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Political events often affect investors' decisions in taking wise steps. This paper analyses the impact of the political event "Emergency Alert" on the abnormal returns of IDX-listed infrastructure stocks using an event study methodology. Using a sample of 55 infrastructure stocks,the secondary data used are stock prices observed during the observation period. The difference in average returns before and after the event was assessed by analysing the estimated average abnormal return (AAR) and comparing the sample t-test statistics. The results of the analysis showed that a one-sample t-test (p < 0.05) indicated that abnormal returns were significant both before and after the event. However, a paired sample t-test showed that the difference between the average abnormal return rates of the two periods was not statistically significant (p > 0.05). This result suggests that although the "extraordinary alert" event has a significant impact on each period, its impact is not strong enough to cause a significant difference between periods. This study provides insights into stock market reactions to political uncertainty and serves as a reference for investors to address similar effects in the future.

to determine the partial and simultaneous effects of NPM, DER, and EPS on the stock prices of manufacturing firms in the food and beverage industry. For this quantitative research, secondary data sources were the Food and Beverage Department Manufacturing Companies' Financial Statements published in the IDX. Purposive sampling is the technique used for sampling. The t-test, F-test, and multiple linear analysis tests were used in this study's testing. The results of the partial study (t-test) showed that the stock prices of food and beverage manufacturing companies listed on the Indonesia Stock Exchange were positively and significantly impacted by NPM, DER, and EPS. It concurrently demonstrated that the stock prices of the Food and Beverage Manufacturing Companies listed on the IDX were positively and significantly impacted by NPM, DER, and EPS, either separately or in combination..

This study examines the effect of market risk, investor sentiment, and interest rates on the performance of energy sector stocks in Indonesia for the period 2019–2023, with market liquidity as a mediating variable. The study was conducted through a literature review by identifying and analyzing various related studies. Secondary data was obtained from scientific journals and related reports using relevant literature selection techniques. The results of the study indicate that oil price volatility, investor sentiment, and interest rate changes significantly affect the performance of energy sector stocks. Market liquidity was found to be able to reduce the negative impact of market risk and interest rates, and strengthen the positive influence of investor sentiment on stock prices. This study concludes that market liquidity plays an important buffer in maintaining the stability of stocks in the energy sector, especially in dealing with market fluctuations. The results of this study contribute to investment managers in developing more adaptive portfolio strategies and to regulators in creating policies that support market liquidity.

This community service activity (PKM) aims to improve operational efficiency and service quality at Santosa Catering through the implementation of a web-based catering ordering system. Santosa Catering, as a micro business, faces obstacles in managing orders that are still done manually, which causes inaccurate stock information, delays in delivery, and limited customer access to menus and prices. Through a Diffusion of Science and Technology and Knowledge Transfer approach, a web-based ordering system was developed and implemented to support business operations. The system allows customers to access real-time menu information, place online orders, and choose preferred payment methods, while the owner and staff were given intensive training to effectively operate the system. The evaluation results showed significant improvements in all aspects of assessment, including understanding of system features, operational skills, time efficiency, and customer satisfaction, as shown in the comparison chart of pretest and posttest results. The system not only optimizes operational processes but also increases customer satisfaction, strengthens business competitiveness, and has the potential to become a model for other micro businesses in utilizing digital technology. Thus, this PKM activity is expected to contribute to the sustainability of Santosa Catering's business in the digital era.

Profit emerges as a pivotal informational cornerstone captivating investor attention, adeptly revealing the intricate dynamics of a company's stock valuation. Through PBV, researchers can discern stock valuation via a rational and concise approach. The research aims to explore the correlation between profitability and stock price within telecommunication enterprises registered at BEI during the 2020-2022 period. Employing purposive sampling, the study selected 16 companies as analytical units. The research methodology implements a descriptive-verifiable approach, leveraging secondary data sourced from BEI. Statistical analysis proceeded through linear regression to uncover inter-variable relational patterns. Research findings demonstrate that profitability contributes significantly to stock price fluctuations, with a 20.6% influence at a moderate correlation level.

