The Stock Price Prediction Formula Using the Concept of Equality in the Amount of Data Between the Average Difference of Order One and Two at Levels n and n+1

  • Stephanus Ivan Goenawan Atma Jaya Catholic University of Indonesia
  • Kumala Indriati Atma Jaya Catholic University of Indonesia
  • E. Yosephan Christanto Milano Atma Jaya Catholic University of Indonesia
Keywords: Stock price prediction, difference of order

Abstract

Technological developments are getting faster, as is the dissemination of existing information, especially on the capital market. In order for investors to avoid losses from the capital market, a method is needed that is able to analyze the movement of the stock price. This study focuses on the application of the Data Scales Analysis (DSA) method which uses a formula with the concept of the same amount of data between the first and second order average differences at levels n and n + 1 for predicting the stock price of issuers, in predicting stock prices in the capital market. The resulting formula is named JIC-FLY 2 which is a new formula used to predict stock prices in the capital market. The population used in this study are issuers who are members of IDX 30 from the banking sub-sector with the sample used is the issuer of BBCA (PT Bank Central Asia Tbk). The results of this study note that the DSA method with this formula is able to produce the best predictive value, namely DSA 12 with an error percentage of 0.035%.

Downloads

Download data is not yet available.

References

Basrowi, Fauzi, & Utami, P., Apakah Memilih Saham Daftar Efek Syariah Indonesia dengan Analisis Teknikal akan Menguntungkan?. AL-INFAQ: Jurnal Ekonomi Islam, 11(1), (pp. 39-59)., 2020.

Budiantara, M., Pengaruh Tingkat Suku Bunga, Nilai Kurs, Dan Inflasi Terhadap Indeks Harga Saham Gabungan Di Bursa Efek Indonesia Periode Tahun 2005-2010. Jurnal Sosiohumaniora, 3(3), (pp. 57-66)., 2012.

Chong, Terence Tai Leung and Tang, Alan Tsz Chung and Chan, Kwun Ho., An Empirical Comparison of Fast and Slow Stochastics.Munich Personal RePEc Archive, Paper No. 80559., 2016.

Febrianti, S., Analisis Perbandingan Kinerja Indeks Saham Syariah dengan Indeks Saham Konvensional Periode 2015-2017 (Studi Kasus pada JII dan LQ45). Prosiding SENDI, (pp. 546-551)., 2018.

Goenawan, S. Natalia, C., Sejahtera, F. Angela A.K., Analisa Timbangan Data Dampak Positif dan Negatif Dompet Digital. Prosiding Seminar Nasional RIKTEKTRA, (pp. 1-8)., 2021.

Goenawan, Stephanus Ivan., Comparison Simulation Analysis of the Gradual Summation of a Function with Recognition of Direst Extrapolation via IN Series. International Journal of Applied Sciences and Smart Technologies, Volume 2, (pp. 59-66)., 2019.

Goenawan, Stephanus Ivan., “Pembuktian Analisa Timbangan Data (ATD) Dan Timbangan Meta Data Dinamis”.HKI – Unika AtmaJaya., 2022.

Goenawan, Stephanus Ivan., Indriati, Kumala., PENGGUNAAN DERET IN UNTUK MENENTUKAN RERATA ORDE TINGGI FUNGSI POLINOMIAL DENGAN CARA LANGSUNG (Using The In Series For Finding High Order Average By Directly On Polinomial Function). Prosiding Seminar Nasional Matematika, Geometri, Statistika, Dan Komputasi (Sena-Magestik). F-MIPA Universitas Jember (UNEJ)., 2022.

Hendarsih, I., Analisis Perubahan Harga Saham dengan Menggunakan Grafik Candlestick. MONETER, 3(2), (pp.186-197)., 2016.

Hernadewita, Hadi, Y., Syaputra, M., & Setiawan, D., Peramalan Penjualan Obat Generik Melalui Time Series Forecasting Model Pada Perusahaan Farmasi di Tangerang: Studi Kasus. JIEMAR, 1(2), (pp. 35-49)., 2020.

Hidayati, A., Investasi: Analisis Dan Relevansinya Dengan Ekonomi Islam. Jurnal Ekonomi Islam, 8(2), (pp. 227-242)., 2017.

Lestari, H., Otoritas Jasa Keuangan: Sistem Baru dalam Pengaturan dan Pengawasan Sektor Jasa Keuangan. Jurnal Dinamika Hukum, 12(3), (pp. 557-567)., 2012.

Lubis, P., & Zulam, S., Analisis Faktor-Faktor Yang Memengaruhi Permintaan Investasi Di Indonesia. Jurnal Perspektif Ekonomi Darussalam, 2(2), (pp. 147-166)., 2016.

Mailangkay, J., Integrasi Pasar Modal Indonesia Dan Beberapa Bursa Di Dunia (Periode Januari 2013 - Maret 2013). Jurnal EMBA, 1(3), (pp. 722-731)., 2013.

Mar’ati, F., Mengenal Pasar Modal (Instrumen Pokok Dan Proses Go Public). Among Makarti, 3(5), (pp. 79-88)., 2010.

Muklis, F., Perkembangan Dan Tantangan Pasar Modal Indonesia. Jurnal Lembaga Keuangan dan Perbankan, 1(1), (pp. 65-75)., 2016.

Mutmainah, & Sulasmiyati, S., Analisis Teknikal Indikator Stochastic Oscillator Dalam Menentukan Sinyal Beli Dan Sinyal Jual Saham (Studi Pada Sub Sektor Konstruksi dan Bangunan di Bursa Efek Indonesia Periode 2014-2016). Jurnal Administrasi Bisnis, 49(1), (pp. 1-8)., 2017.

Nurlazuardini, N., Kharis, M., & Hendikawati, P., Model Epidemi SIRS Stokastik dengan Studi Kasus Influenza. UNNES Journal of Mathematics, 5(1), (pp. 20-30)., 2016.

Prapcoyo, H., Peramalan Jumlah Mahasiswa Menggunakan Moving Average. TELEMATIKA, 15(1), (pp. 66-75)., 2018.

Pruitt, G., The Ultimate Algorithmic Trading System Toolbox + Website. New Jersey: Wiley., 2016.

Published
2023-04-03
How to Cite
Goenawan, S. I., Indriati, K., & Milano, E. Y. C. (2023). The Stock Price Prediction Formula Using the Concept of Equality in the Amount of Data Between the Average Difference of Order One and Two at Levels n and n+1. Pattimura Proceeding: Conference of Science and Technology, 4(1), 35-45. Retrieved from https://ojs3.unpatti.ac.id/index.php/pcst/article/view/8601
Section
Articles