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http://repository.ipb.ac.id/handle/123456789/134646
Title: | Pemodelan Harga Saham Sektor Perbankan Menggunakan Regresi B-Spline Multivariable |
Other Titles: | Stock Price Modelling in the Banking Sector Using Multivariable B-Spline Regression |
Authors: | Nugrahani, Endar Hasafah Septyanto, Fendy Suryani, Novi |
Issue Date: | 2024 |
Publisher: | IPB University |
Abstract: | Laporan keuangan perusahaan biasanya digunakan oleh investor sebagai pertimbangan
dalam membeli saham. Di dalam laporan keuangan terdapat rasio keuangan yang
menggambarkan kondisi perusahaan. Penelitian ini bertujuan untuk membangun model
persamaan regresi terbaik dari rasio keuangan yang berpengaruh terhadap pergerakan harga
saham. Sampel yang digunakan adalah laporan keuangan 4 perusahan perbankan yang tercatat di
Bursa Efek Indonesia (BEI) periode 2018 hingga 2022. Variabel bebas yang digunakan dalam
penelitian ini adalah debt to equity ratio (DER) dan earning per share (EPS) sedangkan variabel
terikat yang digunakan adalah harga saham. Penelitian ini menggunakan metode analisis regresi
non parametrik yaitu regresi B-Spline. Hasil penelitian menunjukkan model harga saham terbaik
dipilih dengan kombinasi empat titik knot dan jumlah orde lima. Company financial reports are typically utilized by investors as a consideration when purchasing stocks. Within financial reports, there are financial ratios that depict the company's condition. This research aims to construct the best regression equation model from influential financial ratios on stock price movements. The sample consists of financial reports from four banking companies listed on the Indonesia Stock Exchange (IDX) from 2018 to 2022. The independent variables in this study are the debt-to-equity ratio (DER) and earnings per share (EPS), while the dependent variable is the stock price. This research employs the non-parametric regression analysis method, namely B-Spline regression. The research results indicate that the best stock price model is selected with a combination of four knot points and a fifth order. |
URI: | http://repository.ipb.ac.id/handle/123456789/134646 |
Appears in Collections: | UT - Actuaria |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
G94190020_Novi Suryani.pdf Restricted Access | Full Text | 1.54 MB | Adobe PDF | View/Open |
Cover.pdf Restricted Access | Cover | 510.99 kB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 545.86 kB | Adobe PDF | View/Open |
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