This research aims to examine the effect of the Debt to Equity Ratio (DER) on the stock value of PT. Ramayana Lestari Sentosa Tbk during the 2019-2023 period. Using quantitative analysis with dependent data obtained from the Indonesia Stock Exchange, the analysis shows that the company's DER was within a moderate range (35%-42%) throughout the study period. The results indicate a negative correlation between DER and stock prices; however, the effect is not significant when viewed partially. The decline in DER in 2023 reflects the company's efforts to strengthen its capital structure and reduce dependence on debt. These findings are expected to enhance investors' knowledge and support the company's operations in developing future financial and investment strategies.    

The financial performance of mining companies listed on the Indonesia Stock Exchange (IDX) during the 2020-20203 period was greatly influenced by fluctuations in global commodity prices and macroeconomic conditions that had an impact on the company's competitiveness and profitability. Therefore, it is important to assess how companies in this sector are managing their financial performance amid various challenges and opportunities. This study analyzes financial performance using several main financial ratios, including liquidity ratios (Current Ratio and Quick Ratio), solvency ratios (Debt to Equity Ratio and Debt to Asset Ratio), profitability ratios (Return on Assets, Return on Equity, and Net Profit Margin), and activity ratios (Total Asset Turnover and Inventory Turnover). The method used to conduct the analysis is the quantitative descriptive analysis method, using data that has been taken based on the annual financial statements of companies listed on the IDX during the period. Sample selection using the purposive sampling method, resulted in 3 companies being analyzed. The results of the analysis of 81 data observed using the Multiple Linear Regression method showed that environmental performance and environmentally friendly products had a positive impact on the company's financial performance, while environmental poroscope and environmental activities did not show a significant influence on the company's financial performance.

When making investment decisions, it is crucial for investors to consider various risks that may arise, both in the short and long term. One method to measure risk is through volatility. Volatility represents a statistical measurement of the degree of price variation over a specific period, expressed as volatility (σ) (Aklimawati & Wahyudi, 2013). This study aims to discuss the pricing of European option contracts using Conditional Monte Carlo simulation and the Black-Scholes method. The data used in this study is secondary data obtained from Yahoo Finance. The data consists of quantitative information, namely the monthly closing prices of Toyota Motor Corporation (TM) stock, spanning 5 years from July 1, 2019, to July 1, 2024, yielding 60 data points. In this research, the pricing of European call option contracts was calculated using Conditional Monte Carlo simulation and the Black-Scholes method. The study concludes that European option contract pricing can be determined using two methods: Conditional Monte Carlo simulation and the Black-Scholes method. Conditional Monte Carlo simulation can be employed to calculate European option prices in a structured manner, utilizing stochastic volatility estimated through the Ordinary Least Squares (OLS) method. The two methods yield differing option prices; Conditional Monte Carlo simulation produces lower option price estimates with relatively lower error values compared to the Black-Scholes method at every strike price. The lower estimates from Conditional Monte Carlo simulation are due to its consideration of stochastic changes in volatility, whereas the Black-Scholes method results in higher prices due to its assumption of constant volatility. The comparison demonstrates that Conditional Monte Carlo simulation provides cheaper price estimates under market conditions with non-constant volatility, despite requiring higher computational time compared to the Black-Scholes method.   ,

In the world of investment, there is a strong correlation between risk and return. An investor must be aware of the risks that arise and the expected rate of return. The rate represents the risk of betting on a particular stock; if the rate for the stock is marginal, it also represents the risk for the stock. The purpose of the reverse listing is to determine the effect of Stock Prices on Stock Returns. Reverse listing is a type of associative listing that uses a quantitative approach. The data used in the reverse listing is the latest stock price obtained from the official website of the Indonesian Stock Exchange (IDX). The population in the reverse listing is all companies listed on the LQ 45 Index from January 2022 to December 2022, totaling around 83 companies. The sample of the initial release is based on the criteria that have been set and used by approximately 10 companies. The initial release was carried out on all companies listed in the LQ 45 Index from January 2022 to December 2022, totaling approximately 83 companies. The initial release sample is based on the criteria that have been set and used by approximately 10 companies.

