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Title: | Identifikasi Subindustri Prospektif Menjelang Pemilu Serentak 2024 dengan K-Medoids Clustering |
Other Titles: | Identification of Prospective Subindustries Leading up to the 2024 Simultaneous Elections using K-Medoids Clustering |
Authors: | Silvianti, Pika Rahman, La Ode Abdul Amelia, Vera |
Issue Date: | 2023 |
Publisher: | IPB University |
Abstract: | Angka indeks harga saham gabungan pada Bursa Efek Indonesia mengalami
peningkatan di setiap tahun pemilihan umum (pemilu) sejak Pemilu 1998. Itu
artinya beberapa subindustri mendapatkan dampak positif dari momentum pemilu.
Namun menganalisis setiap subindustri yang ada tentunya kurang efisien.
Penelitian ini bertujuan mengidentifikasi subindustri yang berpotensi
menguntungkan (prospektif) menjelang Pemilu Serentak 2024 berdasarkan hasil
K-Medoids clustering pada data menjelang Pemilu Serentak 2019. Variabel
penelitian mencakup long-term price rate of change yang menggambarkan trend
serta volatilitas yang menggambarkan fluktuasi. Variabel tersebut merupakan
hasil transformasi data harga saham historis dua tahun menjelang Pemilu Serentak
2019 setiap emiten dengan periode mingguan. Penelitian ini menggunakan KMedoids clustering dengan jarak Euclidean karena adanya outlier dan banyaknya
klaster sudah ditentukan, yaitu empat klaster (positif tinggi, positif rendah, negatif
tinggi, dan negatif rendah). Positif negatif menggambarkan trend, sedangkan
tinggi rendah menggambarkan fluktuasi. Fluktuasi yang tinggi menandakan risiko
yang tinggi. Subindustri prospektif menjelang Pemilu Serentak 2024 dengan
risiko rendah adalah subindustri produsen furnitur rumah tangga, barang kimia
dasar, material konstruksi, wadah dan kemasan, ban, ritel barang rumah tangga,
asuransi jiwa, pembiayaan konsumen, serta subindustri perusahaan holding
keuangan. Sementara itu, subindustri prospektif berisiko tinggi menjelang Pemilu
Serentak 2024 adalah subindustri aluminium, kertas, dan tekstil. Indonesia Stock Exchange (IDX) Composite has grown in each general election year since 1998. This indicates that certain subindustries have benefited positively from the election year momentum. However, analyzing each subindustry was less efficient. This study aimed to identify prospective subindustries leading up to the 2024 Simultaneous Election based on the results of K-Medoids clustering on data from the lead-up to the 2019 Simultaneous Election. Research variables covered long-term price rate of change (indicating trends) and volatility (depicting fluctuations). These were derived from transforming historical stock price data for each issuer on a weekly basis in the two years before the 2019 Simultaneous Election. Four clusters emerged: high positive, low positive, high negative, and low negative. Positivity/negativity signify trends and high/low represent fluctuations. High fluctuations indicating higher risks. Prospective subindustries for the 2024 Simultaneous Election with low risk include household furniture manufacturers, basic chemical producers, construction materials, packaging, tires, household goods retail, life insurance, consumer finance, and financial holding companies. On the other hand, sub-industries with high risks for the 2024 Simultaneous Election include aluminum, paper, and textiles. |
URI: | http://repository.ipb.ac.id/handle/123456789/125359 |
Appears in Collections: | UT - Statistics and Data Sciences |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
G14190036_Cover.pdf Restricted Access | Cover | 647.62 kB | Adobe PDF | View/Open |
G14190036_Vera Amelia.pdf Restricted Access | Fullteks | 4.05 MB | Adobe PDF | View/Open |
G14190036_Lampiran.pdf Restricted Access | Lampiran | 488.73 kB | Adobe PDF | View/Open |
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