ANALISA PREDIKSI INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE ARIMA

2020 ◽  
Vol 2 (2) ◽  
pp. 454
Author(s):  
Julkifli Purnama ◽  
Ahmad Juliana
Keyword(s):  
Capital Market ◽  
Stock Price ◽  
Time Series Data ◽  
Arima Model ◽  
Secondary Data ◽  
Actual Data ◽  
Series Data ◽  
Analysis Technique ◽  
The Right ◽  
The Capital Market

Investment in the capital market every manager needs to analyze to make decisions so that the right target to produce profits in accordance with what is expected. For that, we need a way to predict the decisions that will be taken in the future. The research objective is to find the best model and forecasting of the composite stock price index (CSPI). Data analysis technique The ARIMA Model time series data from historical data is the basis for forecasting. Secondary data is the closing price of the JCI on July 16 2018 to July 16 2019 to see how accurate the forecasting is done on the actual data at that time. The results of the study that the best Arima model is Arima 2.1.2 with an R-squared value of 0.014500, Schwarz criterion 10.83497 and Akaike info criterion of 10.77973. Results of forecasting actual data are 6394,609, dynamic forecast 6387,551 selisish -7,05799, statistics forecas 6400,653 difference of 6,043909. For investors or the public can use the ARIMA method to be able to predict or predict the capital market that will occur in the next period.

scholarly journals ANALISIS FAKTOR PENENTU INDEKS HARGA SAHAM GABUNGAN DI INDONESIA

2019 ◽  
Vol 1 (4) ◽  
pp. 37
Author(s):  
Yulizar Fikri ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Foreign Exchange ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Stock Price Index

This study aims to determine the analysis of the determinants of the composite stock price index in Indonesia. The independent variables in this study are inflation as X1, foreign exchange reserves as X2, exchange rates as X3, and economic growth as X4, and the dependent variable of the composite stock price index as Y. The data used are secondary data in the formof time series data from 2010Q1 until 2019Q2, with data collection techniques, namely documentation from Bank Indonesia publications, the Central Statistics Agency, investing. comsite and library research. The research methods used are: (1) Multiple Linear Regression, (2) Classical Assumption Test (3) coefficient of determination. The results of this study indicate that:(1) inflation does not significantly influence the composite stock price index. (2) foreign exchange reserves have a significant positive effect on the composite stock price index. (3) the rupiah exchange rate has an influence on the composite stock price index and (4) economic growth hasno significant effect on the composite stock price index.

scholarly journals A Predictive Meta Model for Forecasting Stock Price using Time Series Data

2021 ◽  
Vol 10 (1) ◽  
pp. 345-356
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Price ◽  
Time Series Data ◽  
Stock Exchange ◽  
Series Data ◽  
Meta Model ◽  
Price Range ◽  
Stock Traders ◽  
The Right

Stock market prediction through time series is a challenging as well as an interesting research areafor the finance domain, through which stock traders and investors can find the right time to buy/sell stocks. However, various algorithms have been developed based on the statistical approach to forecast the time series for stock data, but due to the volatile nature and different price ranges of the stock price one particular algorithm is not enough to visualize the prediction. This study aims to propose a model that will choose the preeminent algorithm for that particular company’s stock that can forecastthe time series with minimal error. This model can assist a trader/investor with or without expertise in the stock market to achieve profitable investments. We have used the Stock data from Stock Exchange Bangladesh, which covers 300+ companies to train and test our system. We have classified those companies based on the stock price range and then applied our model to identify which algorithm suites most for a particular range of stock price. Comparative forecasting results of all algorithms in diverse price ranges have been presented to show the usefulness of this Predictive Meta Model

scholarly journals PENGARUH INFLASI, SUKU BUNGA, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN PERIODE 2016 – 2018

2021 ◽  
Vol 6 (1) ◽  
pp. 50-59
Author(s):  
Irine Melyani ◽  
Martha Ayerza Esra
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Future Research ◽  
Time Range ◽  
Important Indicator ◽  
The Interest Rate

