Analisa perbedaan efektifitas indeks lq-45 dan s&p500 dengan metode moving average dan buy and hold strategy

Ardani, Natica (2012) Analisa perbedaan efektifitas indeks lq-45 dan s&p500 dengan metode moving average dan buy and hold strategy. Masters thesis, Universtitas Pelita Harapan.

[img] Text (Title.pdf)
1. Cover.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (33kB)
[img]
Preview
Text (Abstract.pdf)
5. Abstrak.pdf
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (54kB) | Preview
[img]
Preview
Text (Chapter1.pdf)
11. BAB I.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (147kB) | Preview
[img] Text (Chapter2.pdf)
12. BAB II.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (792kB)
[img] Text (Chapter3.pdf)
13. BAB III.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (83kB)
[img] Text (Chapter4.pdf)
14. BAB IV.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (251kB)
[img] Text (Chapter5.pdf)
15. BAB V.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (65kB)
[img]
Preview
Text (Bibliography.pdf)
16. Daftar Pustaka.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (83kB) | Preview
[img] Text (Appendices.pdf)
17.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.

Download (1MB)

Abstract

Penelitian ini bertujuan untuk menganalisa efektifitas analisa teknikal moving average dibandingkan dengan buy and hold strategy pada indeks saham LQ-45 (sebagai pasar berkembang) dan S&P500 (sebagai pasar maju). Penelitian ini merupakan studi deskriptif menggunakan metode moving average exponential crossovers yang kemudian dibandingkan dengan return dari buy and hold strategy. Penelitian menggunakan sampel LQ45 yang mewakili pasar berkembang dan S&P 500 yang mewakili pasar maju selama periode 2001-2011. Hasil dari penelitian menunjukkan bahwa analisa teknikal lebih efektif digunakan saat kondisi ekonomi bearish. Sedangkan buy and hold strategy lebih efektif digunakan saat kondisi ekonomi bullish. Hasil yang sama terlihat pada LQ45 maupun S&P500 / This research aims to analyse effectivity of technical analysis moving average compare to buy and hold strategy on index LQ-45 (as emerging market) and S&P500 (as developed market). Using descriptive approach, this research analysed by metastock program with moving average exponential crossovers method. This research data samples use LQ45 and S&P500 from year 2001-2011. The findings of this research indicate that technical analysis more effective when economic situation on crisis (bearish). Whereas buy and hold strategy more effective on good economic condition (bullish). The results consistent for LQ-45 and S&P500

Item Type: Thesis (Masters)
Creators:
CreatorsNIMEmail
Ardani, NaticaNIM90120100009UNSPECIFIED
Uncontrolled Keywords: technical analysis; moving average; efficient market hypothesis; buy and hold strategy; LQ-45; S&P500
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Surabaya > Business School > Master of Management
Current > Faculty/School - UPH Surabaya > Business School > Master of Management
Depositing User: Rafael Rudy
Date Deposited: 18 Nov 2022 08:37
Last Modified: 18 Nov 2022 08:37
URI: http://repository.uph.edu/id/eprint/51212

Actions (login required)

View Item View Item