 19." JAMER : Jurnal Akuntansi Merdeka 2, no. 2 (2022): 69–77. http://dx.doi.org/10.33319/jamer.v2i2.63.

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This study aimed to determine the effect of global economic uncertainty which comprises: world oil price, Federal fund rate, Dow Jones Industrial Average Index and the Rupiah currency partially or simultaneously on the capital market. In this study IDX30 index used as research objects that represent the capital market, as well as to determine the dominant variable affecting IDX30 index. The population in this study all companies included in the IDX30 index members. Samples were taken using saturation sampling, that the whole company is a member IDX30 index used as a sample. Data analysis techn

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Adawiyah, Ami, Yudhia Mulya, and Zul Azhar. "PERBANDINGAN KINERJA PORTOFOLIO SAHAM DI JAKARTA ISLAMIC INDEX DAN IDX30 PERIODE 2016–2018." JIMFE (Jurnal Ilmiah Manajemen Fakultas Ekonomi) 7, no. 2 (2021): 203–16. http://dx.doi.org/10.34203/jimfe.v7i2.3973.

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ABSTRAKPenelitian ini bertujuan untuk mengetahui perbedaan antara kinerja portofolio saham Jakarta Islamic Index (JII) dan IDX30 periode 2016–2018. Jenis penelitian ini adalah penelitian verifikatif dengan metode explanatory survey dan menggunakan teknik statistik komparatif. Penelitian ini menggunakan metode analisis Markowitz dengan pendekatan minimum variance. Sampel yang digunakan adalah 189 saham Jakarta Islamic Index (JII) dan 200 saham IDX30. Hasil pengujian kinerja portofolio dengan menggunakan uji beda independent sample t-test, tidak terdapat perbedaan antara kinerja portofolio Jakar

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Bakri Katti, Siti Wardani, and Mutmainah Mutmainah. "Analisis Perbandingan Kinerja Investasi Portofolio Pasar Modal Syariah Dengan Pasar Modal Konvensional (Studi Kasus Pada Jakarta Islamic Index dan IDX30)." JAMER : Jurnal Akuntansi Merdeka 1, no. 1 (2020): 38–44. http://dx.doi.org/10.33319/jamer.v1i1.19.

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Abstract— The general difference between conventional capital markets and Islamic capital markets can see in the instruments and transactio mechanism, while the difference of Sharia stock index value with conventional stock index value lies in the criteria of the issuer’s shares that must meet the basic principles of sharia. The aim of this research is 1) to know average difference of return between Jakarta Islamic Index (JII) with IDX30 in bullish and bearish period, 2) to know the difference of return between Jakarta Islamic Index (JII) with IDX30 in bullish and bearish period through Sharpe

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Amalia, Hasbiya Fitra, and Dedik Nur Triyanto. "Model Fraud Pentagon Dalam Mendeteksi Kecurangan Laporan Keuangan Perusahaan Yang Terdaftar Pada Indeks IDX30 Tahun 2015-2019." EKOMBIS REVIEW: Jurnal Ilmiah Ekonomi dan Bisnis 10, no. 1 (2022): 96–105. http://dx.doi.org/10.37676/ekombis.v10i1.1590.

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The objective of this study is to examine and assess the Fraud Pentagon model's ability to detect false financial statements in firms that have consistently been included in the IDX30 index from 2015 to 2019. All of the information utilized is secondary and pertains to the company's yearly data. The population is made up of firms that were listed on the IDX30 index between 2015 and 2019, with a sample size of 65 entities. The study variables that have been determined are analyzed using logistic regression in data analysis. From 2015 to 2019, ACHANGE, LEVERAGE, BDOUT, RECEIVABLE, AUDCHANGE, DCH

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Rais, Rais, Dini Aprilia Afriza, Iman Setiawan, Hartayuni Sain, Fadjryani Fadjryani, and Junaidi Junaidi. "MODELING THE IDX30 STOCK INDEX USING STEP FUNCTION INTERVENTION ANALYSIS." BAREKENG: Jurnal Ilmu Matematika dan Terapan 19, no. 3 (2025): 2057–68. https://doi.org/10.30598/barekengvol19iss3pp2057-2068.

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The significant decline in the IDX30 stock index occurred due to an intervention, namely the COVID-19 pandemic, which affected market stability and investment decisions. This study aims to model and forecast the IDX30 stock index using intervention analysis with a step function, which is very suitable for capturing long-term external shocks. The methodology used includes the ARIMA (AutoRegressive Integrated Moving Average) model combined with step function intervention analysis to account for structural changes due to external disturbances. The data used is sourced from investing.com, consisti

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Sundoro, Hary Saputra, Grace Putlia, and Jessica Vonnie Lie. "Analisis determinan kinerja pasar modal (IDX30) di Indonesia." AKURASI: Jurnal Riset Akuntansi dan Keuangan 6, no. 2 (2024): 103–16. http://dx.doi.org/10.36407/akurasi.v6i2.1124.

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Indonesia has a capital market called the Indonesian Stock Exchange (IDX). IDX performance can be measured from existing indices and one of them is the IDX30 index. IDX 30 performance can be influenced by several factors such as macroeconomic variables and CPO prices. This research aims to determine movements in capital market performance in Indonesia caused by influencing factors. The VECM method will be used in this research. The research period starts from 2019 to June 2023. The result of this research is that CPO prices and inflation have a positive influence, while reference interest and

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Wahyuni, Nyoman Candra Tri, and Ni Putu Ayu Darmayanti. "PEMBENTUKAN PORTOFOLIO OPTIMAL BERDASARKAN MODEL INDEKS TUNGGAL PADA SAHAM INDEKS IDX30 DI BEI." E-Jurnal Manajemen Universitas Udayana 8, no. 6 (2019): 3814. http://dx.doi.org/10.24843/ejmunud.2019.v08.i06.p19.

