PRATOMO, SALMA SHOFIYYA (2023) ANALISIS VALUASI SAHAM DENGAN PENDEKATAN DIVIDEND DISCOUNT MODEL (DDM) DAN DISCOUNTED EARNINGS MODEL (DEM) PADA INDEKS KOMPAS 100. Other thesis, UPN "Veteran" Yogyajarta.
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Abstract
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ANALISIS VALUASI SAHAM DENGAN PENDEKATAN DIVIDEND
DISCOUNT MODEL (DDM) DAN DISCOUNTED EARNINGS MODEL (DEM)
PADA INDEKS KOMPAS 100
Salma Shofiyya Pratomo
NIM.141190233
Email : 141190233@student.upnyk.ac.id
Dosen Pembimbing:
Drs. Didit Herlianto, M.Si.
Email : diditgatra@yahoo.co.id
ABSTRACT
This research aims to determine stock valuations with the Dividend Discount Model
(DDM) and Discounted Earnings Model (DEM) approaches in Kompas100 Index
companies then from these 2 methods compared to find out more accurate
calculations. The data source of this study uses secondary data obtained from the
company's annual financial statements. The population in this study is a company
listed on the Kompas100 Index in 2019-2021, with a research sampling technique
using the purposive sampling method. The analytical models used in this study are
dividend discount model (DDM), discounted earnings model (DEM), and root mean
square error (RMSE). The results of this study show that Kompas100 index
companies in 2019-2021 using the dividend discount model (DDM) and discounted
earnings model (DEM) approaches both experienced undervalued conditions. With
the root mean square error (RMSE) method, the dividend disounct model (DDM)
is the stock valuation model with the lowest deviation so that the calculation is more
accurate than discounted earnings model (DEM).
Keywords: Dividend Discount Model (DDM), Discounted Earnings Model (DEM),
Root Mean Square Error (RMSE), Stock Valuation, Kompas100
viii
ANALISIS VALUASI SAHAM DENGAN PENDEKATAN DIVIDEND
DISCOUNT MODEL (DDM) DAN DISCOUNTED EARNINGS MODEL (DEM)
PADA INDEKS KOMPAS 100
Salma Shofiyya Pratomo
NIM.141190233
Email : 141190233@student.upnyk.ac.id
Dosen Pembimbing:
Drs. Didit Herlianto, M.Si.
Email : diditgatra@yahoo.co.id
ABSTRAK
Penelitian ini bertujuan untuk mengetahui valuasi saham dengan pendekatan
Dividend Discount Model (DDM) dan Discounted Earnings Model (DEM) pada
perusahaan Indeks Kompas 100 kemudian dari 2 metode tersebut dibandingkan
untuk mengetahui perhitungan yang lebih akurat. Sumber data penelitian ini
menggunakan data sekunder yang diperoleh dari laporan keuangan tahunan
perusahaan. Populasi dalam penelitian ini adalah perusahaan yang terdaftar pada
Indeks Kompas 100 tahun 2019-2021, dengan teknik pengambilan sampel
penelitian menggunakan metode purposive sampling. Model analisis yang
digunakan dalam penelitian ini adalah dividend discount model (DDM), discounted
earnings model (DEM), dan root mean square error (RMSE). Hasil penelitian ini
menunjukan bahwa perusahaan Indeks Kompas 100 pada periode pengamatan
2019-2021 dengan menggunakan pendekatan dividend discount model (DDM) dan
discounted earnings model (DEM) sama-sama mengalami kondisi undervalued.
Dengan metode root mean square error (RMSE) model dividend disounct model
(DDM) merupakan model penilaian saham dengan penyimpangan paling rendah
sehingga perhitungan tersebut lebih akurat daripada discounted earnings model
(DEM).
Kata kunci: Dividend Discount Model (DDM), Discounted Earnings Model
(DEM), Root Mean Square Error (RMSE), Valuasi Saham, Kompas100
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Dividend Discount Model (DDM), Discounted Earnings Model (DEM), Root Mean Square Error (RMSE), Valuasi Saham, Kompas100 |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Eko Yuli |
| Date Deposited: | 08 May 2023 01:31 |
| Last Modified: | 08 May 2023 01:31 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/35053 |
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