Aplikasi Prediksi Harga Saham Menggunakan Metode Simple Moving Averages Pada Bursa Efek Indonesia

Authors

  • Fatkhurin Fatkhurin Universitas Dian Nuswantoro
  • Sudaryanto Sudaryanto Universitas Dian Nuswantoro

DOI:

https://doi.org/10.33633/joins.v2i2.1671

Abstract

Abstrak Saham merupakan instrumen pasar keuangan yang paling polular. Menerbitkan sebuah saham adalah salah satu pilihan banyak perusahaan ketika memutuskan menambahkan modal dari perusahaan. Di sisi lainnya, saham adalah sebuah variabel investasi yang paling sering dipilih oleh investor dikarenakan saham dapat memberikan keuntungan yang tidak sedikit. Permasalahan dalam penelitian ini adalah belum digunakannya teknik Forecasting. Pada penelitian ini mencoba membandingkan  dua metode forecasting yaitu simple moving averages dan weighted moving averages. Setelah dibandingkannya dapat disimpulkan bahwa metode simple moving averages adalah metode yang paling cocok untuk digunakan dalam memprediksi harga saham, khususnya harga saham Bank BRI. Metode simple moving averages dipilih dikarenakan setelah dilakukan pengujian memiliki nilai error yang lebih sedikit dari pada weighted moving averages. Kata kunci :Forecasting, Simple Moving Averages, Weighted Moving Averages, Saham Abstract Shares are the most polarized instrument of financial markets. Issuing a stock is one of many companies' choices when deciding to add capital from the company. On the other hand, stock is an investment variable most often chosen by investors because stocks can provide benefits that are not small. The problem in this research is not yet used forecasting technique. In this study try to compare two forecasting method that is simple moving averages and weighted moving averages. After comparison it can be concluded that the method of simple moving averages is the most suitable method to be used in predicting stock prices, especially the share price of Bank BRI. A simple moving averages method is chosen because after testing it has fewer error values than weighted moving averages. Keywords :Forecasting, Simple Moving Averages, Weighted Moving Averages, Stock

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Published

2017-06-03

How to Cite

[1]
F. Fatkhurin and S. Sudaryanto, “Aplikasi Prediksi Harga Saham Menggunakan Metode Simple Moving Averages Pada Bursa Efek Indonesia”, Journal of Information System, vol. 2, no. 2, pp. 144–155, Jun. 2017.

Issue

Vol. 2 No. 2 (2017)

Section

Articles

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