PREDIKSI HARGA SAHAM BBRI DENGAN MODEL ARIMA

Nugraha, Sandy (2018) PREDIKSI HARGA SAHAM BBRI DENGAN MODEL ARIMA. S2 thesis, Universitas Mercu Buana - Menteng.

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Abstract

Sebagian besar masyarakat Indonesia masih ragu-ragu untuk berinvestasi sebagai kendaraan dalam mencapai tujuan keuangannya. Hal tersebut dapat terlihat dari angka literasi pasar modal yang lebih tinggi dibandingkan dengan angka inklusinya. Atas dasar tersebut lah penelitian ini dibuat, dalam rangka memberikan gambaran dan keyakinan dalam berinvestasi di pasar modal, secara spesifik investasi saham BBRI. Penelitian ini menggambarkan prediksi harga saham BBRI dengan juga membandingkannya dengan prediksi nilai IHSG di masa depan. Dalam melakukan prediksi, model yang digunakan adalah model ARIMA yang dipercaya sebagai model terbaik untuk prediksi jangka pendek. Hasil penelitian menunjukkan bahwa, selama masa prediksi, pertumbuhan harga saham BBRI mengungguli pertumbuhan nilai IHSG. Dari hasil penelitian tersebut dapat diambil simpulan bahwa investasi saham BBRI dapat direkomendasikan, namun perlu juga dipertimbangkan risiko yang mungkin timbul dari investasi tersebut. Kata kunci : ARIMA, prediksi, harapan, BBRI, IHSG Most Indonesians are still hesitant to invest as vehicles in achieving their financial goals. This can be seen from the higher capital market literacy rate compared to the inclusion rate. On that basis, this research is made in order to provide an overview and confidence in investing in capital markets, specifically BBRI stock investment. This study describes the prediction of BBRI stock price by also comparing it with prediction of JCI value in the future. In making predictions, the model used is the ARIMA model which is believed to be the best model for short-term prediction. The results showed that, during the period of prediction, the growth of BBRI stock price outperformed the growth of JCI value. The results of this study concludes that BBRI stock investment can be recommended, but also consider the risks that may arise from the investment. Key words : ARIMA, prediction, expectation, BBRI, JCI

Item Type: Thesis (S2)
Call Number CD: CDT-551-18-086
NIM/NIDN Creators: 55115120060
Uncontrolled Keywords: ARIMA, prediksi, harapan, BBRI, IHSG, ARIMA, prediction, expectation, BBRI, JCI, MKU, Manajemen keuangan
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum
Divisions: Pascasarjana > Magister Manajemen
Depositing User: MYTHA ALVIANA SARI
Date Deposited: 21 Mar 2022 07:06
Last Modified: 23 Jun 2022 04:26
URI: http://repository.mercubuana.ac.id/id/eprint/58462

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