The movement of stock price index is the important indicator for investors to determine whether the investor would sell, buy, or hold shares. The movement of CSPI is affected by several factor like macroeconomy. The purpose of this study was to determine the effect of inflation, interest rate, and exchange rate against CSPI. Theoretically, the effect of inflation, interest rate, and exchange rate is based on efficient market hyphothesis and signalling theory which inflation, interest rate and exchange rate provide signal to investor which affect their decision that cause change to CSPI. The type of data used in this study is secondary data with quantitative approach. The sampling is based on time series data from 2016-2018 using purposive sampling methodso that 36 samples are obtained. This research uses multiple uses multiple regression analysis method using SPSS 2.2. The results of this study indicate that during the period 2016-2018 inflation does not affect CSPI, the interest rate have negative affect on CSPI and exchange rate have positive affect on CSPI. Future research is expected to add another independent variable and extend the time range of the research to obtain ore accurate and comprehensive results. Keywords: Inflation, Interest Rate, Exchange Rate, Composite Stock Price Indonesia

scholarly journals PENGARUH KUNJUNGAN WISATAWAN DAN RATA-RATA PENGELUARAN WISATAWAN TERHADAP PAD DAN PERTUMBUHAN EKONOMI PROVINSI BALI

2021 ◽  
pp. 511
Author(s):  
I Gede Dea Joendra Septyana Putra ◽  
Ni Luh Karmini ◽  
I Wayan Wenagama
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Time Series Data ◽  
Secondary Data ◽  
Data Sources ◽  
Series Data ◽  
Local Revenue ◽  
Analysis Technique ◽  
Secondary Data Sources

This study aims to analyze the effect of the number of tourist visits and the average tourist expenditure on the local income of Bali Province, to analyze the effect of the number of tourist visits, average tourist expenditure, and local income on the economic growth of Bali Province, and to analyze the role of income. native areas in mediating the effect of the number of tourist visits and the average tourist expenditure on the economic growth of Bali Province. The data used in this research is secondary data, with the method of observation by observing documents or secondary data sources that are related. This study uses time series data with a total of 30 years of observations from 1990-2019, with the analysis technique used is Path Analysis. This study shows the results that the number of tourist visits and the average tourist expenditure have a positive and significant effect on local income in Bali Province. The number of tourist visits, the average tourist expenditure and local revenue have a positive and significant effect on economic growth in Bali Province. Own-source revenue mediates the effect of the number of tourist visits and the average tourist expenditure on economic growth in Bali Province.

scholarly journals ANALISIS BISNIS DIGITAL (SKEMA PONZI DAN SKEMA PIRAMIDA) DI ERA REVOLUSI INDUSTRI 4.0 BAGI MASYARAKAT DI KABUPATEN KOTABARU BERDASARKAN UU NO. 8 TAHUN 1995 TENTANG PASAR MODAL DAN UU NO. 7 TAHUN 2014 TENTANG PERDAGANGAN

KINDAI ◽  
2021 ◽  
Vol 17 (2) ◽  
pp. 166-177
Author(s):  
Grenada Floren
Keyword(s):  
Insider Trading ◽  
Capital Market ◽  
Industrial Revolution ◽  
Descriptive Analysis ◽  
Sampling Technique ◽  
The People ◽  
Analysis Technique ◽  
Quota Sampling ◽  
The Right ◽  
The Capital Market

Abstract: The ignorance of the people, especially those living in Kotabaru Regency regarding the existence and implementation of Law no. 08 of 1995 concerning the capital market and Law no. 7 of 2014 concerning trade, is used by illegal business actors to implement Ponzi schemes, pyramid schemes and insider trading on the businesses they offer. This study aims to find out about the development of digital business in the industrial revolution era, the implementation of Law no. 8 of 1995 concerning the capital market and Law no. 7 of 2014 concerning Trade in digital business, providing knowledge in choosing the right and appropriate digital business products. The sampling technique used was Quota sampling which was carried out on 50 respondents spread over 6 Districts in Kotabaru Regency. The qualitative descriptive analysis technique uses the scoring results from the questionnaire, for the results of the questionnaire with negative indications, further observations are carried out using purposive/judgmental techniques. From the results of the research, it was found that there are still many people who are entangled in illegal businesses. Keywords: Ponzi Scheme, Pyramid Scheme, Law No. 8 of 1995 concerning Markets Capital and Law no. 7 of 2014 concerning Trade   Abstrak : Ketidaktauan masyarakat khususnya yang tinggal di Kabupaten Kotabaru mengenai keberadaan dan pengimplementasian UU No. 08 Tahun 1995 tentang pasar modal dan UU No. 7 Tahun 2014 tentang perdagangan, dimanfaatkan oleh oknum pelaku bisnis ilegal untuk menerapkan skema Ponzi, skema piramida dan insider trading pada bisnis yang mereka tawarkan. Penelitian ini bertujuan untuk mengetahui mengenai perkembangan bisnis digital pada era revolusi industri, implementasi UU No. 8 Tahun 1995 Tentang pasar modal dan UU No. 7 Tahun 2014 Tentang Perdagangan pada bisnis digital, memberikan pengetahuan dalam memilih produk bisnis digital tepat dan sesuai. Teknik pengambilan sampel menggunakan Quota sampling yang dilakukan pada 50 orang responden yang tersebar pada 6 Kecamatan di Kabupaten Kotabaru. Teknik analisis deskriptif kualitatif menggunakan hasil skoring dari kusioner, untuk hasil kuisioner berindikasi negatife di lakukan pengamatan lanjutan menggunakan teknik purposive/judgmental. Dari hasil penelitan di temukan masih banyak masyarakat yang terjerat dalam bisnis ilegal.   Kata Kunci : Skema Ponzi, Skema Piramida, UU No.8 Tahun 1995 Tentang Pasar Modal dan UU No. 7 Tahun 2014 Tentang  Perdagangan

