This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...

This study examines the effect of Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), board of directors' size (BOARD), sharia supervisory board (DPS), bank size (SIZE), and interest rate (INT) and sharia bank ownership status (DFOR) to Return on Deposit (ROD). The sample used in...