REAKSI PASAR MODAL TERHADAP PERISTIWA BENCANA BANJIR DI JAKARTA, BOGOR, DEPOK, TANGERANG, DAN BEKASI (JABODETABEK) PADA BULAN JANUARI 2020

Abstract

The flood disaster that struck several points in Jabodetabek on January 1, 2020, caused a loss. According to historical BMKG data, the flood is the highest in the last 24 years.The purpose of this study is to find and analyze empirical evidence of the presence or absence of Abnormal Returns, Trading Volume Activity, and Security Return Variability in January 2020.This research uses the results of a descriptive quantitative approach. Data is collected by means of documentation. The sample used is companies incorporated in the Consumer Goods Industry sector, the Real Estate Property and Building Construction sector, the Utility Infrastructure and Transportation sector, and the Trade in Services and Investment sector.Based on the results of the study seen from the IBK, IUT, and PJI abnormal returns did not provide significant changes before and after the event, changes only when the event with sig. 0,000. In the CRP sector the impact of the changes was significant at sig 0,000 and after the event at sig 0.018. The volume of activity in the CRP, IUT, and PJI sectors did not significantly change before and after the event, only at the moment with sig. of 0,000. Security return variability in IBK and IUT sector groups did not provide significant changes. The PJI sector had the prior impact with sig. 0.025 and when 0.000, the CRP sector changes only when the event value sig. of 0,000