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Stocks are included in determination of the optimal portfolio along with the proportion of each stock and to know how much portfolio return and risk investors will get in the future. The study was conducted on the IDX30 Index on the IDX for the period August 2016 - January 2018. The population of this study used shares that were incorporated in IDX30 Index with sample used was 25 IDX30 Index stocks during the study period. The study uses the optimal portfolio model, namely the Single Index Model The results of the study show that from 25 stocks there are 8 stocks that can form an optimal portf

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8

Erin, Linda, and Yulistia Devi. "Perbandingan Return dan Risk pada Saham Berbasis Syariah dan Konvensional yang Tercatat di Bursa Efek Indonesia." Al-Mashrof: Islamic Banking and Finance 2, no. 2 (2021): 105. http://dx.doi.org/10.24042/al-mashrof.v2i2.10775.

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Penelitian ini di susun untuk mengetahui tingkat pengembalian return dan risk saham yang berbasis syariah di Jakarta Islamic index (JII) dan Saham yang berbasis Konvensional di IDX30.Penelitian ini merupakan penelitian kuantitatif. Lokasi penelitian yaitu website bursa efek Indonesia www.idx,co,id sebagai penyedia data sekunder berupan nama-nama emiten yang masuk dalam Jakarta Islamic index (JII) dan IDX30 Serta data closing price saham tahunan priode 2017 s.d 2020. Dengan membandingkan return dan risk pada saham yang berbasis syariah dan berbasis konvensional. Tehnik analisis data yang diguna

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9

Erwin, Dyah Astawinetu, Istiono, and Yuliaty Erma. "Analysis of the Effect of Covid-19 on Stock Prices in IDX30." Journal of Economics, Finance and Management Studies 04, no. 12 (2021): 2593–99. https://doi.org/10.47191/jefms/v4-i12-22.

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The Covid-19 pandemic has hit Indonesia since March 2020 until now. This health disaster has affect Indonesia's macroeconomic conditions and the performance of many companies. The study examined the effect of the Covid-19 pandemic on the stock prices of all companies included in the IDX30 Index. The hypothesis test used is the average difference test. The results of the study found that the Covid-19 pandemic could have a positive, negative, or no effect on the stock prices of companies included in the IDX30 Index.

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Bimantara, Rizal Agus, Ely Siswanto, and Yuli Soesetio. "Pengumuman Perhitungan Baru Indeks LQ45 dan IDX30: Apakah Ada Reaksi pada Pasar Modal Indonesia?" Esensi: Jurnal Bisnis dan Manajemen 9, no. 1 (2019): 27–40. http://dx.doi.org/10.15408/ess.v9i1.10642.

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This study discusses whether there an influence from the announcement of the newcalculation of LQ45 and IDX30 index. This study uses indicators of abnormal return, cumulative abnormal return, and trading volume activity as a measure of market reaction. The population of this study is the companies incorporated in the IDX30 index. The sampling method uses purposive sampling method and obtained sample of 20 companies.The window period in this study is 11 days. Statistical tests using paired sample t-test and Wilcoxon sign rank test. The results of this study indicate there are no differences in

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11

A, Batari Jumrahma, Ikhwan Maulana Haeruddin M., and Anwar. "Using the Markowitz Model in the Analysis of Optimal PortfolioForming on Idx30 Index Stock on the Indonesia Stock Exchange." International Journal of Innovative Science and Research Technology 7, no. 8 (2022): 1233–39. https://doi.org/10.5281/zenodo.7063494.

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This study aims to determine the optimal portfolio formation by using the Markowitz model on the IDX30 index stock, in order to obtain stocks that are used as investment choices or form a portfolio. The population in this study is all shares of issuers or companies that have been included in the IDX30 Index on the Indonesia Stock Exchange for the period February 2017-January 2022, as many as 53 companies while the sample in this study was 50 company shares selected based on nonprobability sampling technique with purposive sampling method. Data collection is done by using documentation techniqu

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Harsanico, Andreas Billyarta, and Fx Sugiyanto. "MACROECONOMIC FACTORS & ASSET PORTFOLIO THEORY IN IDX30: STOCK RETURNS 2013-2020." Jurnal Ilmu Ekonomi dan Pembangunan 23, no. 1 (2024): 34. http://dx.doi.org/10.20961/jiep.v23i1.57785.

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<p>This study examines the influence of macroeconomic factors on stock returns within Indonesia's IDX30 index, the nation's leading stock index. The primary aim is to evaluate both short-term and long-term impacts of these macroeconomic variables on stock market returns, guided by Milton Friedman's theoretical framework. The research utilizes Ordinary Least Squares (OLS) to assess immediate relationships and Vector Error Correction Model (VECM) to capture long-term dynamics. The study analyzes historical data from the IDX30, focusing on variables such as inflation rates, interest rates,

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Abdallah, Muhammad Naif, Werry Febrianti, and Lutfi Mardianto. "Optimasi Portofolio Berdasarkan Model Mean-Variance dengan menggunakan Lagrange Multiplier pada saham IDX30." Indonesian Journal of Applied Mathematics 4, no. 2 (2025): 38. https://doi.org/10.35472/indojam.v4i2.1983.

