Electronic Theses and Dissertation

Sistem pendukung keputusan ialah sistem informasi interaktif yang di dalamnya terdapat
pemanipulasian data, informasi, dan pemodelan. Sistem ini dibangun dengan kombinasi metode Multi-Criteria Desicion Making (MCDM) dan bertujuan untuk membantu pengambilan
keputusan dari banyaknya alternatif pilihan. MCDM adalah metode pengambilan keputusan
dengan beberapa kriteria baik yang bersinergis, maupun yang saling berlawanan terhadap suatu tujuan. Penelitian ini mengombinasikan dua metode MCDM, yaitu Method Based on the
Removal Effect Of Criteria (MEREC) dan metode Simple Additive Weighting (SAW) dalam menentukan saham terbaik dari delapan perusahaan jasa yang terdaftar dalam indeks LQ45
selama periode 2016-2020. Penentuan saham terbaik dilakukan dengan menilai kinerja keuangan perusahaan emiten berdasarkan rasio keuangan yang terdiri dari: Current Ratio (CR), Net Profit Margin (NPM), Return On Assets (ROA), Return On Equity (ROE), Debt to Assets Ratio (DAR), dan Debt to Equity Ratio (DER). Pembobotan kriteria berdasarkan MEREC menunjukkan bahwa CR ialah rasio keuangan paling berpengaruh dengan persentase sebesar 26%. Hasil dari kombinasi MEREC-SAW menunjukkan bahwa saham dari perusahaan Surya Citra Media Tbk. (SCMA) ialah saham terbaik dengan skor sebesar 0,9686. Selain itu, tingkat kekonsistenan kombinasi MEREC-SAW terhadap variasi bobot ialah 75%. Akibatnya, rekomendasi saham sebagai prioritas investasi yang telah diperoleh dapat digunakan dalam jangka waktu yang panjang.

Kata Kunci: Saham, LQ45, MCDM, MEREC, SAW, Rasio Keuangan.

The decision support system is an interactive information system in which there is a manipulation of data, information, and modeling. The system is built with a combination of Multi-Criteria Desicion Making (MCDM) methods and aims to help decisions making from the many alternative options. MCDM is a decision-making method with several criteria both synergistic, and contradictory to a goal. This study combined two MCDM methods, namely Method Based on the Removal Effect Of Criteria (MEREC) and Simple Additive Weighting (SAW) method in determining the best stocks of the eight service companies listed in the LQ45 index during the period 2016-2020. The determination of the best stocks is done by assessing the financial performance of the issuer company based on financial ratios, that are consisting of: Current Ratio (CR), Net Profit Margin (NPM), Return On Assets (ROA), Return On Equity (ROE), Debt to Assets Ratio (DAR), and Debt to Equity Ratio (DER). The weighting of criteria based on MEREC shows that CR is the most influential financial ratio with a percentage of 26%. The results of the MEREC-SAW combination showed that the shares of the Surya Citra Media Tbk. (SCMA) company is the best stocks with a score of 0.9686. In addition, the consistency rate of the MEREC-SAW combination to weight variation is 75%. As a result, stock recommendations as an investment priority that has been raised can be used over a long period of time. . Keywords: Stocks, LQ45, MCDM, MEREC, SAW, Financial Ratio.