scholarly journals Perancangan Aplikasi Analisis Saham Menggunakan Metode Rate Of Change

2016 ◽  
Vol 1 (2) ◽  
Author(s):  
Syahrul Anwar
Keyword(s):  
Stock Price ◽  
Technical Analysis ◽  
Rate Of Change ◽  
Analysis Method ◽  
Main Concept ◽  
Price Movement ◽  
Final Project ◽  
Stock Investment ◽  
Closing Price ◽  
The Difference

Stock is the most popular method today for investing and offers a lot of profit. The profit came from the difference between the prices when you buy it and when you sell it. Even though, the risk for investing using stock is very big. That is why stock investment must be done with correct analysis to maximize the profit and to avoid loss.One of methods for analyzing stock price movement is technical analysis. Technical analysis is a method which is based on stock price movement in the past time. One of popular technical analysis method is Rate of Change. The main concept is to compare current closing price with the closing price x-times periods ago. Using this method, stock broker will know the pace at which price is changing. Tracking the rate of the change of price can confirm trends and forewarn of market reversals. In this final project, I’ve tried to study the process of technical analysis using Rate of Change method, and then I developed software to implement this method. In the early phase, I studied some literature which is related to theories of stock market and technical analysis. After that I did some analyses which involve the analysis of how Rate of Change method works and functional specifications of the software which I would develop. Based on the results of the analysis, I did the design process. The purpose of Rate of Change test is to examine the accuracy of this method on detecting trade signals. And then this final project closed with the conclusion and suggestion for future development. Key Words:

The effect of share ownership structure on ex-dividend day stock price behavior

2019 ◽  
Vol 45 (6) ◽  
pp. 744-759
Author(s):  
Dong H. Kim
Keyword(s):  
Ownership Structure ◽  
Stock Price ◽  
Individual Investors ◽  
Price Behavior ◽  
Content Type ◽  
Share Ownership ◽  
Investor Heterogeneity ◽  
Closing Price ◽  
The Difference ◽  
Share Ownership Structure

Purpose The purpose of this paper is to explore whether share ownership structure plays a role in determining the ex-day pricing of dividends. If share ownership structure, specifically the proportion of the firm’s stock held by individuals vs institutions, has an effect on the ex-dividend day stock price behavior, the ex-day premium is expected to be different for firms with different ownership structures. Design/methodology/approach To investigate whether the ex-day pricing of dividends is affected by the proportion of the firm’s stock held by individuals vs institutions, the author look into the ex-day premium. The ex-day premium is calculated by dividing the difference between the closing price on the cum-dividend day and the closing price on the ex-dividend day by the amount of the dividend. Findings Consistent with both the tax-based theory and the dynamic trading clientele theory, the author find that the ex-day premium decreases with the level of individual ownership. Consistent with the short-term trading theory, the author also find that the ex-day premium increases with the degree of investor heterogeneity, defined as the product of the proportion of the firm’s stock held by individual investors and the proportion held by institutional investors. Originality/value The author believe that this study contributes to the literature by providing useful evidence that share ownership structure affects the ex-day pricing of dividends, and thus this study will be of interest to the readers of managerial finance.

scholarly journals FORECASTING HARGA SAHAM MENGGUNAKAN METODE SIMPLE MOVING AVERAGE DAN WEB SCRAPPING

2019 ◽  
Vol 21 (3) ◽  
pp. 234-241
Author(s):  
Dessy Tri Anggraeni
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Moving Average ◽  
Technical Analysis ◽  
Secondary Market ◽  
A Value ◽  
Price History ◽  
The Difference ◽  
Absolute Percent Error ◽  
Error Method

Abstract:  The fluctuative of stock prices in a secondary market provide the possibility for investors/traders to gain profits through the difference in stock prices (capital gain). In order to obtain these benefits, it is necessary to analyze before buying shares, through fundamental and technical analysis. One of several methods in Technical Analysis is Simple Moving Average Method. This method can be used to predict (forecast) stock prices by calculating moving average of the stock price history. Historical stock prices can be obtained in real time using the Web Scrapper technique, so the results is more quickly and accurately. Using the MAPE (Mean Absolute Percent Error) method, the level of accuracy of forecasting can be calculated. As a result, the program was able to run successfully and was able to display the value of forecasting and the level of accuracy for the entire data tested in LQ45. Besides forecasting with a value of N = 5 has the highest level of accuracy that reaches 97,6 % while the lowest one is using the value of N = 30 which is 95,0 %.