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This study aims to optimize the portofolio of stocks included in the IDX30 index using the Mean-Variance model developed by Markowitz. The Lagrange Multiplier method is used in this study to determine the optimal fund allocation by minimizing risk and optimizing expected return. The data used is the daily closing price of stocks from 15 companies listed in the IDX30 index over the last five years (2019-2024). The results show that the Mean-Variance and Lagrange Multiplier methods are effective in identifying the optimal portofolio that can minimize investment risk while maximizing returns

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Benteng, Ahmad Dika Cavalera Putra, Wawan Ichwanudin, and Emma Suryani. "Profitability’s Effect on IDX30 Firm Value: The Role of Capital Structure and Firm Size." Indonesian Journal of Innovation Multidisipliner Research 2, no. 4 (2024): 105–16. http://dx.doi.org/10.69693/ijim.v2i4.212.

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This study investigates the impact of profitability on firm value, with capital structure serving as a mediating variable and firm size as a moderating variable, focusing on companies listed on the Indonesia Stock Exchange's IDX30 index from 2018 to 2022. A quantitative approach is employed to examine the causal relationships, utilizing secondary data from the financial statements of each company, which were sourced from the firms' official websites or the IDX website. A non-probability sampling method was used to select the companies from the IDX30 index during the specified period. The analy

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Oktaviani, Indri, Asep Muslihat, and Gus Ganda Suria Manda. "Pengaruh Rasio Profitabilitas, Leverage Dan Aktivitas Terhadap Pertumbuhan Laba (Studi Empiris Pada Perusahaan Yang Terdaftar Pada Indeks IDX30 Di Bursa Efek Indonesia Periode 2013-2018)." Journal of Economic, Bussines and Accounting (COSTING) 5, no. 2 (2022): 1015–26. http://dx.doi.org/10.31539/costing.v5i2.3099.

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This study aims to determine the effect of profitability on profit growth, the effect of leverage on profit growth, the effect of activity on profit growth and the effect of profitability, leverage and activity on profit growth in companies listed on the IDX30 Index on the Indonesia Stock Exchange 2013-2018. This study uses secondary data with the 2013-2018 research period. The data used comes from the annual financial statements of companies listed on the IDX30 Index on the Indonesia Stock Exchange for the period 2013-2018. The population in this study consisted of 30 companies listed on the

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Jayati, Arum, Pasti Yohana Zein, and Perina Rama Jihan. "Fundamental Analysis of Stocks Before and After the COVID-19 Pandemic on the Indonesia Stock Exchange (An Empirical Study of the IDX30 Index)." Research in Accounting Journal (RAJ) 4, no. 2 (2023): 49–54. https://doi.org/10.37385/raj.v3i2.3186.

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The purpose of this study is to analyze the performance of stocks listed in the IDX30 index on the Indonesia Stock Exchange before and after the COVID-19 pandemic, covering the period from 2017 to 2021, using fundamental analysis. This analysis aims to determine whether stock performance during this period was beneficial or detrimental to investors. The study focuses on key fundamental indicators, including Earnings Per Share (EPS), Price to Earnings Ratio (PER), Debt to Equity Ratio (DER), Return on Assets (ROA), and Return on Equity (ROE). Using purposive sampling, the study selected 15 comp

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Nuriksan, Sidiq, and Nikmah Nikmah. "Financial News Sentiment and Investor Confidence: Determinants of Stock Price Volatility in IDX30." JOURNAL OF HUMANITIES SOCIAL SCIENCES AND BUSINESS (JHSSB) 4, no. 3 (2025): 493–506. https://doi.org/10.55047/jhssb.v4i3.1648.

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The purpose of this study is to analyze the effect of financial news sentiment and investor confidence on stock price volatility of 30 companies on the Indonesia Stock Exchange that are members of the IDX30 index. This study uses a quantitative approach and signal theory. The population consists of all companies indexed by IDX30 and sampling using a saturated sample approach or total sampling where all companies indexed by IDX30 are sampled. The Natural Language Processing method is used to measure financial news sentiment and Market to Book Value of Equity to measure investor confidence. Stoc

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Rahmi Oktavia Maudinatul and Siti Sunendiari. "Aplikasi Model Indeks Tunggal dalam Pembentukan Portofolio Optimal pada Data Harga Saham Indeks IDX30 di Bursa Efek Indonesia." Jurnal Riset Statistika 1, no. 1 (2021): 73–82. http://dx.doi.org/10.29313/jrs.v1i1.305.

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Abstract. The purpose of this study is to identify and analyze stocks that are included in the optimal portfolio on the IDX30 Index on the Indonesia Stock Exchange (IDX), the proportion of funds and the level of profit for each stock that can form a single index model for the optimal portfolio. The research method used is descriptive with a quantitative approach. The object of this research is secondary data, namely stock prices listed on the IDX30 Index in the period September 2014 – January 2021. The results of this study using a single index model show that from 30 companies there are 11 pr

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Tamam Zaidan Rizqullah, Wastam Wahyu Hidayat, Supardi Supardi, and Ridwan Ridwan. "Analisis Pembentukan Portofolio Optimal di Bursa Efek Indonesia dengan Menggunakan Model Markowitz." MASMAN : Master Manajemen 2, no. 3 (2024): 94–108. http://dx.doi.org/10.59603/masman.v2i3.473.