Examining how tax avoidance, company size, and financial performance affect stock values is the aim of this study. A thorough analysis of the 2021-2023 financial statements of infrastructure companies listed on Indonesia Stock Exchange (IDX) was conducted in order to support this study. Employing a purposive sampling methodology, the sample for this research comprised 22 infrastructure firms.Every selected entity that serves as a research sample provides the secondary data used in this study through its financial statement. To elucidate financial performance, this research utilized the following variables: Current Ratio (X1a), Debt-to-equity Ratio (X1b), Total Asset Turnover (X1c), Return on Equity (X1d), Price-earnings Ratio (X1e), and Company Size (X2) as the second independent variable, alongside Tax Avoidance (X3) as the third independent variable. The research methodology employed in this study was the panel data regression approach, utilizing the E-views 12 software to facilitate the analysis of the research outcomes. The result of the research suggest that the Random Effect Model (REM) constitutes the most efficacious analytical framework. Furthermore, the findings of the study reveal that, while the other variables did not exert an influence on stock price, both the Return-on-equity Ratio (X1d) and Company Size (X2) significantly impacted stock price.  

The chicken cartel in Indonesia that was exposed in 2016 has become a major issue affecting market structure and corporate competition. This strategy involves 12 large companies collaborating to control the availability and price of chicken by limiting chicken production (parent stock). Using a descriptive approach and normative legal research methods, this study examines how the cartel affects market structure, corporate competitiveness, and consumer welfare. This study reveals that the chicken cartel encourages oligopolistic conditions that are detrimental to small producers, consumers, and the economy as a whole. Large companies dominate the market, causing consumers to pay unfair prices, while small farmers lose their competitiveness.    

Investment is the activity of placing funds in one or several investment objects for a certain period of time to obtain future profits. The important role of investment in supporting economic growth can be seen from its ability to channel funds to sectors in need, thereby increasing productivity, creating jobs, and increasing income. Stock investment has become one of the most popular instruments because of its profit potential, both from dividends and rising stock prices, although it is accompanied by high risk. Technological developments and easy access to information have attracted more people to invest in stocks, especially through stock indices such as the BISNIS27 Index which reflects the performance of the best performing companies. The selection of this index is important as it reflects the overall market performance and provides a strong reference for investors. To analyze stock performance, fundamental and technical analysis approaches are used, which complement each other in providing a complete picture for investors. In addition, forecasting and ECM (Error Correction Model) methods are used to project future stock prices and analyze the long-term relationship between economic variables. The result of this study is that the best forecasting method of ICBP stock is single exponential smoothing with an alpa value (α = 0.7) because it has the lowest error rate and ICBP stock meets all assumptions of stationarity, cointegration, multicollinearity and IIDN.

The purpose of this research is to analyze the correlation between capital structure, profitability, and stock market value, proxied by the price-to-book ratio. The capital structure variable is measured using DER, while profitability is measured using the ROA. In this study, the data used comes from the financial statements of property and real estate companies listed on the IDX during the period of 2020 to 2023. This study applies multiple linear regression analysis with the help of SPSS to process data obtained from 22 purposively selected companies over four years. The research concludes that capital structure and profitability are crucial factors that can influence stock prices. These results indicate that companies need to focus on improving profitability and maintaining healthy debt management to enhance their value in the eyes of investors. Additionally, investors should not rely solely on the PBV when evaluating investment prospects.

This study aims to examine the impact of NPM, ROI, and ROE on stock prices. The population of this research consists of infrastructure companies listed on the Indonesia Stock Exchange (IDX) during the period of 2019-2022. This study uses secondary data obtained from the financial statements of infrastructure companies listed on the IDX between 2019 and 2022, which were accessed through the website www.idx.co.id.  The research population consists of 23 infrastructure companies listed on the IDX during the 2019-2022 period. Purposive sampling was used to select a sample of 81 observations, which were analyzed using multiple linear regression. The results show that NPM has an effect on stock prices, while ROI and ROE do not have an impact on stock prices.

This research aims to analyze the best-selling products at Toko Hartati using the K-Means Clustering method. K-Means Clustering is an unsupervised learning algorithm that is effective in grouping data based on certain similar characteristics. In this context, the data used includes the number of sales, product prices, and product categories. Through this analysis, it is hoped that insight can be gained regarding products that have the best sales performance, as well as sales patterns that can be used as a reference in stock management and marketing strategies. The data used in this research includes sales transactions during a certain period, with the aim of identifying product clusters based on sales patterns. The analysis results show the existence of two main product groups, where the first cluster contains products with high sales numbers, which can be classified as best-selling products, while the second cluster includes products with lower sales. These findings provide valuable information for the management of Toko Hartati in determining more targeted marketing strategies and more efficient stock management. This research suggests using the K-Means Clustering method in data-based decision making to improve sales performance in retail stores.

