Analisis Peramalan Harga Saham Perusahaan Properti Dengan Metode ARIMA (Studi Kasus Ciputra Property CTRP.JK)
Abstract: Investments in
shares offering high profits, but also risky. Ciputra Property Company is one
of The property company that has been listed in the Stock Exchange (Indonesia
Stock Exchange) with code CTRP.JK. Value stock price is always changing
according to the world economic conditions. To complement with the rapid changes
in order to avoid losses, this research propose a method capable to forecast
stock price shares in the future. One of the forecasting method appropriate for
forecasting is ARIMA. ARIMA has several models and the best model is the model
which produces the smallest error rate. this research shows that ARIMA (0,1,1)
is the best forecasting model with the smallest error rate of 2.64% to forecast
Ciputra Property's stock price.
Penulis: Asdi Atmin Fildananto
Kode Jurnal: jptinformatikadd160645