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The purpose of this study is to utilize the Markowitz Model to build an optimal portfolio of stocks on the Indonesia Stock Exchange in 2019 to 2023, focusing on stocks in the IDX30 index. Based on information from KSEI, the public premium in capital market speculation continues to increase. On that basis, this study is important to be conducted in order to provide a reference for the public to invest. The IDX30 index was chosen as the subject of the study because it includes stocks with large market capitalization, high liquidity, and stable financial conditions. This study determines the opti

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Atalia Putri Ramadhan and Ferry Prasetyia. "DETERMINAN VOLATILITAS HARGA SAHAM PADA INDEKS IDX30 (STUDI PADA TAHUN 2018-2021)." Contemporary Studies in Economic, Finance and Banking 3, no. 3 (2024): 581–94. http://dx.doi.org/10.21776/csefb.2024.03.3.04.

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The purpose of this study is to determine the factors that influence the volatility of the IDX30 company’s stock prices. Independent variable used are Stock Trading Volume, dividend policy, leverage, firms size, and asset growth. This study using the report data from companies listed in IDX in the Index IDX30 between 2018-2021. Data analyzed using data panel regression analysis. The result from the analysis found out if variable dividend yield, firm size, and growth asset has no significant effects on Stock Price Volatility. Meanwhile, trading volume and leverage have a significant effect on s

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Usman, Sarah, Devid Anggra Kurnia, and Dirarini Sudarwadi. "Dampak Pengumuman Hasil Pemilu Presiden Republik Indonesia Tahun 2019 Terhadap Saham Indeks Idx30." Journal of Economic, Bussines and Accounting (COSTING) 4, no. 1 (2020): 96–102. http://dx.doi.org/10.31539/costing.v4i1.1159.

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This research examines the impact of the President and vice-Presidential 2019-2024 period election results against shares in the IDX30 index. The research aims to see the difference in the average trading volume activity shares between before and after the announcement. This research uses quantitative approaches with a comparative problem. The sample are all company shares included in the IDX30, actively traded and do not take corporate action at the time before and after the announcement of the President and Vice President. This research will compare the average trading volume acivity between

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Ma’mur, Lutfi Praditia, Riaman Riaman, and Sukono Sukono. "Portofolio Optimization of Mean-Variance Model Using Tabu Search Algorithm with Cardinality Constraints." International Journal of Quantitative Research and Modeling 6, no. 2 (2025): 239–47. https://doi.org/10.46336/ijqrm.v6i2.1010.

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Stock investment is increasingly attractive to Indonesians, especially through the IDX30 index, which is known to have high liquidity and solid company fundamentals. In forming an optimal stock portfolio, investors are faced with the challenge of maximizing return and minimizing risk simultaneously. An optimal portfolio is defined as a combination of assets that provides the highest expected return at a certain level of risk, or the lowest risk for the expected level of return. This study aims to form an optimal portfolio on the IDX30 index by considering cardinality constraints, which limit t

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Nasrulloh, Arsy, and Novi Khoiriawati. "Analisis Perbedaan Abnormal Return, Trading Volume Activity dan Market Capitalization Sebelum dan Sesudah Pengumuman Covid-19 di Indonesia (Studi Peristiwa Pada Indeks Idx30)." Ekonomis: Journal of Economics and Business 7, no. 2 (2023): 992. http://dx.doi.org/10.33087/ekonomis.v7i2.851.

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President Joko Widodo officially released information on the entry of Covid-19 on March 2, 2020, in Indonesia. As a result, the Jakarta Composite Index ended lower at 5,361.25. The purpose of this study was to compare average abnormal return, trading volume activity, market capitalization of the IDX30 index before and after the announcement of Covid-19 in Indonesia. This research uses quantitative methods, and the approach in this research is an event study. The sampling technique used is saturated sampling; namely, all issuer companies included in the IDX30 index are 30 companies. Hypothesis

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Muhammad Resky Fahrullah, Abdi Akbar Idris, and Anwar Anwar. "Efektifitas Analisis Teknikal Moving Average Convergence Divergence (MACD) dan Relative Strength Index (Rsi) dalam Menentukan Sinyal Jual dan Sinyal Beli Saham IDX30." Trending: Jurnal Manajemen dan Ekonomi 3, no. 2 (2025): 23–49. https://doi.org/10.30640/trending.v3i2.3905.

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This research aims to find out the accuracy of determining sell signals and buy signals of IDX30 shares by using Moving Average Convergence Divergence (MACD) and Relative Strength Index (RSI). The type of research used is qualitative descriptive. The population in this study includes stocks listed in the IDX 30 index for the period of May 2023-May 2024, while the sample in this study is 8 company shares collected using purposive sampling techniques. The data collection technique used is the documentation method. The collected data was analyzed using stocks that experienced golden cross and dea

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Nugraha, Putu Nova Artha, I. Made Endra Lesmana Putra, and I. Putu Fery Karyada. "Analisis Fenomena January Effect." Hita Akuntansi dan Keuangan 5, no. 2 (2024): 240–48. http://dx.doi.org/10.32795/hak.v5i2.3935.

