Risiko Portofolio Perusahaan Pariwisata saat New Normal menggunakan Simulasi Monte Carlo

Jurnal Riset Pendidikan Matematika Pub Date : 2022-07-08 DOI:10.29313/jrm.v2i1.797

Nisa Nizan Nur Fadilah, Gani Gunawan

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Abstract

Abstract. The Covid-19 pandemic had caused losses in many sectors, including the economy. The restrictions on community activities and the closure of tourist attractions due to the pandemic had caused the share price of tourism companies to decline. This situation makes the stock price of tourism companies unstable. Hence, risk management is needed so that losses can be calculated. Monte Carlo simulation is one way to determine the value of the obtained loss. From the portfolio consisting of the shares from lodging and transportation companies, the risk or loss value of the portfolio is 3.899% with a 95% confidence level. Abstrak. Pandemi Covid-19 mengakibatkan banyak sekali kerugian bukan hanya pada bidang kesehatan, tetapi juga aspek ekonomi mengalami kerugian yang cukup besar. Adanya pembatasan kegiatan masyarakat dan penutupan tempat wisata akibat keadaan pandemi menimbulkan harga saham perusahaan pariwisata semakin menurun. Keadaan tersebut menjadikan harga saham perusahaan pariwisata menjadi tidak stabil sehingga perlu adanya manajemen risiko agar dapat dihitung kerugian yang timbul. Simulasi Monte Carlo merupakan salah satu cara untuk mengetahui nilai kerugian yang akan diperoleh. Dari portfolio saham yang terdiri atas saham perusahaan penginapan dan transportasi, diperoleh nilai risiko atau kerugian dari portofolio sebesar 3,899% dengan tingkat kepercayaannya 95%.

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