Analisis Valuasi Harga Saham dengan Metode Free Cash Flow to Equity dan Relative Valuation pada Perusahaan yang Terdaftar di IDX Sharia Growth Periode 2022-2024

Mufrodah, Mufrodah (2025) Analisis Valuasi Harga Saham dengan Metode Free Cash Flow to Equity dan Relative Valuation pada Perusahaan yang Terdaftar di IDX Sharia Growth Periode 2022-2024. Undergraduate Thesis thesis, UIN K.H. Abdurrahman Wahid Pekalongan.

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Abstract

ABSTRAK MUFRODAH. Analisis Valuasi Harga Saham dengan Metode Free Cash Flow to Equity dan Relative Valuation pada Perusahaan yang Terdaftar di IDX Sharia Growth Periode 2022-2024 Penelitian ini bertujuan untuk mengevaluasi nilai intrinsik saham perusahaan indeks IDX Sharia Growth dengan dua metode valuasi yaitu Free Cash Flow to Equity serta Relative Valuation dengan pendekatan PER, PBVR, dan PSR secara deskriptif kuantitatif. Sampel penelitian ini sebanyak 8 perusahaan. Melalui FCFE didapatkan 8 saham dalam kondisi undervalued. Berdasarkan metode Relative Valuation pendekatan PER didapatkan 2 saham dalam kondisi undervalued dan 6 saham dalam kondisi overvalued. Berdasarkan pendekatan PBVR didapatkan 1 saham dalam kondisi undervalued, 5 saham dalam kondisi fairvalued, dan 2 saham dalam kondisi overvalued. Kemudian, berdasarkan pendekatan PSR didapatkan 4 saham dalam kondisi undervalued, 2 saham dalam kondisi fairvalued, dan 2 saham dalam kondisi overvalued. Hasil penelitian pada setiap metode valuasi memiliki nilai intrinsik dan Margin of Safety (MOS) yang bervariasi dan diketahui juga bahwa Metode Relative Valuation pendekatan PER adalah metode yang memiliki tingkat akurasi Root Mean Square Error (RMSE) terbaik. Kata kunci: Valuasi Saham, IDX Sharia Growth, Free Cash Flow to Equity, Relative Valuation, Root Mean Square Error   ABSTRACT MUFRODAH. Stock Price Valuation Analysis Using the Free Cash Flow to Equity and Relative Valuation Methods on Companies Listed on IDX Sharia Growth for the 2022-2024 Period This study aims to evaluate the intrinsic value of shares of companies in the IDX Sharia Growth index using two valuation methods, namely Free Cash Flow to Equity and Relative Valuation with the PER, PBVR, and PSR approaches in a quantitative descriptive manner. The sample of this study was 8 companies. Through FCFE, 8 stocks were obtained in undervalued conditions. Based on the Relative Valuation method, the PER approach obtained 2 stocks in undervalued conditions and 6 stocks in overvalued conditions. Based on the PBVR approach, 1 stock was obtained in undervalued conditions, 5 stocks in fairvalued conditions, and 2 stocks in overvalued conditions. Then, based on the PSR approach, 4 stocks were obtained in undervalued conditions, 2 stocks in fairvalued conditions, and 2 stocks in overvalued conditions. The results of the study on each valuation method have varying intrinsic values and Margin of Safety (MOS) and it is also known that PER is a method that has the best Root Mean Square Error (RMSE) accuracy level. Keywords: Stock Valuation, IDX Sharia Growth, Free Cash Flow to Equity, Relative Valuation, Root Mean Square Error

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