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Observation research at IDX30 index equities experience the January Effect from 2020 to 2023. These results are founded on an examination of the Indonesian stock market, specifically the IDX30 index, whose population consists of 45 companies and sample size is 17. Participants were selected for the research using a sampling strategy based on predetermined criteria. As data, normalized abnormal returns from months other than January (February - December). To evaluate if January's average anomalous returns differ significantly from other months, a t-test was performed on independent samples. Acc

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Yunita, Ni Kadek Ema, and Henny Rahyuda. "PENGUJIAN ANOMALI PASAR (JANUARY EFFECT) DI BURSA EFEK INDONESIA." E-Jurnal Manajemen Universitas Udayana 8, no. 9 (2019): 5571. http://dx.doi.org/10.24843/ejmunud.2019.v08.i09.p11.

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The January effect is a phenomenon of deviation from the form of efficient capital markets, where the average return in January is higher than in other months. The purpose of this research is to find out whether there is a January effect on the IDX30 index group companies on the Indonesia Stock Exchange in the period February 2013 to January 2018. This study uses secondary data in the form of monthly stock price data used closing price on the Indonesia Stock Exchange. The sample used was 17 companies. The test results using the SPSS program is a t-test which shows that there is no difference i

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Ronald, Parulian Hutabarat, Sadalia Isfenti, and Irawati Nisrul. "Technical Analysis of Moving Average Convergence Divergence, Stochastic Oscillator, Relative Strength Index and Money Flow Index on The Stock Prices of Companies Listed on The IDX30 Index on The Indonesia Stock Exchange." International Journal of Current Science Research and Review 08, no. 05 (2025): 2209–24. https://doi.org/10.5281/zenodo.15405476.

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Abstract : Every year, the number of investors in Indonesia is growing rapidly. To reduce the risk of loss, it is important to have a strategy in investing, one of which is by utilizing technical analysis. This study aims to assess the extent to which the technical analysis of the Moving Averages Convergence Divergence (MACD), Stochastic Oscillator (SO), Relative Strength Index (RSI), and Money Flow Index (MFI) indicators is effective in providing accurate signals related to stock prices during the 2024 Presidential Election on stock prices listed on the IDX30 Index. This study uses descriptiv

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Salsabila, Salsabila, Hartaty Hadady, Abdullah W. Jabid, Suratno Amiro, and Rusandry Rusandry. "The Effect of Dividend Yield on The Volatility of Stock Prices of IDX30 Index Companies Listed on the Indonesia Stock Exchange for the 2019-2023 Period." Eduvest - Journal of Universal Studies 4, no. 10 (2024): 9298–314. http://dx.doi.org/10.59188/eduvest.v4i10.1727.

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This study investigates the influence of Dividend Yield on Stock Price Volatility in companies included in the IDX30 index on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. Utilizing secondary data from annual reports of IDX30 companies, panel data regression analysis was conducted to examine the relationship between the variables. The findings reveal that Dividend Yield positively affects Stock Price Volatility, contradicting the initial hypothesis. The results indicate that an increase in Dividend Yield leads to higher Stock Price Volatility, while a decrease in Dividend Yie

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Abdurohman, Muhamad, and Jasmi Indra. "Pengaruh Ukuran Perusahaan, Kebijakan Dividen dan Opini Audit Terhadap Harga Saham." AKADEMIK: Jurnal Mahasiswa Ekonomi & Bisnis 4, no. 3 (2024): 1181–93. http://dx.doi.org/10.37481/jmeb.v4i3.906.

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The study aims to determine the impact of corporate size, dividend policies and audit opinions on the share price of IDX30 companies listed on the Indonesian Stock Exchange in 2018-2022. The type of research used is quantitative using secondary data. The population in this study is all IDX30 stock index companies listed on the Indonesian Stock Exchange in the period 2018 to 2022. The sample selection was done using the Purposive Sampling method, with samples obtained by 14 (fourteen) companies. The data analysis technique used is panel data regression. With data processing using the EVIEWS 10

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Vivendi Lordwiek, Sri Lestari Hendrayati, and Golda Belladonna Umbing. "Pengaruh Ukuran Perusahaan Dan Kebijakan Hutang Terhadap Kebijakan Dividen Dengan Return On Assets Sebagai Variabel Moderasi." Jurnal Ekonomi, Akuntansi, dan Perpajakan 1, no. 2 (2024): 32–45. http://dx.doi.org/10.61132/jeap.v1i2.55.

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From 2018–2022, this research will look at the IDX30 index companies listed on the Indonesian stock market to investigate how company size, debt policy, and dividend policy relate to one another, with Return On Assets acting as a moderating variable. Using secondary data culled from annual reports, this study applies quantitative research methodologies. Using a purposive selection technique, fifteen IDX30 businesses were selected as part of the research. The data is examined using moderated regression analysis in particular. This research shows that dividend policy is affected by company size

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Aunillah, Muhammad Wafa, and Wahyudi Wahyudi. "Analisis Portofolio Optimal CAPM dan Single Index Model pada Perusahaan IDX30." Jurnal Ilmiah Ekonomi Islam 8, no. 2 (2022): 2231. http://dx.doi.org/10.29040/jiei.v8i2.5772.

