Pengaruh COVID-19 terhadap Tingkat Pengembalian Saham pada Sektor Kesehatan yang Terdaftar di Bursa Efek Indonesia

Luciana, Luciana (2022) Pengaruh COVID-19 terhadap Tingkat Pengembalian Saham pada Sektor Kesehatan yang Terdaftar di Bursa Efek Indonesia. S1 thesis, Universitas Kristen Indonesia.

	Text (Hal_Judul_Daftar_Isi_Daftar_Gambar_Daftar_Tabel_Daftar_Lampiran_Abstrak) HalJudulDaftarIsiDaftarGambarDaftarTabelDaftarLampiranAbstrak.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (2MB)
	Text (BAB_I) BABI.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (650kB)
	Text (BAB_II) BABII.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (494kB)
	Text (BAB_III) BABIII.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (512kB)
	Text (BAB_IV) BABIV.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (761kB)
	Text (BAB_V) BABV.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (387kB)
	Text (Daftar_Pustaka) DaftarPustaka.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (321kB)
	Text (Lampiran) Lampiran.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (2MB)

Abstract

Penelitian bertujuan menganalisis dampak COVID-19 pada imbal hasil saham perusahaan sektor kesehatan yang diperdagangkan di BEI pada periode 3 Maret 2020 hingga 30 Juni 2022. Penelitian menerapkan teknik purposive sampling untuk memilih sampel sejumlah tujuh belas perusahaan terkait kesehatan dari indeks sektoral BEI, yaitu IDXHEALTH. Regresi data panel memakai model tertentu, yaitu Random Effect Model (REM), diterapkan pada penelitian ini. Berdasarkan hasil penelitian ini, imbal hasil saham sektor kesehatan dipengaruhi secara negatif oleh peningkatan kasus terkonfirmasi COVID-19, dipengaruhi secara positif oleh peningkatan kasus kematian COVID-19, dan dipengaruhi secara positif oleh IHSG atau imbal hasil pasar, yang digunakan sebagai variabel kontrol. Kata Kunci: Pandemi COVID-19; tingkat pengembalian; sektor kesehatan; IDXHEALTH; kasus terkonfirmasi; kasus kematian. / The research aims to analyze the impact of COVID-19 on the stock returns of healthcare sector companies traded on the Indonesia Stock Exchange (IDX) from March 3, 2020, to June 30, 2022. The study applied purposive sampling to select a sample of seventeen healthcare-related companies from the IDX sectoral index, namely IDXHEALTH. A panel data regression using a specific model, the Random Effect Model (REM), was applied in this research. Based on the results, healthcare sector stock returns were negatively affected by the increase in confirmed COVID-19 cases, positively affected by the rise in COVID-19 death cases, and positively influenced by the Jakarta Composite Index (JCI) or market returns, which was used as a control variable. Keywords: Pandemic of COVID-19; stock return; healthcare sector; IDXHEALTH; confirmed cases; death cases.

Actions (login required)

View Item