Analisis Perbedaan Ridk dan Return Investasi Saham Perusahaan Sebelum dan Sesudah Covid-19 pada Sektor Properti dan Real Estate yang Sudah IPO di Tahun 2018

Siagian, Nina Claudia (2022) Analisis Perbedaan Ridk dan Return Investasi Saham Perusahaan Sebelum dan Sesudah Covid-19 pada Sektor Properti dan Real Estate yang Sudah IPO di Tahun 2018. S1 thesis, Universitas Kristen Indonesia.

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Abstract

Risiko dan imbal hasil saham di Indonesia terkena dampak pandemi Covid-19, terutama pada sektor properti dan real estate. Perusahaan-perusahaan di industri ini mengalami penurunan kinerja akibat penurunan penjualan. Maka dari itu, tujuannya riset berikut ialah untuk mengetahui apakah industri properti dan real estate mengalami perubahan dalam risiko dan keuntungan akibat epidemi Covid-19 di Indonesia. Fokus riset berikut ialah pada industri yang go public saat 2018 di Bursa Efek Indonesia (BEI). Lima belas bisnis yang memenuhi kriteria tersebut merupakan sampel untuk riset ini. Informasi tersebut diperoleh dari sumber publik yang dapat diakses melalui situs BEI (www.idx.co.id). Data dari 26 Februari 2018 hingga 28 Februari 2022 dimasukkan dalam riset ini. Statistik deskriptif, uji normalitas, dan uji hipotesis (termasuk uji peringkat tanda Wilcoxon) dipakai untuk menganalisis data riset ini. Deviasi standar dan return saham berfluktuasi secara signifikan pada periode sebelum dan sesudah epidemi Covid-19, seperti yang ditunjukkan oleh riset ini. Namun, beta tidak menandakan perubahan risiko yang signifikan secara statistik selama dua periode waktu. Berdasarkan hasil dan kesimpulan penelitian, pandemi Covid-19 dapat dijadikan referensi untuk analisis masa depan. Ini akan memungkinkan investor dan pemerintah untuk memahami dampak peristiwa yang mungkin terjalin pada harga saham dan kinerja perusahaan, serta memberikan respons yang tepat dan efektif terhadap peristiwa tersebut. / The Covid-19 pandemic has had an impact on company performance and also affected the risk and return on shares in Indonesia, especially in the property and real estate sectors. Company performance in the property and real estate sector experienced a decline due to declining sales. Therefore, the aim of this research is to identify differences in stock risks and returns before and after the Covid-19 pandemic in Indonesia, especially in company shares in the property and real estate sectors. This research uses companies that are listed on the Indonesia Stock Exchange (BEI) and have conducted a public offering of shares (IPO) in 2018 as the research object. The sample size for this research is 15 companies that meet these criteria. The data used comes from secondary sources obtained through the official IDX website, namely www.idx.co.id. The research period includes data from February 26 2018 to February 28 2022. Data analysis used in this research includes descriptive statistics, normality tests, and hypothesis tests, such as the Wilcoxon sign rank test. The research results show that there are significant differences in risk, as measured through standard deviation, and stock returns between the periods before and after the Covid-19 pandemic. However, there was no significant difference in risk, as measured through the stock's beta, between the two periods. Based on the research results and conclusions, the Covid-19 pandemic can be used as a reference for future analysis. This will enable investors and governments to understand the impact of possible events on share prices and company performance, and provide appropriate and effective responses to these events.

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