Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm

Investing involves allocating funds to achieve optimal returns by evaluating opportunities and managing risks in asset acquisition. Recently, many news reports have highlighted issues in the Indonesian capital market, such as stock investors using online loan funds for trading, which often leads to...

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Main Authors: Muhammad Oemar Abdillah, Raissa Amanda Putri
Format: Article
Language:English
Published: Informatics Department, Faculty of Computer Science Bina Darma University 2024-09-01
Series:Journal of Information Systems and Informatics
Subjects:
Online Access:https://journal-isi.org/index.php/isi/article/view/809
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author Muhammad Oemar Abdillah
Raissa Amanda Putri
author_facet Muhammad Oemar Abdillah
Raissa Amanda Putri
author_sort Muhammad Oemar Abdillah
collection DOAJ
description Investing involves allocating funds to achieve optimal returns by evaluating opportunities and managing risks in asset acquisition. Recently, many news reports have highlighted issues in the Indonesian capital market, such as stock investors using online loan funds for trading, which often leads to debt. This research aims to apply the K-Medoids algorithm for stock clustering, enabling investors to select fundamentally sound stocks based on the Price-Earnings Ratio (PER) and Price-Book Value (PBV). The K-Medoids method results show that Cluster 1 includes 93 stocks with moderate PER and PBV values. Cluster 2 comprises 91 stocks with the lowest PER and PBV values. Cluster 3 contains 113 stocks with the highest PER and PBV values. Developing an information system that classifies stocks based on PER and PBV can help investors analyze and make investment decisions more effectively.
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publisher Informatics Department, Faculty of Computer Science Bina Darma University
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spelling doaj-art-c83b4f2043de4b4c95fdd70ff1009c462025-08-20T02:16:02ZengInformatics Department, Faculty of Computer Science Bina Darma UniversityJournal of Information Systems and Informatics2656-59352656-48822024-09-01631704172210.51519/journalisi.v6i3.809809Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids AlgorithmMuhammad Oemar Abdillah0Raissa Amanda Putri1State Islamic University of North SumatraState Islamic University of North SumatraInvesting involves allocating funds to achieve optimal returns by evaluating opportunities and managing risks in asset acquisition. Recently, many news reports have highlighted issues in the Indonesian capital market, such as stock investors using online loan funds for trading, which often leads to debt. This research aims to apply the K-Medoids algorithm for stock clustering, enabling investors to select fundamentally sound stocks based on the Price-Earnings Ratio (PER) and Price-Book Value (PBV). The K-Medoids method results show that Cluster 1 includes 93 stocks with moderate PER and PBV values. Cluster 2 comprises 91 stocks with the lowest PER and PBV values. Cluster 3 contains 113 stocks with the highest PER and PBV values. Developing an information system that classifies stocks based on PER and PBV can help investors analyze and make investment decisions more effectively.https://journal-isi.org/index.php/isi/article/view/809investmentk-medoidsclusteringinformation system
spellingShingle Muhammad Oemar Abdillah
Raissa Amanda Putri
Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
Journal of Information Systems and Informatics
investment
k-medoids
clustering
information system
title Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
title_full Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
title_fullStr Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
title_full_unstemmed Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
title_short Stock Grouping Based on Price Earnings Ratio and Price Book Value Using K-Medoids Algorithm
title_sort stock grouping based on price earnings ratio and price book value using k medoids algorithm
topic investment
k-medoids
clustering
information system
url https://journal-isi.org/index.php/isi/article/view/809
work_keys_str_mv AT muhammadoemarabdillah stockgroupingbasedonpriceearningsratioandpricebookvalueusingkmedoidsalgorithm
AT raissaamandaputri stockgroupingbasedonpriceearningsratioandpricebookvalueusingkmedoidsalgorithm