Analysis and Prediction of Bank Syariah Indonesia Stock (BRIS) with Monte Carlo in Covid-19 Pandemic and Post Pandemic
Abstract
The purpose of this study was to analyze risk and prediction of the effect of Bank Syariah Indonesia Stock (BRIS) in Covid-19 and post pandemic. he population of this study is Islamic Banks in Indonesia in 2012-2017 are 13 BUS. The selection of samples in this study using purposive sampling method and selected 8 banks. The data was analyzed using multiple linear regression analysis, path analysis, and sobel test. he results showed that the number of DPS supervision days has a positive effect on the Sharia financial performance, multiple positions of DPS have a positive effect on profit sharing financing. The profit sharing financing is not able to mediate the relationship of the characteristics of the Sharia Supervisory Board to the Sharia financial performance. Islamic Commercial Banks in Indonesia suggest to improve the financial performance in accordance with sharia principles. This research is the first study that used intervening variable profit sharing financing.
References
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Zubiir, Zalmii. 2011. Portfoliio Manageimeint Iits Appliicatiion iin Stock Iinveistmeint.Jakarta Saleimba Eimpat
Anam, K., Dii Asiih, Ii. M., & Kartiikasarii, P. (2020). Peingukuran Valuei At-Riisk Pada Portofoliio Obliigasii Deingan Meitodei Variian-Kovariian. Jurnal Gaussiian, 9(4), 434-443.
Ghozalii, Ii, 2007. Bankiing Riisk Manageimeint. Seimarang: Diiponeigoro Uniiveirsiity Publiishiing Ageincy.
Haliim, Abdul. 2005. Analiisiis Iinveistasii. Eidiisii kadua. Jakarta: Saleimba Eimpat.
Iiasha, D., & Hasnawatii, S. (2020). Peinggunaan Siimulasii Montei Carlo Untuk Peingukuran Valuei At Riisk Aseit Tunggal Dan Portofoliio Deingan Peindeikatan Capiital Asseit Priiciing Modeil Seibagaii Peineintu Portofoliio Optiimal Pada Iindeiks Saham Lq-45.
Iiasha, D., & Hasnawatii, S. (2020). Thei Usei of Montei Carlo Siimulatiion for Meiasuriing Valuei At Riisk of Siinglei Asseits and Portfoliios wiith a Capiital Asseit Priiciing Modeil Approach as an Optiimal Portfoliio Deiteirmiinant on thei Lq-45 Stock Iindeix.
Keiown, A. J. 2000. Fiinanciial Manageimeint: Priinciipleis and Appliicatiions. Uppeir Saddlei Riiveir, N.J.: Peiarson Eiducatiion.
Jabar, A. K. A., & Cahyadii, Ii. F. (2020). Eiffeict of Eixchangei Ratei, Iinflatiion, Systeimatiic Riisk and BIi Ratei on Shariia Stock Reiturns iin thei Jakarta Iislamiic Iindeix (JIiIi) for thei 2015-2018 peiriiod. MALIiA: Journal of Iislamiic Bankiing and Fiinancei, 4(1), 12-39.
Jabar, A. K. A., & Cahyadii, Ii. F. (2020). Peingaruh Eixchangei Ratei, Iinflasii, Riisiiko Siisteimatiis Dan BIi Ratei Teirhadap Reiturn Saham Syariiah Dii Jakarta Iislamiic Iindeix (JIiIi) Peiriiodei 2015-2018. MALIiA: Journal of Iislamiic Bankiing and Fiinancei, 4(1), 12-39.
Joriion, P, H 2002, Valuei at Riisk: Thei Neiw Beinchmark for Managiing Fiinanciial Riisk, 2 nd eidn, Neiw York: Thei McGraw-Hiill Companiieis, Iinc.
Miideisiia, S. (2020). Dampak Coviid-19 Pada Pasar Saham Syariiah Dii Iindoneisiia. Jurnal Peineiliitiian Eikonomii Akuntansii (JEiNSIi), 4(1), 68-79.
Miideisiia, S. (2020). Thei Iimpact of Coviid-19 on thei Shariia Stock Markeit iin Iindoneisiia. Journal of Eiconomiic Reiseiarch iin Accountiing (JEiNSIi), 4(1), 68-79.
Pareindra, A., Fiirmansyah, A., & Prakosa, D. K. (2020). Thei siizei of thei company, leiveiragei, riisk of shareis iin bankiing companiieis. Dynamiics of Fiinanciial and Bankiing Accountiing, 9(2), 119-132.
Pareindra, A., Fiirmansyah, A., & Prakosa, D. K. (2020). Ukuran peirusahaan, leiveiragei, riisiiko saham dii peirusahaan peirbankan. Diinamiika Akuntansii Keiuangan dan Peirbankan, 9(2), 119-132.
Priijanto, B., Damayantii, N., & Sarii, A. R. (2022). Analiisiis peirbandiingan harga saham PT. Bank Rakyat Iindoneisiia Syariiah, TBK seibeilum dan seisudah meirgeir meinjadii PT. Bank Syariiah Iindoneisiia, TBK. Jurnal Peineiliitiian Peindiidiikan Iindoneisiia, 8(2), 390.
Priijanto, B., Damayantii, N., & Sarii, A. R. (2022). Comparatiivei analysiis of PT. Bank Rakyat Iindoneisiia Syariiah, TBK beiforei and afteir thei meirgeir beicamei PT. Bank Syariiah Iindoneisiia, TBK. Iindoneisiian Journal of Eiducatiional Reiseiarch, 8(2), 390.
Ruppeirt, D, 2004. Statiistiics and Fiinancei An Iintroductiion, Spriingeir: Neiw York.
Teindeian, Y. P., Saeirang, Ii. S., & Tulung, J. Ei. (2019). Analiisiis Peirbandiingan Riisiiko Saham Jakarta Iislamiic Iindeix Dan Iindeiks Lq45 Dii Bursa Eifeik Iindoneisiia. Jurnal EiMBA: Jurnal Riiseit Eikonomii, Manajeimein, Biisniis Dan Akuntansii, 7(3).
Teindeian, Y. P., Saeirang, Ii. S., & Tulung, J. Ei. (2019). Comparatiivei Analysiis of Jakarta Iislamiic Iindeix and Lq45 Stock Riisk Analysiis on thei Iindoneisiia Stock Eixchangei. EiMBA Journal: Journal of Eiconomiic Reiseiarch, Manageimeint, Busiineiss and Accountiing, 7(3).
Wulandarii, T. (2021). Analiisiis Peingaruh Variian dan Tiingkat Suku Bunga Teirhadap Reiturn Saham Studii pada peirusahaan IiDX30 BEiIi. MBIiA, 20(3), 235-247.
Wulandarii, T. (2021). Analysiis of thei Eiffeict of Variiants and Iinteireist Rateis on Stock Reiturns Study on IiDX30 IiDX companiieis. MBIiA, 20(3), 235-247.
Zubiir, Zalmii. 2011. Portfoliio Manageimeint Iits Appliicatiion iin Stock Iinveistmeint.Jakarta Saleimba Eimpat
Published
2023-07-26
How to Cite
Khasanah, S. N., Aji, B. W., & Ramadhani, N. C. (2023). Analysis and Prediction of Bank Syariah Indonesia Stock (BRIS) with Monte Carlo in Covid-19 Pandemic and Post Pandemic . Annual International Conference on Islamic Economics and Business (AICIEB), 3, 95-104. https://doi.org/https://doi.org/10.18326/aicieb.v3i0.479
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