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The purpose of this study is to analyze the optimal stock portfolio using the Capital Asset Pricing Model and Single Index Model, then look at the portfolio performance formed on IDX30 stocks for the period February 2017 – July 2021 with a sample of 16 stocks. This research includes quantitative descriptive. The results showed: (1) CAPM method, obtained 2 stocks, namely: BBCA and ICBP. With a portfolio return rate of 0.26%, and a portfolio risk level of 5.32%. (2) SIM method, only one share is obtained, namely: BBCA. With a portfolio return rate of 1.38%, and a portfolio risk level of 0.57%. (

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Salsabila, Yumna Hanum, Evy Sulistianingsih, Naomi Nessyana Debataraja, and Shantika Martha. "Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19." JTAM (Jurnal Teori dan Aplikasi Matematika) 8, no. 3 (2024): 691. http://dx.doi.org/10.31764/jtam.v8i3.21249.

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The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia Stock Exchange and know the value of the stock weight in each period, over three specific periods: before to the Covid-19 pandemic, at the peak of Covid-19 cases, and after a decline in Covid-19 instances. Stocks listed on IDX30 are stock companies that have high liquidity and large capitalization value on the capital market. The pre-Covid-19 era s

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Puspita, Sella. "The Influence of Institutional Ownership and Debt Policy on Dividend Policy and Profitability as a Moderation Variable." JEMBA: Jurnal Ekonomi Pembangunan, Manajemen & Bisnis, Akuntansi 4, no. 1 (2024): 35–49. http://dx.doi.org/10.52300/jemba.v4i1.11105.

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This research aims to examine the influence of institutional ownership and debt policy on dividend policy with profitability as a moderating variable (in IDX30 index companies listed on the Indonesian stock exchange in 2019-2021). The research method used in this research is quantitative research and uses secondary data collection techniques in the form of annual reports. The sample in this study was selected using a purposive sampling method and a sample of 16 IDX30 companies was obtained that met the sample criteria. The data analysis method used is multiple linear regression analysis and mo

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Riska Melita, Lamria Simamora, Rini Oktavia, Oktobria Y. Asi, Agus Kubertein, and Septa Soraida. "Pengaruh Ukuran Perusahaan dan Pertumbuhan Penjualan Terhadap Struktur Modal dengan Profitabilitas Sebagai Variabel Moderasi." Akuntansi 2, no. 4 (2023): 44–56. http://dx.doi.org/10.55606/akuntansi.v2i4.1147.

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This research aims to examine the influence of company size and sales growth on capital structure with profitability as a moderating variable (in IDX30 index companies for the 2019-2022 period). The research method used in this research is quantitative research and uses secondary data collection techniques in the form of annual reports. The sample in this study was selected using a purposive sampling method and a sample of 15 IDX30 companies was obtained that met the sample criteria. The data analysis method used is multiple linear regression analysis and Moderated Regression Analysis. The res

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Wahid, Alim Jaizul, and Jumadil Saputra. "Portfolio Performance Analysis with Jensen's Alpha Using Single Index Model and CAPM on IDX30 Stocks." International Journal of Quantitative Research and Modeling 6, no. 2 (2025): 274–83. https://doi.org/10.46336/ijqrm.v6i2.1013.

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This study aims to evaluate the formation of an optimal stock portfolio using the Capital Asset Pricing Model (CAPM) and Single Index Model (SIM) approaches, and to assess portfolio performance using Jensen's Alpha generated from stocks included in the IDX30 index during the period April 2024 to March 2025. This study uses a quantitative descriptive approach with a population of 30 IDX30 stocks. The methods applied include calculating stock returns and betas, as well as forming an optimal portfolio using the CAPM and SIM formulas. Portfolio performance is then measured by Jensen's Alpha. The r

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Pramanaswari, A. A. Sagung Istri, and Ni Luh Putu Erma Mertaningrum. "Reaksi Pasar Modal Terhadap Dibatalkanya Indonesia Sebagai Tuan Rumah Piala Dunia U20 Tahun 2023 (Studi Pada Perusahaan Yang Terdaftar Pada Index IDX30)." JISIP (Jurnal Ilmu Sosial dan Pendidikan) 7, no. 3 (2023): 2861. http://dx.doi.org/10.58258/jisip.v7i3.5843.

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This study aims to determine the reaction of the capital market, which is indicated by differences in abnormal returns and trading volume activity in companies indexed IDX30, due to the announcement of the cancellation of Indonesia as host for the 2023 U-20 World Cup. This research uses the event study method with an approach quantitative. Through the one sample t-test, it is known that the significance value of the average abnormal return before and after the event is 0.126, while the value of the average trading volume activity before and after the event is 0.723 which is greater than 0.05.

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Ismi Nurul Izza Rahmawati and Susilo Setiyawan. "Analisis Anomali Pasar “January Effect dan The Day of The Week Effect” pada Return Saham Perusahaan IDX30 yang Terdaftar di BEI (Bursa Efek Indonesia) Periode Januari 2020 – Februari 2021." Jurnal Riset Manajemen dan Bisnis 1, no. 2 (2022): 146–52. http://dx.doi.org/10.29313/jrmb.v1i2.545.

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Abstract. This study aims to test whether there are differences in stock returns so as to determine the occurrence of the January Effect and The Day of The Week Effect phenomena on the IDX30 index listed on the IDX (Indonesian Stock Exchange) during January 2020 - February 2021. The sampling technique used is purposive sampling method. The sample used is 22 companies that are consistently listed on the IDX30 index during the study period. The data used are monthly and daily stock returns derived from closing price data. The data analysis technique of this study used the Mann Whitney U Test and

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Muhammad, Syahrul Kirom, and Ichsanuddin Nur Dhani. "Stock Returns Analysis with Dividend Policy as an Intervening Variable in Idx30 Index Companies on the Indonesia Stock Exchange." Journal of Economics, Finance and Management Studies 06, no. 11 (2023): 5697–704. https://doi.org/10.5281/zenodo.10300942.

