Setiani, Okki Arnelia and Dian Ari Nugroho,, SE., MM., CMA (2022) Komparasi Strategi Investasi Dengan Pendekatan Moving Average Convergence Divergence (Macd), Relative Strength Index (Rsi), Dan Buy And Hold (Studi Pada Perusahaan Yang Terdaftar Pada Indeks Lq45). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui return yang dihasilkan oleh strategi investasi dengan pendekatan Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI), dan Buy and Hold pada perusahaan yang secara konsisten tercatat pada Indeks LQ45 pada periode 2015-2020. Dengan mengetahui return yang dihasilkan, maka dapat menentukan strategi yang menghasilkan return paling optimal beserta sahamnya. Metode pengambilan sampel pada penelitian ini mengunakan Purposive Sampling dengan kriteria: (1) sahamnya tidak terkena suspensi dan aktif diperdagangkan selama periode penelitian (2) saham yang konsisten masuk dalam daftar Indeks LQ45 selama periode penelitian, sehingga diperoleh sampel sebanyak 26 perusahaan. Hasil penelitian menujukkan bahwa: (1) terdapat perbedaan antara return yang dihasilkan oleh MACD, RSI, dan Buy and Hold. (2) Strategi Buy and Hold menghasilkan rata- rata return paling optimal. (3) Saham yang menghasilkan return paling optimal adalah BBCA, yaitu sebesar 79.16%. Return tersebut didapatkan melalui strategi investasi Buy and Hold, dimana penggunaan strategi tersebut tidak membutuhkan banyak biaya transaksi.
English Abstract
The objective of this research is to identify returns generated from investment strategies that use Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI), and Buy and Hold approaches applied by companies consistently listed on the LQ45 Index during the 2015-2020 period. The identification of the return can help determine strategies with the most optimal return along with the stocks. The sample was selected using purposive sampling with the criteria of companies whose stocks have never been suspended, were actively traded during the research period, and were consistently included in LQ45 Index. The results of the observations on the 26 sample companies have led to following findings. First, returns gained from MACD, RSI, and Buy and Hold are different. Second, Buy and Hold gives most optimal return average. Third, stocks with the most optimum return are BBCA, i.e. 79.16%. The return was gained through Buy and Hold strategy, a strategy that does not require many transactions.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0522020051 |
| Uncontrolled Keywords: | Strategi investasi, MACD, RSI, Buy and Hold, return saham, investment strategy, MACD, RSI, Buy and Hold, stock return |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Nur Cholis |
| Date Deposited: | 30 Aug 2022 07:00 |
| Last Modified: | 30 Aug 2022 07:00 |
| URI: | http://repository.ub.ac.id/id/eprint/193809 |
![[thumbnail of DALAM MASA EMBARGO]](http://repository.ub.ac.id/style/images/fileicons/text.png) |
Text (DALAM MASA EMBARGO)
Okki Arnelia Setiani.pdf Restricted to Registered users only until 31 December 2024. Download (5MB) |
Actions (login required)
 |
View Item |