Analisis kinerja pengembalian saham perbankan di Indonesia
DOI:
https://doi.org/10.58784/ramp.81Kata Kunci:
Treynor index, return, risk, performance, bankingAbstrak
In early March 2023, banking liquidation in the US will become an important issue in world capital markets. This study aims to analyze risk-return performance throughout the issue period. This study uses 45 issuers registered in the banking sector. The observation period was carried out from 7 February 2023 to 6 April 2023 with cut-off points of 7 March 2023 and 8 March 2023. The findings of this study show that the performance of stock returns in the period before the liquidation issue tended to be better than in the period after the issue. In the period following the issue of banking liquidation in the US, average stock returns were lower but accompanied by high market risk. This indicates that an increase in risk tends to be accompanied by a decrease in stock returns.
Unduhan
Referensi
Adawiyah, A. R. (2022). Pengaruh pandemi COVID-19 terhadap kinerja keuangan perbankan. Kompak: Jurnal Ilmiah Komputerisasi Akuntansi, 15(2), 465-474. DOI: 10.51903/kompak.v15i2.834
Anggiani, T., Sinaga, I. S., & Sakuntala, D. (2020). Kinerja perbankan konvensional di Indonesia. Fidusia Jurnal Perbankan dan Keuangan, 3(1), 25-33. DOI: 10.24127/jf.v3i1.466
Efriyenty, D. (2020). Pengaruh capital edequacy ratio dan non performing loan terhadap kinerja keuangan perbankan yang terdaftar di BEI. Jurnal Riset Akuntansi dan Bisnis, 20(2), 119-131. DOI: 10.30596/jrab.v20i2.5309
Hadyana, M., & Andhaniwati, E. (2021). Pengaruh good corporate governance terhadap kinerja keuangan perusahaan perbankan. Jurnal Akuntansi Kompetif, 4(2), 181-188. https://www.ejournal.kompetif.com/index.php/akuntansikompetif/article/view/672
Hasan, A., & Parera, S. (2021). Komparasi kinerja bank syariah sebelum dan sesudah di go public. Islamadina Jurnal Pemikiran Islam, 22(1), 1-20. https://jurnalnasional.ump.ac.id/index.php/ISLAMADINA/article/view/6816/3892
Mallisa, C. S., Timbang, F., Palullungan, M., & Appulembang, O. M. (2023). Can the market affect non-government banking returns during COVID-19 pandemic?. The Contrarian: Finance, Accounting, and Business Research, 1(1), 12-16. DOI: 10.58784/cfabr.6
Margaretha, F., & Zai, M. P. (2018). Faktor‐faktor yang mempengaruhi kinerja keuangan perbankan Indonesia. Jurnal Bisnis dan Akuntansi, 15(2), 123-132. https://jurnaltsm.id/index.php/JBA/article/view/89
Modeong, D., Wati, R., Ante, J., & Tadung, E. (2023). The effect of market risk on returns: Case of banking in Indonesia. The Contrarian: Finance, Accounting, and Business Research, 1(1), 6-11. DOI: 10.58784/cfabr.3
Pratomo, D., & Ramdani, R. F. (2021). Analisis pertumbuhan kinerja keuangan perbankan syariah dan konvensional di era pandemi COVID-19. Derivatif: Jurnal Manajemen, 15(2), 260-275. http://fe.ummetro.ac.id/ejournal/index.php/JM/article/view/654
Sabrina., & Lukman, H. (2019). Pengaruh sustainability report terhadap kinerja keuangan perusahaan perbankan. Jurnal Paradigma Akuntansi, 1(2), 477-486. DOI: 10.24912/jpa.v1i2.5018
Simarmata, R., & Subowo, S. (2016). Pengaruh intellectual capital terhadap kinerja keuangan dan nilai perusahaan perbankan Indonesia. Accounting Analysis Journal, 5(1), 1-9. https://journal.unnes.ac.id/sju/index.php/aaj/article/view/9748
Sparta, S. (2017). Pengaruh faktor spesifik bank dan makro ekonomi terhadap risiko kredit perbankan di Indonesia. Jurnal Ekonomi, Manajemen dan Perbankan, 1(3), 120-136. DOI: 10.35384/jemp.v1i3.42
Sugiyarto, A., & Widhiastuti, S. (2023). Faktor yang berperan penting terhadap return saham dan nilai perusahaan perbankan go-public di Indonesia. Syntax Literate: Jurnal Ilmiah Indonesia, 8(4), 2290-2309. DOI: 10.36418/syntax-literate.v8i4.11595
Sullivan, V. S., & Widoatmodjo, S. (2021). Kinerja keuangan bank sebelum dan selama pandemi (COVID-19). Jurnal Manajerial dan Kewirausahaan, 3(1), 257-266. DOI: 10.24912/jmk.v3i1.11319
Thamrin, H. (2021). Analisis dampak Covid 19 terhadap kinerja keuangan perbankan syariah di Indonesia. Jurnal Tabarru: Islamic Banking and Finance, 4(1), 37-45. DOI: 10.25299/jtb.2021.vol4(1).6068
Wijaya, E., & Reyhan, M. (2019). Analisis laporan keuangan bank terhadap return saham pada bank umum swasta nasional devisa periode 2011-2015. Jurnal Ekonomi, Manajemen dan Perbankan, 3(1), 16-28. DOI: 10.35384/jemp.v3i1.114
Yanti, F., Sudirman, R., & Rusli, A. (2023). Analisis komparatif kinerja keuangan bank syariah dan bank konvensional di masa COVID-19. Jesya: Jurnal Ekonomi dan Ekonomi Syariah, 6(2), 1571- 1580. DOI: 10.36778/jesya.v6i2.1169
Unduhan
Diterbitkan
Cara Mengutip
Terbitan
Bagian
Lisensi
Hak Cipta (c) 2024 Florensi Ekaristi Mea, Olivia Ribka Garus

Artikel ini berlisensi Creative Commons Attribution 4.0 International License.
Under this license then authors free to:
- Share - copy and redistribute the material in any medium or format.
- Adapt - remix, transform, and build upon the material for any purpose, even commercially.
The licensor cannot revoke these freedoms as long as you follow the license terms.
Under the following terms:
- Attribution - You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
- No additional restrictions - You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.
Notices:
- You do not have to comply with the license for elements of the material in the public domain or where your use is permitted by an applicable exception or limitation.
- No warranties are given. The license may not give you all of the permissions necessary for your intended use. For example, other rights such as publicity, privacy, or moral rights may limit how you use the material.