Putri, Rizky Febrianti Winanda (2019) Peramalan Harga Saham PT.Telekomunikasi Indonesia (Persero) Menggunakan Metode ARIMA Box-jenkins. Diploma thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Pasar modal (capital market) merupakan pasar untuk berbagi instrumen keuangan jangka panjang yang bisa diperjualbelikan. Instrumen keuangan yang sangat popular di Indonesia adalah saham (stock). Saham banyak dipilih oleh investor karena mampu memberikan tingkat keuntungan yang menarik. Saham yang sangat popular adalah saham yang tergolong dalam indeks saham LQ45. Salah satu saham yang sangat terkenal di LQ45 yaitu saham dengan kode TLKM yaitu PT.Telekomunikasi Indonesia. Saham di PT.Telekomunikasi Indonesia merupakan saham yang sangat di rekomendasikan untuk investasi jangka panjang karena saham PT.Telekomunikasi Indonesia merupakan perusahaan yang berkembang pesat di dunia teknologi komunikasi. Oleh karena itu, saham PT.Telekomunikasi Indonesia selalu bertahan di saham LQ45. Tetapi, menjadi investor saham perlu memperhatikan dan mempelajari data-data terdahulu sebelum memilih perusahaan mana yang akan digunakan sebagai investasi. Sehingga, hal tersebut sangat penting untuk investor mengetahui nilai saham dimasa depan suatu perusahaan. Berhubung dengan hal tersebut, peneliti ingin mengetahui prospek harga saham PT.Telekomunikasi Indonesia periode kedepan dengan meramalkan harga saham menggunakan metode ARIMA Box-Jenkins. Model yang didapat adalah ARIMA (1,0,0). Hasil ramalan yang didapat menunjukkan harga saham yang cenderung meningkat setiap bulannya dan pada bulan Januari 2020 diprediksikan bahwa harga saham PT.Telekomunikasi Indonesia mencapai Rp. 4771,32 per lembar saham.
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The capital market is a market for sharing long-term financial instruments that can be traded. Financial instruments that are very popular in Indonesia are stocks. Stocks are chosen by investors because they are able to provide an attractive level of profit. A very popular stock is a stock belonging to the LQ45 stock index. One of the most well-known stocks in LQ45 is the shares with TLKM code, namely PT. Indonesian Telecommunications. Shares in PT. Indonesian Telecommunications are shares that are highly recommended for long-term investments because of PT shares. Telecommunications Indonesia is a fast-growing company in the world of communication technology. Therefore, PT.Telecommunication Indonesia shares always survive in LQ45 shares. However, being a stock investor needs to pay attention and study the previous data before choosing which company will be used as an investment. So, it is very important for investors to know the value of shares in the future of a company. In connection with this, the researcher wanted to know the prospect of the future price of PT Indonesia Telecommunications shares by forecasting stock prices using Box-Jenkins ARIMA method. The model obtained is ARIMA (1,0,0). The forecast results obtained show that stock prices tend to increase every month and in January 2020 it is predicted that the share price of Indonesian telecommunications reaches Rp. 4771.32 per share.
| Item Type: | Thesis (Diploma) |
|---|---|
| Additional Information: | RSSB 519.535 Put p-1 2019 |
| Uncontrolled Keywords: | ARIMA Box-Jenkins, LQ45, Saham, TLKM |
| Subjects: | A General Works > AI Indexes (General) A General Works > AI Indexes (General) Q Science > QA Mathematics > QA280 Box-Jenkins forecasting |
| Divisions: | Faculty of Vocational > 49501-Business Statistics |
| Depositing User: | Rizky Febrianti Winanda Putri |
| Date Deposited: | 23 Dec 2022 02:05 |
| Last Modified: | 23 Dec 2022 02:05 |
| URI: | http://repository.its.ac.id/id/eprint/63672 |
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