Analisis Perbandingan Harga Saham Sebelum Dan Sesudah Aksi Demontrasi 25 Agustus 2025

Wahyu  Sebasti; Lalu Andra Fadil  Maulana; Ahmad Afan  Santoso

doi:10.69657/9637y848

Authors

Wahyu Sebasti Universitas Bumigora Author
Lalu Andra Fadil Maulana Universitas Bumigora Author
Ahmad Afan Santoso Universitas Bumigora Author

DOI:

https://doi.org/10.69657/9637y848

Keywords:

Event Study, Stock Prices, Pressure Action, Kompas 100

Abstract

Social and political events can influence capital market activity because they have the potential to influence investors' investment decisions. This study aims to analyze the difference in stock prices before and after the pressure action that occurred on August 25, 2025. The study used a quantitative approach with a sample of 100 stocks included in the Kompas 100 Index. The research data consisted of stock prices obtained from each sample company, with 10 stock price data before and 10 stock price data after the event. The results of the normality test indicated that the data were not normally distributed, so hypothesis testing was conducted using the Wilcoxon Signed Rank Test. The test results showed an Asymp. sign. (2-tailed) value of 0.154, which is greater than the 0.05 significance level. Thus, there was no significant difference between stock prices before and after the pressure action on August 25, 2025. The implications of this study's results indicate that the event did not significantly influence stock price changes in companies included in the Kompas 100 Index.

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