Analisis Risiko Investasi pada Portofoliodengan Value at Risk (VaR) Menggunakan Simulasi Monte Carlo
Abstract
Abstractβ Investment is the placement of a number of funds at this time for the purpose to obtain a number of benefits in the future. In investing, Value at Risk is needed as a measurement tool that serves as a risk estimator that will occur. The method used to calculate VaR is the Monte Carlo Simulation method that performs simulations by generating random numbers. The data used in this study is secondary data, that is data on the closing price of Unilever and Telekomunikasi stock in the June 2019-November 2019 period. The data analysis technique used is calculate stock returns, conduct a normality test, simulate the return value using parameter estimation, estimate the maximum loss, calculate the VaR value and the average of VaR. Based on research result at a 95% confidence level, a period of one day and an initial investment fund is assumed πΉπ. π. πππ. πππ. πππ it is possibility of losses amounted to πΉπ. ππ. πππ. πππ, ππ.
Keywordsβ investment, Value at Risk (VaR), Monte Carlo simulation.
Full Text:
PDFReferences
Herlianto, Didit. 2013. Manajemen Investasi Plus Jurus
Mendeteksi Investasi Bodong. Yogyakarta: Gosyen Publishing.
Tandelilin, Eduardus. 2010. Portofolio dan Investasi Teori dan
Aplikasi. Yogyakarta: Kanisius.
Zulfadri, Arnellis, dan Subhan, Muhammad. 2011. Modifikasi
Cadangan Premi Prospektif pada Asuransi Jiwa Seumur Hidup
Joint Life Menggunakan Metode New Jersey. UNPJoMath. Vol. 2
No. 4, ISSN: 977 235516589.
Sari, Ike Mairita dan Rosha, Media. 2019. Pemodelan Indeks
Harga Saham pada Jakarta Islamic Index (JII) Menggunakan
Generalisasi Proses Wiener. UNPJoMath. Vol. 2 No. 3, ISSN:977
Sofiana, Nita. 2011. βPengukuran Value At Risk Pada Portofolio
Dengan Simulasi Monte Carlo (Studi Kasus: Harga Penutupan
Saham Harian PT. Telekomunikasi Indonesia Tbk dan PT.
Unilever Indonesia Tbk Bulan Januari-Desember 2010)β, Skripsi
Hal,. Universitas Negeri Yogyakarta, Yogyakarta, Indonesia,
Juli 2011.
Choudry, Moorad. 2006. An Introduction To Value at Risk 4th Edition. England: John Wiley&Sons, Ltd.
Saepudin, Yunus,. 2017. Analisis Risiko Investasi Saham
Tunggal Syariah Dengan Value at Risk (VaR) dan Expected
Shortfall (ES). Jurnal Gaussian. Vol. 6(2): 271-280, ISSN: 23392541.
Suhadi. 2012. βEvaluasi Perhitungan Value at Risk dengan
Simulasi Monte Carlo dan Simulasi Historis Pada Tiga Bank Badan Usaha Milik Negara (BUMN)β, Skripsi 11 Hal,. Universitas Indonesia, Jakarta, Indonesia, Juli 2012
Astuti, Nur Indah Yuli, dkk. 2016. Optimasi Value at Risk Aset
Tunggal dan Portofolio Menggunakan Simulasi Monte Carlo
Dilengkapi GUI Matlab. Jurnal Gaussian. Vol. 5(4): 695-704.
ISSN: 2339-2541.
Luthfiyanti, Afra Moudi dan Rosha, Media. 2020. βAnalisis
Risiko Investasi Pada Portofolio Dengan Value at Risk (VaR)
Menggunakan Simulasi Monte Carlo (Studi Kasus: Pada Saham
Unilever dan Telekomunikasi Juni 2019-November 2019)β,
Skripsi,. Universitas Negeri Padang, Padang, Indonesia.
DOI: http://dx.doi.org/10.24036/unpjomath.v5i4.11118