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Stock Returns is the profit the investor obtains for investing in a company. Shareholders or investors in their investments can get a return offered by a stock in the form of capital gains (the difference between the selling value and the purchase value) and dividends. This study aimed to determine whether the influence of the Leverage Ratio and Market Ratio can contribute to Stock Returns with Dividend Policy as an intervening variable in IDX30 Index Companies listed on the Indonesia Stock Exchange. The population in this study were all IDX30 Index companies listed on the Indonesia Stock Exch

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Nugraha, Edwin Setiawan, Carlina Juliany Lantang, and Mokhammad Ridwan Yudhanegara. "Portfolio Optimization Analysis Using Markowitz Model on Idx30 Stock Index in 2022 and 2023." FIRM Journal of Management Studies 9, no. 1 (2024): 97. http://dx.doi.org/10.33021/firm.v9i1.4990.

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Economic growth today has an impact on the lives of residents of a country. Investing in the stock market involves a relatively high degree of risk, as stock prices can fluctuate very quickly. However, a proper analysis in forming a portfolio is very important before making any investment decision to get maximal return. This research will use Markowitz Model to get optimal. This model explains the importance of diversification and how it can reduce overall risk while increasing returns. Data to be use are from IDX30 Index Companies in 2022 and 2023 because this index includes stocks from vario

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Cahyani, Yenni, and Wulan Nur Hidayah. "Pengaruh Volume Perdagangan, Earning Volatility, Firm Size, dan Order Imbalance terhadap Volatilitas Harga Saham." AKADEMIK: Jurnal Mahasiswa Ekonomi & Bisnis 5, no. 2 (2025): 1146–61. https://doi.org/10.37481/jmeb.v5i2.1352.

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This study aims to determine the effect of trading volume, earning volatility, firm size, and order imbalance on stock price volatility in companies listed in the IDX30 index on the Indonesia Stock Exchange. The data used is secondary data and the method used is panel data regression analysis with the help of the Eviews 12 program to obtain a comprehensive picture of the relationship between one variable and another. The sample in this study consisted of 14 companies that were consistently listed on the IDX30 for 5 years from 2019-2023 with purposive sampling as the sampling method. The result

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Aditya, Muhammad Ridwan, Marseto Marseto, and Sishadiyati Sishadiyati. "Analisis Pengaruh Kurs Rupiah, Tingkat Suku Bunga, ROE dan DER terhadap Harga Saham Perusahaan Indeks IDX30 Periode 2014 – 2022." Jurnal Syntax Admiration 5, no. 6 (2024): 2272–88. http://dx.doi.org/10.46799/jsa.v5i6.1169.

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This study aims to understand whether factors such as the Rupiah exchange rate, interest rates, Return on Equity (ROE) and Debt to Equity Ratio (DER) influence share prices of IDX30 companies from 2014 to 2022. Companies in the IDX30 index span the period 2014 - 2022 is the object of this study. For this study, 14 companies were selected as research samples through a purposive sampling method. This research applies secondary data with documentation techniques for data collection. Data analysis was carried out using the Eviews 10.0 analysis tool for panel data regression. The findings in the st

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William, Ken, and Dionisia Bhisetya Rarasati. "Stock Price Prediction on IDX30 Index using Long Short-Term Memory Algorithm." Jurnal Informatika 11, no. 2 (2024): 80–89. http://dx.doi.org/10.31294/inf.v11i2.22156.

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Yoko Mashonia Panjaitan, Nisrul Irawati, and Isfenti Sadalia. "COMPARISON ANALYSIS OF INDEX IDX30 OPTIMAL SHARE PORTFOLIO WITH INDONESIAN EQUITY FUND PORTFOLIO PERFORMANCE." Journal of Accounting Research, Utility Finance and Digital Assets 1, no. 5 (2023): 459–74. http://dx.doi.org/10.54443/jaruda.v1i5.69.

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Based on the results of the study, the conclusions that can be drawn are as follows. The optimal portfolio calculation results on the Single Index Model method for stocks show that stocks with UNVR issuers are the only ones that are optimal. Whereas in Mutual Funds there is no optimal portfolio calculation results. The results of calculations using the Markowitz method for all stock issuers obtained a return value of 0.000634 with a risk of 0.036057, namely at alpha 0.9. Meanwhile, for all stock mutual fund issuers, a return value of 0.003195 was obtained with a risk of 0.033629, namely at alp

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Nurfajar, Tomy, and Rizky Nur Ayuningtyas Putri. "SHARIA VERSUS CONVENTIONAL STOCKS." Indonesian Scientific Journal of Islamic Finance 2, no. 1 (2023): 33–49. https://doi.org/10.21093/inasjif.v2i1.7389.

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The capital market is an alternative source of funding for both the government and the private sector. Governments that need funds can issue bonds or debentures and sell them to the public through the capital market. Likewise, the private sector, in this case a company that needs funds, can issue securities, either in the form of shares or bonds, and sell them to the public through the capital market. One of the most popular instruments sold in the capital market is investing in shares, both sharia shares and non-sharia shares. In investing in the capital market, the important thing is to know

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Siti Maysaroh and Anita Handayani. "Leverage, Dividend Policy, and Profitability Effects on IDX30 Stock Price Volatility During 2019–2023." Jurnal Ilmiah Manajemen Kesatuan 13, no. 2 (2025): 1051–60. https://doi.org/10.37641/jimkes.v13i2.3159.