scholarly journals Analisis Sell in May and Go Away di Bursa Efek Indonesia dan Malaysia Periode 2017-2019

2021 ◽  
Vol 9 (1) ◽  
pp. 311
Author(s):  
Laila Marta Zarika ◽  
R.A. Sista Paramita
Keyword(s):  
Hypothesis Testing ◽  
Stock Price ◽  
Abnormal Return ◽  
Stock Exchange ◽  
T Test ◽  
The Other ◽  
Price Movement ◽  
Paired Sample ◽  
Price Data ◽  
The Difference

In May and Go Away (SMGA), Sell is a type of seasonal Anomaly, which historically originated in Europe and America that between May-October returns lower than the other periods from November to April. This research aims to determine the difference in abnormal return in the May-October (Worst period) period and November-April (Best period) in Indonesia and Malaysia Stock Exchange between 2017 to 2019. This test conducted using the company's stock price data samples listed on the LQ45 index in the Indonesia Stock Exchange and the FBMKLCI index in the Malaysia Stock Exchange period 2017 to 2019. Hypothesis testing using paired sample t-test to answer if there is a difference in return between the best period and the worst period, to prove the Sell's existence in May and Go Away. The results showed no difference returns between the best and worst periods in the Sell in May and Go Away phenomenon at the Indonesia and Malaysia Stock Exchange period 2017 to 2019. The Investor considers SMGA as not a phenomenon containing excellent or bad information that is capable of affecting the price movement of shares so that SMGA as a strategy to buy stocks in the best period and sell in the worst period is no longer relevant

scholarly journals A study on technical analysis of s&p cnx nifty index

2013 ◽  
Vol 1 (1) ◽  
pp. 171-181
Author(s):  
Ragupathi M ◽  
Arthi B
Keyword(s):  
Intrinsic Value ◽  
Technical Analysis ◽  
Fundamental Analysis ◽  
Past Performance ◽  
Price Movement ◽  
Factors Affecting ◽  
The Past ◽  
Future Performance ◽  
The Difference ◽  
Future Growth

Technical analysts do not attempt to measure a security's intrinsic value; instead they look at stock charts for patterns and indicators that will determine a stock's future performance. The use of past performance should come as no surprise. People using fundamental analysis have always looked at the past performance of companies by comparing fiscal data from previous quarters and years to determine future growth. The difference lies in the technical analyst's belief thatsecurities move according to very predictable trends and patterns. These trends continue until something happens to change the trend, and until this change occurs, price levels are predictable. There are many instances of investors successfully trading a security using only their knowledge of the security's chart, without even understanding what the company does. However, although technical analysis is a terrific tool, most agree it is much more effective when used in combination with fundamental analysis. The technical analysis reveals the peaks, bottoms, trends, patterns and other factors affecting a stock‘s price movement and then makes buy/sell decisions based on those factors. The tools namely RSI and EMA have been used to predict the index price movement of S&P CNX Nifty.

scholarly journals Analisis Teknikal Harga Saham Waskita Karya Tahun 2017 dengan Metode ARIMA

2018 ◽  
Vol 7 (1) ◽  
pp. 122-126
Author(s):  
Wahyuni Windasari
Keyword(s):  
Key Words ◽  
Stock Prices ◽  
Stock Price ◽  
Historical Data ◽  
Arima Model ◽  
Security Analysis ◽  
Technical Analysis ◽  
Price Movement

AbstractAs an investor needs to do an analysis before making a decision either in selling or buyingshares. Security analysis consist of two types of analysis, namely tecnical analysis andfundamental analysis. Technical analysis to test wheater historical data will predict stock pricesas a consideration to buy or sell an investment's instrument. One type of technical analysis isthe ARIMA method. In this research uses daily stock price of WSKT Tbk during 1 Januari–10Oktober 2017 to predict stock prices the few days. The best ARIMA model to describe WSKTstock price movement is MA(4), with MAE predict data is 480.25.Key words : forecasting, ARIMA, technical analysis, stock prices.

scholarly journals Stock Price Movement through Technical Analysis: Empirical Evidence from the Information Technology (IT) Sector

2016 ◽  
Vol 3 (1) ◽  
Author(s):  
Shalini Singh ◽  
Anindita Chakraborty
Keyword(s):  
Stock Price ◽  
Moving Average ◽  
Secondary Data ◽  
Technical Analysis ◽  
Future Price ◽  
Analysis Tool ◽  
Price Movement ◽  
Technical Indicators ◽  
Share Prices ◽  
The Future