scholarly journals PERHITUNGAN NILAI BETA DARI BEBERAPA SAHAM UNGGULAN DI INDONESIA DENGAN MENGGUNAKAN METODE GARCH

2016 ◽  
Vol 5 (2) ◽  
pp. 67
Author(s):  
NI KADEK PUSPITAYANTI ◽  
KOMANG DHARMAWAN ◽  
I PUTU EKA N. KENCANA
Keyword(s):  
Stock Returns ◽  
Capital Market ◽  
Stock Price ◽  
Secondary Data ◽  
Capital Gain ◽  
Economic Factors ◽  
Risky Assets ◽  
Daily Data ◽  
The Capital Market

The objective of investment in the capital market is to acquire dividends and capital gain. The fact proves that the advantage of investation risky assets is uncertain . This is because of the difficulty in analyzing and predicting Return and stock losses due to factors that affect the movement of the stock price , such as economic factors , political , social , and security. The model can be used by investors in predicting stock returns expected that Generalized Autoregressive Conditional Heteroscedaticity (GARCH). In this study calculations beta value of some leading stocks in Indonesia by using Generalized Autoregressive Conditional Heteroscedaticity (GARCH) are presented . The data used this search is secondary data covering daily data sampled 5 shares of PT Unilever Indonesia Tbk , PT Indosat Tbk , PT Indofood Sukses Makmur Tbk , PT Telkom Indonesia Tbk , PT Holcim Indonesia Tbk. From the results described fifth beta value of these shares using the method GARCH beta greater than the market in the period from 23 September 2013 until 24 September 2014.

Firm acquisitions and earnings management: evidence from Greece

2005 ◽  
Vol 20 (7) ◽  
pp. 663-678 ◽  
Author(s):  
Evangelos Koumanakos ◽  
Costas Siriopoulos ◽  
Antonios Georgopoulos
Keyword(s):  
Time Series ◽  
Mergers And Acquisitions ◽  
Earnings Management ◽  
Capital Market ◽  
Stock Price ◽  
Time Series Data ◽  
Series Data ◽  
Content Type ◽  
Acquiring Firms ◽  
Target Firms

PurposeTo investigate whether acquiring firms listed in the Athens Stock Exchange, that completed mergers and acquisitions during the period 2001‐2003, tend to manipulate accounting earnings upward prior to the initiation and completion of the transaction.Design/methodology/approachThe focus is on discretionary accruals as a measure of managers' earnings manipulation. To estimate discretionary and non‐discretionary components of total accruals the time series Jones model is adopted.FindingsResults provide weak evidence of biased accruals reported by managers in the year preceding the announcement and the completion of the deal. The results seem to agree with those of Erickson and Wang who found no evidence of pre‐merger earnings management by a sample of acquiring firms that were involved in cash mergers.Research limitations/implicationsThe model applied, even if it is considered effective in discriminating abnormal from normal accruals, has been shown to have certain deficiencies, while simultaneously the time series data and number of firms used here could be considered as small. Within the aforementioned limitations further research could examine the effect of mergers and acquisitions in the stock price of the acquiring of target firms and the possibility of earnings management by target firms, since target managers may have different incentives to manipulate earnings.Practical implicationsFindings are of particular interest to Greek regulators for policy‐making purposes as well as to investors in the Greek capital market.Originality/valueTo the best of one's knowledge this is the first study to examine earnings management by acquiring firms in the European capital market context.