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The capital market is an increasingly popular investment alternative among the public. One of the factors that can affect stock price volatility is a company's financial statements, which serve as the primary basis for analyzing its performance. This study aims to determine the effect of leverage, dividend policy, and profitability on stock price volatility. This study employs a quantitative method with data analysis conducted using multiple linear regression analysis. The variables used in this study include leverage, dividend policy, and profitability as independent variables, while stock pr

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Samsudin, Idris, Pardomuan Sihombing, and Yohanis Hans Kwee. "Determinants of the Developed Country Index and Indonesian Macroeconomic on the IDX Growth 30 and IDX Value 30." Research of Economics and Business 2, no. 2 (2024): 78–93. http://dx.doi.org/10.58777/reb.v2i2.209.

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This study analyzes the determinants of the Developed Country Index (Hang Seng Index, Dow Jones Index) and Indonesian macroeconomic variables (10-Year Government Bond Yield, Foreign Ownership in Government Bonds, and the BI-7 Day Reverse Repo Rate, BI7DRR) on the movement of the IDX Growth 30 Index (IDXG30) and IDX Value 30 Index (IDXV30) from 2018–2022. Monthly time series data is used with a saturated sampling technique, processed via Eviews 12 using VECM analysis. The study conducts Stationarity, Optimal Lag, VAR Stability, and Cointegration Tests, along with Impulse Response Function (IRF)

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Pratama, Aditya Nugraha, Neva Satyahadewi, and Evy Sulistianingsih. "ANALYSIS OF OPTIMAL PORTFOLIO FORMATION ON IDX30 INDEXED STOCK WITH THE MEAN ABSOLUTE DEVIATION METHOD." BAREKENG: Jurnal Ilmu Matematika dan Terapan 18, no. 3 (2024): 1753–64. http://dx.doi.org/10.30598/barekengvol18iss3pp1753-1764.

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In investing in stocks, an investor must be able to form a stock portfolio to obtain optimal results. Factor analysis is one way to select stocks to form a portfolio. Factor analysis with Principal Component Analysis (PCA) extraction is used to summarize many variables into new smaller factors by producing the same information. The new factor formed is called a portfolio. This study aims to form an optimal portfolio using the Mean Absolute Deviation (MAD) method, which is an alternative to Markowitz optimization, and assess the stock portfolio's performance using the Sharpe index. This researc

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Alimuddin, Almand Fuad, and Riko Hendrawan. "Optimal Stock Portfolio Establishment with Active and Passive Strategy Using Price to Book Value and Price Earning to Growth Ratio Approach in IDX30 Index 2013-2018 Period." Devotion : Journal of Research and Community Service 4, no. 9 (2023): 1770–85. http://dx.doi.org/10.59188/devotion.v4i9.559.

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The volatility phenomenon of stock returns shows the return and risk faced by investors in investment activities. One method that can be used by investors to get maximum profit while compressing the risk into the minimum level is by diversifying its investments through portfolios. This study aims to determine the simulation results of optimal stock portfolio establishment with active and passive strategy using Price to Book Value and Price Earning to Growth ratio approach and the results of the Sharpe, Treynor, and Jensen performance evaluations on the established portfolio. This research appe

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S, Aulia P. Agusthine, and Devi M. Puspitasari. "Analisis Perbandingan Kinerja Portofolio Optimal pada Strategi Aktif dengan Metode Sharpe, Treynor dan Jensen Sebelum dan Selama Pandemi COVID-19." JIIP - Jurnal Ilmiah Ilmu Pendidikan 6, no. 2 (2023): 1283–89. http://dx.doi.org/10.54371/jiip.v6i2.1684.

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Penelitian ini bertujuan untuk mengevaluasi perbedaan kinerja portofolio optimal menggunakan strategi aktif dengan metode sharpe, treynor, dan Jensen. Penelitian ini menginvestigasi kinerja portofolio optimal dari 20 saham yang tercatat dalam Indeks IDX30 di Bursa Efek Indonesia (BEI) diantaranya yaitu ADRO, ANTM, ASII, BBNI, BBRI, BBTN, BMRI, CPIN, GGRM, ICBP, INCO, KLBF, MDKA, PGAS, PTBA, SMGR, TINS, TLKM, TOWR, dan UNTR. Periode yang digunakan pada penelitian ini yaitu tahun 2018 sampai dengan 2021. Penelitian ini menggunakan metode deskriptif dan komparatif melalui pendekatan kuantitatif d

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Siti Fitriyyatul Jamilah, Dwi Eko Waluyo, and Amron Amron. "Optimizing Portfolios Using Single Index Models and Mean-Variance From the Indonesia Stock Exchange: IDX30." International Journal Of Accounting, Management, And Economics Research 2, no. 2 (2024): 14–30. https://doi.org/10.56696/ijamer.v2i2.132.

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The purpose of the study was to determine the optimal portfolio composition using the Single Index Model and Mean-variance Model methods, then the results of the two methods were compared. Data collection was carried out using secondary data from stocks that make up the IDX30 index for the 2013-2022 period. The research method is a comparative analysis of the returns and risks obtained from the Single Index Model portfolio then compared with the return and risk of the portfolio using the Mean-variance Model with 5 portfolio combinations. The comparison is carried out by comparing the coefficie

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