Prediksi Harga Saham PT Indofood CBP Sukses Makmur, Tbk Menggunakan Metode Fungsi Transfer Multi Input

Davi, Azzahra Sabrinaninda Putri (2024) Prediksi Harga Saham PT Indofood CBP Sukses Makmur, Tbk Menggunakan Metode Fungsi Transfer Multi Input. Diploma thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Permasalahan yang seringkali dihadapi oleh investor pada dunia industri pasar modal khususnya saham, investor seringkali dihadapi keraguan pengambilan keputusan dalam suatu investasi. Fluktuasi kurs rupiah terhadap mata uang asing dan IHSG akan mengakibatkan perubahan pola fluktuasi harga saham yang signifikan. Salah satu metode yang dapat dilakukan untuk masalah tersebut adalah dengan menggunakan peramalan mengenai harga saham di masa yang akan datang. Metode peramalan yang digunakan adalah metode fungsi transfer. Maka dari itu, dilakukan penelitian metode fungsi transfer multi-input untuk memprediksi harga saham PT Indofood CBP Sukses Makmur, Tbk sebagai variabel output, dengan variabel input nilai tukar dan IHSG. Penelitian ini bertujuan untuk mengetahui model peramalan terbaik. Model peramalan yang terpilih selanjutnya akan dipakai dalam melakukan prediksi harga saham ICBP pada periode berikutnya. Dengan demikian, para investor akan dapat membuat keputusan investasi dengan lebih bijaksana sehingga risiko dapat diminimalkan. Pada penelitian ini, didapatkan model peramalan yang menunjukkan harga penutupan saham ICBP pada waktu ke-t dipengaruhi oleh nilai tukar pada 3 hari sebelumnya, harga penutupan saham IHSG pada waktu ke-t, harga penutupan saham IHSG pada 1 hari sebelumnya dan noise pada waktu ke-t. Hasil ramalan harga penutupan saham ICBP satu bulan kedepan menunjukkan membentuk pola trend naik pada periode 1 September 2023 – 30 September 2023.
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Problems that are often faced by investors in the capital market industry, especially stocks, investors are often faced with doubts about making decisions in an investment. Fluctuations in the rupiah exchange rate against foreign currencies and the IHSG will result in significant changes in the pattern of stock price fluctuations. One method that can be done for this problem is to use forecasting regarding future stock prices. The forecasting method used is the transfer function method. Therefore, a multi-input transfer function method was conducted to predict the stock price of PT Indofood CBP Sukses Makmur, Tbk as the output variable with the input variables of exchange rate and IHSG. This study aims to determine the best forecasting model. The selected forecasting model will then be used in predicting the ICBP stock price in the next period. Thus, investors will be able to make investment decisions more wisely so that risks can be minimized. In this study, a forecasting model is obtained that shows the closing price of ICBP shares at time t is influenced by the exchange rate on the previous 3 days, the closing price of IHSG shares at time t, the closing price of IHSG shares on the previous 1 day and noise at time t. The closing price of ICBP shares at time t is influenced by the exchange rate on the previous 3 days. The results of forecasting the closing price of ICBP shares one month ahead show an upward trend pattern in the period September 1, 2023 - September 30, 2023.

Item Type:	Thesis (Diploma)
Uncontrolled Keywords:	Fungsi Transfer, Harga Saham, IHSG, Nilai Tukar, Peramalan, Transfer Function, Stock Prices, Exchange Rate, Forecasting
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HA Statistics > HA30.3 Time-series analysis H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. H Social Sciences > HD Industries. Land use. Labor > HD30.27 Business forecasting H Social Sciences > HG Finance > HG4910 Investments H Social Sciences > HG Finance > HG4915 Stocks--Prices
Divisions:	Faculty of Vocational > 49501-Business Statistics
Depositing User:	Azzahra Sabrinaninda Putri Davi
Date Deposited:	05 Jul 2024 02:10
Last Modified:	05 Jul 2024 02:10
URI:	http://repository.its.ac.id/id/eprint/108143

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