Tua, Harry Maringan and Dr. Ir. Atiek Iriany, MS (2022) PENERAPAN K-MEANS CLUSTERING UNTUK MENGELOMPOKKAN EMITEN SAHAM DI INDONESIA. Sarjana thesis, Universitas Brawijaya.
Abstract
Analisis kelompok bertujuan mengelompokkan objek berdasarkan kemiripan karakteristik, sehingga dalam satu kelompok homogen dan antar kelompok heterogen. Penelitian ini bertujuan mengelompokkan emiten saham di Indonesia berdasarkan volatilitas, likuiditas, dan market capital. Penelitian ini menggunakan metode non-hierarki K-Means Clustering, karena contoh berukuran besar serta banyaknya kelompok sudah diketahui. Metode pengelompokan K-Means Clustering menghasilkan sebanyak 6 kelompok dengan karakteristik berbeda. 2. Kelompok 1 beranggotakan emiten saham dengan volatilitas dan likuiditas cukup tinggi. Ciri dari kelompok 2, yaitu beranggotakan emiten saham dengan volatilitas terendah. Big Capital merupakan julukan bagi kelompok 3, karena mempunyai market capital atau nilai aset sangat besar di antara semua kelompok serta volatilitas sangat kecil, dan likuid. Pada Kelompok 4, emiten saham memiliki volatilitas tinggi dan likuiditas terendah. Hasil interpretasi profil pada kelompok 5, emiten saham mempunyai likuiditas tertinggi dan market capital cukup rendah. Emiten saham pada kelompok 6 mempunyai volatilitas tertinggi. Kelompok 3 direkomendasikan menjadi pilihan untuk berinvestasi. Karena, memiliki market capital atau nilai aset besar, likuid, dan volatilitas cukup rendah sehingga minim risiko.
English Abstract
Cluster analysis aims to classify objects based on similar characteristics, so that in one group is homogeneous and between groups is heterogeneous. This study aims to classify stock issuers in Indonesia based on volatility, liquidity, and market capital. This study uses the non-hierarchical method of K-Means Clustering, because large examples and the number of groups are already known. The K�Means Clustering method produced as many as 6 groups with different characteristics. Group 1 consists of stock issuers with high volatility and liquidity. The characteristic of group 2, which is that it consists of stock issuers with the lowest volatility. Big Capital is a nickname for group 3, because it has a very large market capital or asset value among all groups and volatility is very small, and liquid. In Group 4, stock issuers have high volatility and the lowest liquidity. As a result of the profile interpretation in group 5, stock issuers have the highest liquidity and market capital is quite low. Stock issuers in group 6 have the highest volatility. Group 3 is recommended to be an option for investing. Because, having market capital or the value of large, liquid, and volatility assets is quite low so that there is minimal risk.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 052309 |
| Uncontrolled Keywords: | Clustering, Emiten Saham, K-Means, Likuiditas, Volatilitas |
| Divisions: | Fakultas Matematika dan Ilmu Pengetahuan Alam > Statistika |
| Depositing User: | Unnamed user with email prayoga |
| Date Deposited: | 19 Jan 2024 08:43 |
| Last Modified: | 19 Jan 2024 08:43 |
| URI: | http://repository.ub.ac.id/id/eprint/212760 |
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Text (DALAM MASA EMBARGO)
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