Fuzzy c-shells for clustering of data's LQ45 in Indonesia based on earnings per share and price earning ratio

Stocks are financial assets which is procurement valuable document of an enterprise that exhibit the ownership. Bursa Efek Indonesia (BEI) has stock index mentioned as Liquid 45 (LQ45). LQ45 includes 45 enterprises with high fundamentals. Stock investors shall use the finance report as primary decis...

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Veröffentlicht in:Journal of physics. Conference series 2021-02, Vol.1776 (1), p.12054
Hauptverfasser: Pratiwi, Nafisa Berliana Indah, Saputro, D R S, Widyaningsih, P
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Sprache:eng
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Zusammenfassung:Stocks are financial assets which is procurement valuable document of an enterprise that exhibit the ownership. Bursa Efek Indonesia (BEI) has stock index mentioned as Liquid 45 (LQ45). LQ45 includes 45 enterprises with high fundamentals. Stock investors shall use the finance report as primary decision in stocks investment. Profitability ratios is finance ratio component to evaluate the sale, assets, and stocks value. Earnings Per Share (EPS) measures investor perspective in form of returns calculation that will be obtained in certain period. Price earning ratio (PER) describes amount have to be paid by the investor for the profit of the enterprise. Stocks clustering is a necessary decision to gain maximal profits. Stocks clustering determined by clustering algorithm and stocks budge unpredictably then solved by fuzzy concept. The clustering for LQ45 solved by fuzzy c-shells clustering (FCS). FCS clustering for LQ45 results three clusters. First cluster has 7 enterprises with radius of cluster is 1.77, second cluster has 27 enterprises with radius of cluster is 0.37, and the third cluster has 11 enterprises with radius of cluster is 1.55. Xie Beni validity index value 0.4269798. That most minimum Xie Beni value results optimum and valid clusters.
ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/1776/1/012054