Primasari, Niken Savitri and Ghofirin, Mohammad (2021) KiBlat Analysis for Stock Selection with Growth Earning Lynch Model. Proceedings of the International Conference on Sustainable Innovation Track Accounting and Management Sciences (ICOSIAMS 2021), 201. pp. 284-289. ISSN 978-94-6239-504-6
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Abstract
This study was conducted to find an easier screening method, by combining Piotroski and greenblatt then be called KiBlat analysis that has been screened early with modifications to the Growth Earning Lynch Model. The modified screening with KiBlat analysis will be proven in the research period 2015 – 2018. Restrictions in that period are intended to avoid stock market anomaly such as the presidential election in 2014 and 2019 then the anomaly covid 19 in 2020. We used quantitative approach, the initial stage of research conducted data validation by classifying stocks based on Lynch model method and taking data on go-public companies during the research period. The next analysis of this validated stock selection will be reanalyzed by making Piotroski modifications with Greenblatt magic formula. The result will be compared to the historical return of the market for the selection of these stocks. Data analysis was performing by multiple linear regression analysis method. The results of this study showed that the stock selection with validation Earning Lynch Model and analysis it with Piotroski then greeenblatt magic formula has significant impact toward the stock return on companies listed.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Greenblatt; Investment; Lynch; Piotroski; Stocks |
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
| Divisions: | Faculty of Economics and Business > Program Study of Management |
| Depositing User: | Mr. . Aji |
| Date Deposited: | 11 Feb 2022 04:06 |
| Last Modified: | 03 Aug 2022 01:58 |
| URI: | http://repository.unusa.ac.id/id/eprint/8547 |
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