Analisa value investing saham perbankan dengan menggunakan metode k-means clustering

Vincent, Vincent (2021) Analisa value investing saham perbankan dengan menggunakan metode k-means clustering. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Seiring dengan perkembangan zaman, berbagai fasilitas dan kemudahan diberikan kepada masyarakat dalam mengakses industri pasar modal di Indonesia. Sebagai investor tentunya juga harus bisa menganalisis saham yang layak dibeli dan saham yang tidak layak dibeli karena ada lebih dari 700 perusahaan yang terdaftar dalam Bursa Efek Indonesia. Salah satu metode yang umum dipakai investor untuk melakukan analisa value investing dimana membeli saham di bawah harga wajarnya atau sering disebut dengan saham yang undervalue, untuk kemudian dijual di harga wajarnya. Penelitian ini bertujuan membantu investor dalam mengelompokan saham yang undervalue dengan memperhatikan parameter-parameter yang sering digunakan dalam metode value investing. Dalam penelitian ini saham yang digunakan merupakan saham sektor perbankan dan dikelompokan menggunakan metode K-Means Clustering. Hasil penelitian membuktikan bahwa implementasi algoritma k-means pada data saham perbankan dengan artribut Return on Equity (%), Book Value (IDR), Total Sales, Net Income & Net Cash Flow berdasarkan hasil evaluasi nilai davies bouldin index yang berada pada rentang 0,029 hingga 0,061. Nilai tersebut memperlihatkan masing-masing anggota dalam cluster tersebut memiliki kesamaan yang cukup baik karena mendekati angka 0./Along with the times, various facilities and convenience are provided to the public to accessing the capital market industry in Indonesia. As an investor, of course, you must also be able to analyze the stocks that are worth buying and those that are not worth buying because there are more than 700 companies listed on the Indonesia Stock Exchange. One of the methods commonly used by investors to analyze value investing is to buy shares below their fair price or often referred to as undervalued shares, and then sell them at their fair price. This study is to assist investors in classifying undervalued stocks by using the parameters that usually used in the value investing method. In this study, the stocks used are banking sector stocks and are clustered using the K-Means Clustering method. The results of the study prove that the implementation of the k-means algorithm on banking stock data with the Return on Equity (%), Book Value (IDR) attribute, Total Sales, Net Income & Net Cash Flow based on the results of the evaluation of the Davies-bouldin index value which is in the range of 0.029 to 0.061. This value shows that each member in the cluster has a fairly good similarity because it is close to 0.

Item Type: Thesis (Bachelor)
Creators:
CreatorsNIMEmail
Vincent, VincentNIM03081170031v13cent@outlook.co.id
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorDamanik, Rudolfo RizkiNIDN0125049001rudolfo.damanik@uph.edu
Uncontrolled Keywords: pasar modal; value investing; saham perbankan; k-means clustering; data mining
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: University Subject > Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Current > Faculty/School - UPH Medan > School of Information Science and Technology > Information Systems
Depositing User: Users 14732 not found.
Date Deposited: 16 Aug 2021 13:10
Last Modified: 12 Jan 2022 09:10
URI: http://repository.uph.edu/id/eprint/41247

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