Santoso, Noval (2025) Analisis dan Prediksi Pergerakan Harga Saham PT Aneka Tambang Tbk. Menggunakan System Dynamics. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Konteks: Fluktuasi harga saham sektor pertambangan, termasuk PT Aneka Tambang Tbk. (ANTM), dipengaruhi faktor internal (kebijakan perusahaan) dan eksternal (harga komoditas global, sentimen pasar, kebijakan pemerintah), menimbulkan tantangan bagi investor. Permasalahan: Diperlukan model komprehensif untuk menganalisis dan memprediksi pergerakan harga saham ANTM secara akurat, mengingat kompleksitas faktor-faktor yang memengaruhinya.
Tujuan: Penelitian ini bertujuan menganalisis dan memprediksi pergerakan harga saham PT Aneka Tambang Tbk. (ANTM) menggunakan pendekatan sistem dinamik.
Metode: Data historis bulanan harga saham ANTM, harga emas, nikel, alumina global, Global Economic Policy Uncertainty Index, dan Geopolitical Risk Index (Januari 2020 – April 2025) digunakan. Pendekatan sistem dinamik, dengan Causal Loop Diagram (CLD) dan Stock and Flow Diagram (SFD), diterapkan untuk memodelkan hubungan antar variabel internal dan eksternal.
Hasil: Penelitian ini menghasilkan rancangan Causal Loop Diagram, Stock & Flow Diagram, dan skenario prediksi harga saham mostlikely condition, prediksi harga saham optimistic condition, beserta prediksi harga saham pessimistic condition. Hasil pemodelan dan analisis sistem dinamik tersebut dapat digunakan sebagai acuan dalam upaya untuk memprediksi pergerakan harga saham perusahaan PT Aneka Tambang Tbk. (ANTM).
Nilai Tambah: Hasil penelitian diharapkan memberikan informasi berharga bagi investor, perusahaan, akademisi, dan pemerintah dalam pengambilan keputusan dan perumusan kebijakan di sektor pertambangan serta pasar modal.
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Context: Stock price fluctuations in the mining sector, including PT Aneka Tambang Tbk. (ANTM), are influenced by both internal factors (company policies) and external factors (global commodity prices, market sentiment, government policies), posing significant challenges for investors.
Problem: A comprehensive model is needed to accurately analyze and predict ANTM's stock price movements, given the complex interplay of influencing factors.
Purpose: This research aims to analyze and predict the stock price movements of PT Aneka Tambang Tbk. (ANTM) using a system dynamics approach.
Methodology: Monthly historical data for ANTM's stock prices, global gold, nickel, and alumina prices, the Global Economic Policy Uncertainty Index, and the Geopolitical Risk Index (January 2020 – March 2025) are utilized. The system dynamics approach, employing Causal Loop Diagrams (CLD) and Stock and Flow Diagrams (SFD), is applied to model the relationships between internal and external variables. Results: This study yields a designed Causal Loop Diagram, a Stock & Flow Diagram, and stock price prediction scenarios for the most likely condition, optimistic condition, and pessimistic condition. The results of this system dynamics modeling and analysis can serve as a reference for predicting the stock price movements of PT Aneka Tambang Tbk. (ANTM).
Value Added: The research findings are expected to provide valuable information for investors, companies, academics, and the government in making investment decisions and formulating policies within the mining sector and capital markets.
| Item Type: | Thesis (Other) |
|---|---|
| Uncontrolled Keywords: | PT Aneka Tambang Tbk., Prediksi Harga Saham, Sistem Dinamik, Simulasi, Investasi, PT Aneka Tambang TBK., Stock Price Prediction, System Dynamics, Simulation, Investment |
| Subjects: | T Technology > T Technology (General) > T57.62 Simulation |
| Divisions: | Faculty of Intelligent Electrical and Informatics Technology (ELECTICS) > Information System > 57201-(S1) Undergraduate Thesis |
| Depositing User: | Noval Rizqi Santoso |
| Date Deposited: | 28 Jul 2025 09:13 |
| Last Modified: | 28 Jul 2025 09:13 |
| URI: | http://repository.its.ac.id/id/eprint/122454 |
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