Latifah, Naura Aulia (2025) PREDIKSI HARGA SAHAM PT. ALAMTRI RESOURCES INDONESIA TBK (ADRO) MENGGUNAKAN METODE ARIMA DAN ANALISIS KORELASI SILANG DENGAN HARGA SAHAM PT. BUKIT ASAM TBK (PTBA) Judul TA – Submit Jurnal. Bachelor thesis, Institut Teknologi Kalimantan.
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Abstract
Fluctuating price movements present a major challenge for investors in the coal mining sector. This study aims to forecast the stock price of PT Alamtri Resources Indonesia Tbk (ADRO) using the ARIMA method and to analyze its relationship with the stock price of PT Bukit Asam Tbk (PTBA) through crosscorrelation analysis. The data used consist of ADRO's daily closing stock prices from January 2016 to December 2024 and PTBA's from January 2024 to December 2024. After undergoing identification, transformation, and stationarity testing, the best model identified was ARIMA (0,1,1), with a MAPE of 15.66% and RMSE of 691.135, indicating a reasonably accurate prediction. Additionally, the crosscorrelation analysis revealed a dynamic relationship between the stock prices of ADRO and PTBA, with a maximum correlation value of 0.9497 at certain lag periods. These findings suggest that PTBA’s stock price movements can provide valuable information for predicting ADRO’s stock price. This research is expected to help investors make more informed investment decisions and manage risks effectively in a volatile market environment. Keyword : ARIMA, Cross-Correlation, stock price, ADRO, PTBA.
| Item Type: | Thesis (Bachelor) |
|---|---|
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HG Finance |
| Divisions: | Jurusan Matematika dan Teknologi Informasi > Ilmu Aktuaria |
| Depositing User: | Naura Aulia Latifah |
| Date Deposited: | 10 Jul 2025 08:12 |
| Last Modified: | 10 Jul 2025 08:12 |
| URI: | http://repository.itk.ac.id/id/eprint/23357 |
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