scholarly journals PENGARUH JUMLAH PERCEPATAN RESTITUSI PAJAK PERTAMBAHAN NILAI TERHADAP PENERIMAAN PAJAK PERTAMBAHAN NILAI (Studi pada Kantor Pelayanan Pajak Pratama Malang Utara)

Profit ◽  
2021 ◽  
Vol 15 (01) ◽  
pp. 120-129
Author(s):  
Astri Warih Anjarwi ◽  
Linda Kharisma
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Time Series Data ◽  
Value Added ◽  
Secondary Data ◽  
Variable Number ◽  
Series Data ◽  
Value Added Tax ◽  
Analysis Technique ◽  
The Cost

The Accelerated of Value Added Tax Restitution is Indonesian government’s policy to a preliminary refund of value added tax overpayment. The simplification or the acceleration of the provision of restitution is done without strict examination and long process, but by simple research. Accelerated restitution policy is given to the Taxpayer who fulfills certain requirements (certain amount of restitution as mentioned above), certain criteria (Taxpayers who comply) and they are low risk Taxable Entrepreneurs that determined by the Minister of Finance. The Acceleration of Value Added Tax restitution is expected to reduce the cost compliance because the provision of restitution is done without examination and it is hoped that this policy could increase cash flow and liquidity of the economy. The research’s purpose is determine to impact the number of acceleration of value added tax restitution to the acceptance of value added tax. The type of research is explanatory research with a quantitative approach. The research’s data is secondary data that obtaine from the Pratama Tax Office Malang Utara. The research’s data is time series data during the periode of April 2018 – November 2019. The data analysis technique on the research is a simple regresi linier analysis. The results of this research is variable number of acceleration restitution on value added tax impact and significant for the revenue value added tax in the Pratama Tax Office Malang Utara. The value of R Square earned is 0.374 which means that the number of accelerated restitution of value added tax has an impact on the variable revenue of value added tax is 37.4%.

scholarly journals THE EFFECT OF INFLATION, POVERTY, AND INVESTMENT ON SUSTAINABLE DEVELOPMENT IN WEST KALIMANTAN PROVINCE

2020 ◽  
Vol 14 (1) ◽  
pp. 208-218
Author(s):  
Sukma Febrianti ◽  
Junita Indriyati
Keyword(s):  
Sustainable Development ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Financial Report ◽  
West Kalimantan ◽  
Analysis Technique ◽  
Annual Time Series ◽  
Quantitative Descriptive ◽  
Annual Time

The purpose of this study is to examine how big the effect of Inflation, Poverty, and Investment have on Sustainable Development in West Kalimantan Province, partially or simultaneously. Sustainable Development in this study was measured using the Human Development Index (HDI) indicator. This research was conducted because the development of West Kalimantan HDI, when compared to other provinces in Kalimantan, still occupies the lowest position. This research was a quantitative descriptive and used secondary data, the West Kalimantan Financial Report and inflation data. The data used in this study was the annual time series data from 2007-2016. The analysis technique used in this study was Multiple Linear Regression by using SPSS version 25. The partial test results showed that Inflation and Investment had no effect on Sustainable Development in West Kalimantan Province, while Poverty had an effect on Sustainable Development in West Kalimantan Province. Based on the results of the F Test, it showed that Inflation, Poverty and Investment simultaneously had effects on Sustainable Development in the province of West Kalimantan.

scholarly journals Capital Market Linkage to Economic Growth in Nepal

2020 ◽  
Vol 4 (1) ◽  
pp. 43-56
Author(s):  
Jhabindra Pokharel
Keyword(s):  
Economic Growth ◽  
Capital Market ◽  
Time Series Data ◽  
Secondary Market ◽  
Market Development ◽  
Series Data ◽  
Individual Investors ◽  
Fair Price ◽  
Market Capitalization ◽  
The Capital Market

This article examines the causal relationship between capital market development and economic growth in Nepal using annual time series data from 1994-2019. Total market capitalization is used as a proxy of secondary market development and the total public issue of securities in a particular year is taken as an indicator of primary market development. Using the Johansen cointegration test and vector error correction method (VECM) in regression analysis, the study reveals that capital markets in Nepal are supporting economic growth through efficient fundraising, efficient allocation of resources, fair price determination and liquidity. The findings from this study conclude that there is a unidirectional causality running from capital market development to economic growth in both the long-run and short-run. However, this study found no support for causality running from economic growth to the capital market. Therefore, the findings from this study recommend policies that increase the reach of the capital market to small and medium enterprises (SMEs) and individual investors. Keywords: capital market, market capitalization, primary market, economic growth, Nepal

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