This study aims to analyze the effect of Return on Equity (ROE) on stock prices with Price to Book Value (PBV) as an intervening variable in companies listed on the Indonesia Stock Exchange (IDX). This study uses a quantitative approach with multiple linear regression methods. The sample consists of 64 company financial report data selected through purposive sampling technique. The results showed that ROE has no significant effect on stock prices, with a significance value of 0.511. In contrast, PBV has a positive and significant effect on stock prices, with a significance value of 0.002. Simultaneously, ROE and PBV have a significant effect on stock prices, as indicated by the significance value of the F test of 0.006. However, the R Square value of 0.155 indicates that this model is only able to explain 15.5% of the variation in stock prices, while the rest is influenced by other factors outside the model.  

This study aims to investigate the effects of the Current Ratio (CRA), Debt-to-Equity Ratio (DERA), and Return on Equity (ROEQ) on the stock prices (HS) of companies in the food and beverage sector listed on the Indonesia Stock Exchange (IDX) during the period from 2017 to 2022. The analysis utilizes data sourced from the published annual financial statements of the relevant companies, employing a purposive sampling method to select 17 companies from the food and beverage subsector as the research sample. This research employs a quantitative descriptive approach and multiple linear regression analysis processed with Eviews Version 12. The findings indicate that CRA does not have a significant effect on stock prices when analyzed separately. Conversely, ROEQ has a positive and significant impact on stock prices, while DERA shows a significant negative effect. These findings affirm that the three variables, namely CRA, DERA, and ROEQ, contribute to stock price fluctuations both individually and collectively. Therefore, this research recommends that companies in the food and beverage sector enhance their financial performance, particularly through better debt management and increased profits, in order to strengthen the attractiveness of their stock prices in the market and attract greater interest from investors.

This study aims to evaluate the accuracy of the Fibonacci Retracement and Moving Average Convergence Divergence (MACD) technical indicators in analyzing the movement of banking stock prices listed on the LQ45 index in the 2020 period. Based on data from PT Kustodian Sentral Efek Indonesia (KSEI) in 2023, there was a significant increase in the number of investors in the Indonesian stock market by 103.6 percent in 2020. This study uses a quantitative descriptive approach with a census method for sampling, which resulted in 5 banking companies as samples: BBCA, BBNI, BBRI, BBTN, and BMRI. Data analysis was carried out using the Fibonacci Retracement indicator to identify potential support and resistance levels, and the MACD indicator to evaluate the strength, direction, and momentum of stock price movements. The results showed that 11 of the 11 signals generated by the Fibonacci Retracement were proven to be accurate, while 43 of the 53 signals generated by the MACD were also proven to be accurate. In conclusion, the buy and sell signals generated by the Fibonacci Retracement and MACD indicators are reliable and effective for use in banking stock trading.

This study aims to determine and analyze stock prices by looking at the direct and indirect effects between inflation, interest rates, exchange rates, ROA and stock prices in Islamic Banks in Indonesia. This study uses panel data regression with variables of inflation, interest rates, exchange rates, ROA, and stock prices with data analysis using SPSS 22 software. The period of this study is 2020-2022. The results of this study indicate that inflation, interest rates, and exchange rates are significant to ROA. Inflation and ROA are directly significant to stock prices. Meanwhile, interest rates and exchange rates directly have no effect on stock prices. For the indirect relationship between inflation, interest rates, and exchange rates affect stock prices through ROA.

Investment is the act of placing funds in the hope of getting additional money or profits. Basically, investing involves placing a certain amount of funds today in the hope of making a profit in the future. From this understanding, it can be concluded that stock investment is the allocation of current sources of funds with the hope of gaining profits in the future through purchasing securities in the form of shares. The aim is to obtain additional or certain profits from the funds invested in trading shares on the stock exchange.