<em>Technical analysis forecasts the future asset prices with the use of their historical prices, trading volumes, market action and primarily through the uses of charts that predicts the future price trends. Technical analysis guides the investor to track the market with different indicators which is convenient for their study. Technical indicators aids to analyse the short-term price movement of the shares, most importantly it indicates the turning point and helps in projecting the price movement. This paper is prepared to employ the technical analysis tool to IT index companies. Indicators have been analysed using share prices of companies for 1 years, i.e., from January 2015- December 2015. Study is performed using secondary data, which has been collected from NSE website. The Technical Indicators used for the study are Bollinger Bands and MACD (Moving Average Convergence and Divergence). The purpose of the study is to find the best technical indicator to analyse the share prices.</em>

STOCK EVALUATION USING FUZZY LOGIC

2001 ◽  
Vol 04 (04) ◽  
pp. 585-602 ◽  
Author(s):  
HUSSEIN DOURRA ◽  
PEPE SIY
Keyword(s):  
Fuzzy Logic ◽  
Human Behavior ◽  
Stock Prices ◽  
Stock Price ◽  
Evaluation Method ◽  
Technical Analysis ◽  
Price Movement ◽  
Analysis Theory ◽  
System Output ◽  
Logic System

We use fuzzy logic engineering tools to detect human behavior in the finance arena, specifically in the technical analysis field. Since technical analysis theory consists of indicators used by experts to evaluate stock prices, the new proposed method maps these indicators into new inputs that can be fed into a fuzzy logic system. This system can create an optimum computerized model to evaluate stock price movement. This method relies on human psychology to predict human behavior when certain price movements or certain price formations occur. The success of the system is measured by comparing system output versus stock price movement. The new stock evaluation method is proven to exceed market performance and it can be an excellent tool in the technical analysis field. The flexibility of the system is also demonstrated.

scholarly journals A Basic Technical Analysis of Shares on the Example of a Specific Company

2021 ◽  
Vol 91 ◽  
pp. 01041
Author(s):  
Jakub Horak ◽  
Jiri Sulek
Keyword(s):  
Data Collection ◽  
Stock Price ◽  
Technical Analysis ◽  
Price Increase ◽  
Share Price ◽  
Moving Averages ◽  
Price Movement ◽  
Different Types ◽  
Trading Volumes ◽  
The Given

This paper deals with the technical analysis of The Coca-Cola Company (KO) shares. The first signal for the stock price movement was created on the basis of the intersections of moving averages, namely after intersecting the shorter average through the longer average. This signal signifies a drop in the share price. The same signal was generated after comparing the trend of the share price and the trend of the trading volumes. It is these particular trends that have a different direction. Consequently, this is an indicator for a decline in the share price. The last signal created a graphical pattern called symmetric bear triangle which also predicts a drop in the stock price. Only one indicator did not generate a signal for price increase or decrease, namely the RSI with a 14-day period. The examined data collection contains data from 2.1.2015 to 29.4.2020. At the same time, all presented results and predictions are based on the date of April 29, 2020. Finally, the use of the given indicators for different titles, assets or for different types of trade with different lengths is evaluated and proposed. The paper provides suggestions of measures for investors and speculators which should be applied before the start of the analysis.

scholarly journals Technical Analysis and Malaysian Banking Sector during COVID-19 Pandemic

2020 ◽  
Vol 4 (1) ◽  
pp. 41-46
Author(s):  
Kelvin Yong Ming Lee
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Banking Sector ◽  
Moving Average ◽  
Investment Decision ◽  
Movement Control ◽  
Technical Analysis ◽  
Price Movement ◽  
Technical Indicator ◽  
Control Order

The announcements of Movement Control Order and Loan Moratorium caused a significant impact on the stock prices of Malaysian banks during the COVID-19 pandemic. This study aims to investigate the effectiveness of technical analysis in predicting the stock price movement and the ability of the technical analysis in generating returns. In doing so, six moving average rules used as the proxy of technical analysis and tested in this study. Majority of the MA rules shown positive returns before the various announcements dates. Specifically, this study revealed that MA rules of (2,5) and (2,10) were among the best performing MA rules during the COVID-19 pandemic. This study also recommends the investors to use the signals emitted by the technical indicator as the reference for their investment decision in the banks’ stock.

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