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REPOSITORY

The Resilience of Indonesia Stock Market Amid COVID-19 Pandemic: An Industry Level Analysis

PENULIS

Rexon Nainggolan

TANGGAL

24 Februari 2026

ABSTRAK

This study analyzes the stock market resilience of the Indonesia Stock Market (IDX) from the view of industry sectors. The study uses event methodology to examine the statistical significance of cumulative average abnormal returns from Q1 2020 to Q1 2021, specifically focusing on the impact of the COVID-19 epidemic. The research indicates that the outbreak has had a detrimental impact on most businesses. However, starting from the second half of 2020, the market began to recover, as seen by the favourable performances in over half of the sectors listed in the IDX market. The study reveals a constant pattern of negative abnormal returns in several sectors, including cable and electronics, wood, communications, metal and mineral mining, machinery and heavy equipment, toll road and airport, computer and services, healthcare, tourist, and hotel industries, up until Q1 2021. Furthermore, it consistently demonstrates positive performances in various sectors, including coal mining, ceramics and glass, crude petroleum and gas, cement, energy, property and real estate, crops and plantation, advertising and media, animal husbandry and agriculture, metal and allied products, building and construction, chemicals, investment, banking, pharmaceuticals, animal feed, retail, cosmetics and households, financial institutions, automotive and components, insurance, nonbuilding construction, other finance, and other trade services. The study finds that the COVID-19 epidemic substantially affects the performance of the IDX stock market. However, this impact is transient, as the market started to rebound in the second half of the year and regained its initial level by the start of 2021. Keywords Stock market resilience · COVID-19 pandemic · Industry · IDX market

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