ANALISA PERBANDINGAN HARGA SAHAM DAN VOLUME TRANSAKSI PERDAGANGAN PERUSAHAAN DI SEKTOR FARMASI PERIODE SEBELUM DAN SESUDAH PANDEMI COVID-19 (Studi Kasus Yang Terdaftar Di BEI Tahun 2018-2023)

WARDANI, INDRI KUSUMA (2025) ANALISA PERBANDINGAN HARGA SAHAM DAN VOLUME TRANSAKSI PERDAGANGAN PERUSAHAAN DI SEKTOR FARMASI PERIODE SEBELUM DAN SESUDAH PANDEMI COVID-19 (Studi Kasus Yang Terdaftar Di BEI Tahun 2018-2023). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The coronavirus (COVID-19) pandemic has had a major impact on capital markets around the world, including Indonesia. One of the sectors that received more attention from investors during the pandemic was the pharmaceutical sector. This study aims to analyze the differences in stock prices and transaction volumes of pharmaceutical sector companies listed on the Indonesia Stock Exchange (IDX) before and after the pandemic. The research method used is a comparative quantitative approach with purposive sampling technique, where from a total population of 11 existing companies, only 7 pharmaceutical companies meet the sample criteria during the period 2018 to 2023. The analysis technique used is the Wilcoxon Signed Rank Test non-parametric difference test because the data is not normally distributed. The results showed a significant difference in the stock prices of pharmaceutical sector companies before and after the pandemic period. On the other hand, the volume of trading transactions increased on average, but the statistical test results did not show a significant difference. These findings suggest that the pharmaceutical sector received a positive response from the market during the pandemic, although it was not accompanied by a consistent increase in trading activity. This research is expected to provide benefits for investors, academics, and market participants in understanding changes in capital market dynamics amid the global health crisis. Keywords : Stock Price, Trading Transaction Volume, Covid-19, Wilcoxon Signed Rank Test Pandemi virus corona (COVID-19) memberikan dampak besar terhadap pasar modal di seluruh dunia, termasuk Indonesia. Salah satu sektor yang mendapat perhatian lebih dari para investor selama masa pandemi adalah sektor farmasi. Penelitian ini bertujuan untuk menganalisis perbedaan harga saham dan volume transaksi perusahaan sektor farmasi yang terdaftar di Bursa Efek Indonesia (BEI) sebelum dan sesudah pandemi. Metode penelitian yang digunakan adalah pendekatan kuantitatif komparatif dengan teknik purposive sampling, di mana dari total popilasi 11 perusahaan yang ada, hanya 7 perusahaan farmasi yang memenuhi kriteria sampel selama periode tahun 2018 hingga 2023. Teknik analisis yang digunakan adalah uji beda non-parametrik Wilcoxon Signed Rank Test karena data tidak berdistribusi normal. Hasil penelitian menunjukkan adanya perbedaan yang signifikan pada harga saham perusahaan sektor farmasi sebelum dan sesudah masa pandemi. Di sisi lain, volume transaksi perdagangan mengalami peningkatan secara rata-rata, tetapi hasil uji statistik tidak menunjukkan adanya perbedaan yang signifikan. Temuan ini menunjukkan bahwa sektor farmasi mendapat respons positif dari pasar selama masa pandemi, meskipun tidak disertai dengan peningkatan aktivitas perdagangan yang konsisten. Penelitian ini diharapkan dapat memberikan manfaat bagi investor, akademisi, dan pelaku pasar dalam memahami perubahan dinamika pasar modal di tengah krisis kesehatan global. Kata kunci : Harga Saham, Volume Transaksi Perdagangan, Covid-19, Wilcoxon Signed Rank Test

Item Type: Thesis (S1)
NIM/NIDN Creators: 43120010311
Uncontrolled Keywords: Harga Saham, Volume Transaksi Perdagangan, Covid-19, Wilcoxon Signed Rank Test
Subjects: 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.6 Investment/Investasi
300 Social Science/Ilmu-ilmu Sosial > 380 Commerce, Communications, Transportation (Perdagangan, Komunikasi, Transportasi) > 381 Commerce, Trade/Perdagangan > 381.1 Retail Trade/Perdagangan Ritail, Pasar
600 Technology/Teknologi > 610 Medical, Medicine, and Health Sciences/Ilmu Kedokteran, Ilmu Pengobatan dan Ilmu Kesehatan > 615 Pharmacology and Therapeutics/Farmakologi dan Terapi Farmakologi > 615.4 Practical Pharmacy/Farmasi Praktis
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: khalimah
Date Deposited: 13 Feb 2026 02:36
Last Modified: 13 Feb 2026 02:36
URI: http://repository.mercubuana.ac.id/id/eprint/100922

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