Pengaruh Pemilihan Umum Presiden Amerika Serikat Ke-45 dan Hari Raya Natal Terhadap Peramalan Indeks Harga Saham Gabungan (IHSG) Menggunakan Analisis Intervensi

Wijayanti, Fidyah (2017) Pengaruh Pemilihan Umum Presiden Amerika Serikat Ke-45 dan Hari Raya Natal Terhadap Peramalan Indeks Harga Saham Gabungan (IHSG) Menggunakan Analisis Intervensi. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Pergerakan harga saham, khususnya IHSG, merupakan informasi yang penting bagi investor sebagai dasar membuat keputusan investasi. Nilai IHSG yang selalu berfluktuatif dan sering berubah-ubah, menjadikan kegiatan perdagangan saham berisiko besar. Sehingga, dibutuhkan suatu model yang dapat digunakan untuk meramalkan nilai IHSG dimasa mendatang untuk meminimalisir risiko yang akan dihadapi oleh investor. Tujuan penelitian ini untuk mendapat-kan model peramalan yang sesuai. Metode peramalan yang digunakan adalah analisis intervensi. Penggunaan analisis intervensi dikarenakan adanya beberapa peristiwa eksternal yang mempengaruhi naik dan turunnya nilai IHSG yaitu peristiwa disahkannya UU Tax Amnesty oleh DPR, pemilu Presiden Amerika Serikat, serta libur hari natal. Hasil analisis intervensi menunjukkan bahwa pengaruh peristiwa pengesahan UU Tax Amnesty menurunkan nilai IHSG sebesar 99,69 poin, pengaruh peristiwa pemilu presiden Amerika Serikat menurunkan nilai IHSG sebesar 152,39 poin, sedangkan pengaruh peristiwa liburan perayaan natal menurunkan nilai IHSG sebesar 107,3 poin. Peramalan nilai IHSG bulan April 2017 berada pada kisaran level 5500-5600. ============================================================================ Stock price movements, especially Indonesian Composite Stock Price Index (IHSG) are important information for the investors as a foundation for making the investment decision. IHSG values are always fluctuating and changing frequently, causing the high risk in stock trading activities. Therefore, the model that can be used to predict the value of IHSG in the future is needed, because it is important to minimize the risks that faced by investors. This study purpose to obtain the proper forecasting model for predicting the IHSG value in the future using intervention analysis. Intervention analysis is used due to several external events that affect the rise and fall of the IHSG value which is the legalization of Amnesty Tax Law by the Indonesian House of Representatives (DPR), the Presidential Election of United States, and the Christmas Holidays. The result of the intervention analysis shows that the effect of the Amnesty Law enforcement decreased the value of IHSG value by 99.69 points, the effect of the US Presidential Election decreased the IHSG value by 152.39 points, and the effect of the christmas holiday also decreased the IHSG value by 107.3 points. The forecasting of IHSG value for April 2017 is fall on 5500-5600 level.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Analisis Intevensi, IHSG, Pemilu Presiden AS, Tax Amnesty
Subjects: H Social Sciences > HA Statistics
Q Science > Q Science (General)
Divisions: Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis
Depositing User: Wijayanti Fidyah
Date Deposited: 15 Jan 2018 07:23
Last Modified: 05 Mar 2019 04:00
URI: https://repository.its.ac.id/id/eprint/48480

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