skip to main content

Analisis Sentimen Pemberitaan Vaksin Covid-19 dan Kaitannya dengan Perubahan Harga Saham Emiten Farmasi

*Abyan Rai  -  Badan Pusat Statistik, Indonesia

Citation Format:
Abstract
Pandemic of Covid-19 that entered Indonesia in early March 2021 limited activities in various sectors. This condition causes the economy in Indonesia to become unstable and even experience a recession in 2020. Vaccines produced by pharmaceutical companies are one of the government's ways to improve not only health but also economic conditions in Indonesia. Various reports on the Covid-19 vaccine have caused investor reactions in the capital market, one of which is in the pharmaceutical sector itself as a producer of the Covid-19 vaccine. Using the Lexicon-based method and Pearson correlation, this study aims to analyze the sentiment of the Covid-19 vaccine coverage and analyze the relationship between these sentiments and the stock price of pharmaceutical issuers. Covid-19 vaccine news data is collected from Twitter for 22 days with 500 tweets per day. The tweets were categorized into positive, negative, or neutral sentiments using the Lexicon-based method. The results of this study indicate that the media provides more positive sentiment towards the Covid-19 vaccine. A unidirectional relationship exists between the sentiment in the Covid-19 vaccine coverage and one of the stock prices of a pharmaceutical issuer.
Fulltext View|Download
Keywords: Sentiment; Lexicon; Covid-19; Vaccine

Article Metrics:

  1. Badan Pusat Statistik. (2021). Berita Resmi Statistik: Pertumbuhan Ekonomi Indonesia Triwulan IV-2020. Jakarta: BPS RI
  2. Desai, M. & Mehta, M.A. (2017). Techniques for Sentiment Analysis of Twitter Data: A Comprehensive Survey. Proceeding IEEE International Conference on Computing, Communication, and Automation
  3. Husnan, S. (2009). Dasar - Dasar Teori Portofolio & Analisis Sekuritas. Yogyakarta: UPP STIM YKPN
  4. Kaur, H., Mangat, V., & Nidhi. (2017). A Survey of Sentiment Analysis Techniques. Proceedings of the International Conference on IoT in Social, Mobile, Analytics and Cloud, I-Smac 2017
  5. Kim, Y., Jeong, S.R., & Ghani, R. (2014). Text Opinion Mining to Analyze News for Stock Market Prediction. International Journal of Advances in Soft Computing and its Application 6(1), 1-13
  6. Mittal, A., & Goel, A. (2012). Stock Prediction Using Twitter Sentimen Analysis. Stanford University, C5229
  7. Mujilahwati, S. (2016). Pre-processing Text Mining Pada Data Twitter. Seminar Nasional Teknologi Informasi dan Komunikasi
  8. Nasution, Erlina, & Muda. (2020). Dampak Pandemi Covid-19 Terhadap Perekonomian Indonesia. Jurnal Benefita, 5(2)
  9. Pradhypta, I. C., Iskandar, D., & Tarumingkeng, R.C. (2018). Analisis Faktor Faktor Yang Mempengaruhi Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Jurnal Manajemen Bisnis, 13(1), 43-56
  10. Pramana, S., Yuniarto, B., Mariyah, S., Santoso, I., & Nooraeni, R. (2018). Data Mining dengan R Konsep Setara Implementasi. Bogor: In Media
  11. Sembiring, L. J. (2020). Ancaman Resesi di RI: Ibarat Telur di Ujung Tanduk. Retrivied 4 April 2021, from https://www.cnbcindonesia.com/market/20200626093635-17-168214/ancaman-resesi-di-ri-ibarat-telur-di-ujung-tanduk
  12. Stonner, James, Edward, & Daniel. (1995). Management 6th Edition. New Jersey: Pretince Hall
  13. Sulia, & Rice. (2013). Analisa Faktor-Faktor Yang Mempengaruhi Harga Saham Perusahaan LQ45 di Bursa Efek Indonesia. Jurnal Wira Ekonomi Mikroskil 3(1), 21-30
  14. Tiara, Sabariah, M.K., & Effendy, V. (2015). Sentiment Analysis on Twitter Using The Combination of Lexicon-based and Support Vector Machine for Assessing The Performance of A Television Program. 2015 3rd International Conference in Information and Communication Technology
  15. Walter, W., Ho, K., Liu, W.R., & Tracy, K. (2013). The Relation Between News Events and Stock Price Jump: an Analysis Based on Neural Network. 20th International Congress on Modelling and Simulation, Adelaide, Australia
  16. Zahrotunnimah. (2020). Langkah Taktis Pemerintah Daerah Dalam Pencegahan Virus Corona Covid-19 di Indonesia. Jurnal Sosial dan Budaya Syar’i. 7(3), 248
  17. Zubair, S. (2015). Extracting News Sentiment and Establishing its Relationship with the S&P500 Index. 48th Hawaii International Conference on System Science

Last update:

No citation recorded.

Last update: 2024-03-27 21:34:23

No citation recorded.