ARKAAN, MUHAMMAD RAFI (2024) ANALISIS VALUASI SAHAM DENGAN PENDEKATAN DIVIDEND DISCOUNT MODEL (DDM), FREE CASH FLOW TO FIRM (FCFF), DAN FREE CASH FLOW TO EQUITY (FCFE) PADA PERUSAHAAN INDEKS IDX QUALITY 30 TAHUN 2020-2022. Other thesis, UPN Veteran Yogyakarta.
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Abstract
The stock valuation in this study will use three methods Dividend Discount Model
(DDM), Free Cash Flow to Firm (FCFF), and Free Cash Flow to Equity (FCFE) with the
object of research shares listed on the IDX Quality 30 Index for 2020-2022. The three
methods are used to determine the fair price condition, either undervalued, fair valued, or
overvalued. In addition, of the three models will also analyze which model is the most
accurate so that it can help investors to conduct an analysis of the right stock price
valuation using Root Mean Square Error (RMSE). The results of research based on three
absolute valuation methods, namely in the DDM method there are 3 companies, namely
HMSP, SIDO, and UNVR whose shares are in an overvalued condition. While in the FCFF
method there are no companies that are in overvalued conditions. And there are 5
companies, namely ACES, KLBF, MIKA, SIDO, and UNVR whose shares are in an
overvalued condition. This condition is because the intrinsic value of the stock is smaller
than the stock market price. For the other 5 companies experiencing undervalued
conditions. In addition, the results of measuring the accuracy of the Root Mean Square
Error (RMSE) method show that the Dividend Discount Model (DDM) approach is more
accurate than the other two valuations with a value of 783.81.
Keywords: Dividend Discount Model (DDM), Free Cash Flow to Firm (FCFF), Free Cash
Flow to Equity (FCFE), IDX Quality 30, Root Mean Square Error (RMSE)
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | Dividend Discount Model (DDM), Free Cash Flow to Firm (FCFF), Free Cash Flow to Equity (FCFE), IDX Quality 30, Root Mean Square Error (RMSE). |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | A.Md Sepfriend Ayu Kelana Giri |
| Date Deposited: | 22 Mar 2024 04:15 |
| Last Modified: | 22 Mar 2024 04:15 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/39142 |
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