Peramalan Harga Saham PT Industri Jamu dan Farmasi Sido Muncul Tbk (SIDO) Menggunakan Metode ARIMA Box-Jenkins

Panjaitan, Shindi Claudia (2025) Peramalan Harga Saham PT Industri Jamu dan Farmasi Sido Muncul Tbk (SIDO) Menggunakan Metode ARIMA Box-Jenkins. Bachelor thesis, Institut Teknologi Kalimantan.

	Text 17211031_cover.pdf - Cover Image Restricted to Repository staff only until 4 October 2027. Download (133kB) | Request a copy
	Text 17211031_statement_of_authenticity.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (357kB) | Request a copy
	Text 17211031_publishing_agrement.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (377kB) | Request a copy
	Text 17211031_approval_sheet.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (358kB) | Request a copy
	Text 17211031_preface.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (383kB) | Request a copy
	Text 17211031_abstract_id.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (320kB) | Request a copy
	Text 17211031_abstract_en.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (366kB) | Request a copy
	Text 17211031_table_of_content.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (379kB) | Request a copy
	Text 17211031_ilustrations.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (347kB) | Request a copy
	Text 17211031_tables.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (420kB) | Request a copy
	Text 17211031_notations.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (431kB) | Request a copy
	Text 17211031_chapter_1.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (468kB) | Request a copy
	Text 17211031_chapter_2.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (765kB) | Request a copy
	Text 17211031_chapter_3.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (577kB) | Request a copy
	Text 17211031_chapter_4.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (943kB) | Request a copy
	Text 17211031_conclusions.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (321kB) | Request a copy
	Text 17211031_blibliography.pdf - Bibliography Restricted to Repository staff only until 4 October 2027. Download (444kB) | Request a copy
	Text 17211031_enclosure.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (3MB) | Request a copy
	Text 17211031_paper.pdf - Other Restricted to Repository staff only until 4 October 2027. Download (786kB) | Request a copy
	Text 17211031_presentation.pdf - Presentation Restricted to Repository staff only until 4 October 2027. Download (5MB) | Request a copy

Abstract

Investasi saham di Indonesia semakin diminati, terutama pada saham blue chip seperti PT Industri Jamu dan Farmasi Sido Muncul Tbk (SIDO), yang dikenal stabil meskipun tetap menghadapi dinamika pasar. Untuk mengantisipasi risiko tersebut, metode peramalan harga saham menjadi salah satu alat penting dalam membantu investor mengambil keputusan investasi yang lebih tepat. Penelitian ini menerapkan metode ARIMA Box-Jenkins untuk meramalkan pergerakan harga saham SIDO berdasarkan data historis. Model yang digunakan adalah ARIMA ([5,14],1,0) dengan tingkat akurasi yang diukur melalui Root Mean Square Error (RMSE) sebesar 18.08 dan Mean Absolute Percentage Error (MAPE) sebesar 2.29%. Nilai MAPE yang rendah menunjukkan bahwa tingkat kesalahan prediksi relatif kecil, sementara RMSE mencerminkan tingkat akurasi yang cukup baik. Hasil penelitian menunjukkan bahwa model ARIMA ([5,14],1,0) mampu memberikan prediksi harga saham SIDO dengan tingkat akurasi yang tinggi. Peramalan yang dihasilkan menunjukkan pola yang relatif stabil, sehingga dapat menjadi pertimbangan bagi investor baru maupun investor yang sudah memiliki saham untuk mengambil keputusan yang lebih baik.

Item Type:	Thesis (Bachelor)
Subjects:	Q Science > Q Science (General)
Divisions:	Jurusan Matematika dan Teknologi Informasi > Ilmu Aktuaria
Depositing User:	Shindi claudia Panjaitan
Date Deposited:	30 Jun 2025 05:57
Last Modified:	30 Jun 2025 05:57
URI:	http://repository.itk.ac.id/id/eprint/22572

Actions (login required)

View Item