Wicaksono, Kevin (2022) ANALISIS PENGARUH RAMADHAN EFFECT TERHADAP RETURN SAHAM PADA SEKTOR KONSUMSI YANG TERDAFTAR DI BURSA EFEK INDONESIA 2019 (EVENT STUDY PADA SUBSEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA). Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia Jakarta.
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Abstract
ABSTRAK Tujuan dari penelitian ini adalah untuk mengetahui pengaruh antara abnormal return (AR), cumulative abnormal return (CAR) dan tradaing volume activity (TVA) pada Ramadhan effect saham subsektor makanan dan minuman yaitu: PT. Garudafood Putra Putri Tbk (GOOD), PT. Buyung Poetra Sembada Tbk (HOKI), PT. Indofood Sukses Makmur Tbk (INDF) dan PT. Mayora Indah Tbk (MYOR). Metode penelitian yang digunakan adalah kuantitatif. Penelitian ini menggunakan trading days ramadhan effect yaitu hari raya idul fitri pada tanggal 5 Juni 2019 dan menggunakan waktu data pengamatan yaitu 7 hari sebelum (21 Mei 2019 – 29 Mei 2019) dan 7 hari sesudah (10 Juni 2019 – 18 Juni 20190 hari raya idul fitri dan keseluruhan periode (21 Mei 2019 – 18 Juni 2019) dengan meggunakan metode uji t-one sample dan t-two sample untuk menguji signifikasi. Hasil dari penelitian ini Abnormal Return Sebelum dan Sesudah Ramadhan Effect tidak mendapatkan hasil yang signifikan. Sementara Cummulative Abnormal Return Sebelum dan Sesudah Ramadhan Effect mendapatkan dua yang signifikan dan Abnormal Return Seluruh Periode tidak mendapatkan hasil yang signifikan, sementara Cummulative Abnormal Return mendapatkan satu yang signifikan. ABSTRACT The purpose of this study was to determine the effect of abnormal return (AR), cumulative abnormal return (CAR) and trading volume activity (TVA) on the Ramadhan effect of stocks in the food and beverage subsector, namely: PT. Garudafood Putra Putri Tbk (GOOD), PT. Buyung Poetra Sembada Tbk (HOKI), PT. Indofood Sukses Makmur Tbk (INDF) and PT. Mayora Indah Tbk (MYOR). The research method used is quantitative. This study uses the trading days Ramadhan effect, namely Eid al-Fitr on June 5, 2019 and uses observational data time, namely 7 days before (21 May 2019 – 29 May 2019) and 7 days after (10 June 2019 – 18 June 2019 Eid al-Fitr). fitri and the entire period (21 May 2019 – 18 June 2019) using the t-one sample test method to and t-two sample test method for test the significance. The results of this study Abnormal Return Before and After Ramadan Effect did not get significant results. While the Cumulative Abnormal Return Before and After Ramadhan Effect gets two significant results and Abnormal Return for All Periods does not get a significant result, while the Cumulative Abnormal Return gets one significant result.
| Item Type: | Thesis (Skripsi) | ||||||||
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| Uncontrolled Keywords: | Event Study, Subsektor Konsumsi, Return Saham, Abnormal Return, Cumulative Abnormal Return, Trading Volume Activity | ||||||||
| Subjects: | Manajemen > Manajemen Keuangan | ||||||||
| Divisions: | S1 Manajemen | ||||||||
| Depositing User: | KEVIN WICAKSONO | ||||||||
| Date Deposited: | 31 Dec 2022 02:41 | ||||||||
| Last Modified: | 31 Dec 2022 02:41 | ||||||||
| URI: | http://repository.stei.ac.id/id/eprint/9228 |
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