scholarly journals ANALISIS TEKNIKAL PERGERAKAN HARGA SAHAM DENGAN MENGGUNAKAN INDIKATOR STOCHASTIC OSCILLATOR DAN WEIGHTED MOVING AVERAGE

KEUNIS ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 36
Author(s):  
Nur Alviyanil 'Izzah ◽  
Dina Yeni Martia ◽  
Maria Imaculata ◽  
Moh Iqbal Hidayatullah ◽  
Andhika Bagus Pradana ◽  
...  
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Moving Average ◽  
Technical Analysis ◽  
First Semester ◽  
Share Prices ◽  
Stochastic Oscillator ◽  
Industrial Sectors ◽  
The Right ◽  
Weighted Moving Average

<p><em>Investments in the stock market are closely related to the price movement risk. Investors used technical analysis to minimize the risk caused by changes in stock prices. Hence, investors get the right decision to buy or sell the stocks. Weighted Moving Average and Stochastic Oscillator are technical analysis indicators that investors often use due to their ease and accuracy predictions. This study combines the Stochastic Oscillator and Weight Moving Average (WMA) indicators to predict stock price movements in various industrial sectors during the 2015 to 2019 period and the first semester of the 2020 covid-19 pandemic outbreak in Indonesia. This combination aims to provide better predictive results by completing the weaknesses of each indicator. To provide recommendations for the right investment decisions for investors interested in investing their funds, especially in various industrial sectors. Using the combination of WMA and SI indicator charts from the investing.com website resulting in a better prediction of the right time to buy or sell stocks in various industry sectors. While the shares of SCCO, INDR, INDS appear stable during 2020, the movement of KLBM and KLBI's share prices seems to be affected by the Covid-19 pandemic in Indonesia.</em></p>

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 THE INFLUENCE OF USING FUNDAMENTAL AND TECHNICAL ANALYSIS ON SHARE PRICES

2021 ◽  
Vol 5 (2) ◽  
pp. 103-111
Author(s):  
Firdaus Gusti Redha romadi putra ◽  
Eni Wuryani
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sample Selection ◽  
Technical Analysis ◽  
Share Price ◽  
Return On Assets ◽  
Book Value ◽  
Share Prices ◽  
Food And Beverage

This study aims to determine the effect of the variables contained in fundamental and technical analysis of stock prices. Variables used include Earning Per Share, Return On Assets, Book Value Per Share, Price to Book Value, Past Share Prices, Dup and Ddown. Sample selection uses saturated samples by using all food and beverage companies listed on the Indonesia Stock Exchange in the 2014-2018 period. The data analysis technique used is regression analysis using SPSS 23. The results of the study show that simultaneously all variables affect the stock price. Partially Earning Per Share, Price to Book Value, Past Share Prices, and Ddown have a significant effect on stock prices, while Return On Assets, Book Value Per Share, and Dup have no significant effect on 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>

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.

scholarly journals Analisis Komparatif Penggunaan Metode Stochastic, Moving Average Dan MACD Dalam Mendapatkan Keuntungan Optimal Dan Syar’i (Study Pada Jakarta Islamic Index 2016 – 2018)

2019 ◽  
Vol 2 (1) ◽  
pp. 52
Author(s):  
Priyo Prasetyo ◽  
Nur Laely ◽  
Heri Subagyo
Keyword(s):  
Qualitative Research ◽  
Moving Average ◽  
Sampling Technique ◽  
Technical Analysis ◽  
Purposive Sampling ◽  
Stochastic Oscillator ◽  
Signal Line ◽  
The One ◽  
The Right ◽  
Stochastic Oscillators

The purpose of this study is to make a decision when it is appropriate to buy and sell shares in the Jakarta Islamic Index by using technical analysis or other stochastic oscillators, moving averages and MACD. This research is descriptive qualitative research. The population of this study is the Jakarta Islamic Index. The period of January 2016 - December 2018, by taking samples from shares listed on the Jakarta Islamic Index (JII). Sampling is done by purposive sampling technique. The research location is the shares listed on the Jakarta Islamic Index using Chart Nexsus software. Data analysis using technical analysis using three indicators, namely stochastic oscillator, moving average and MACD. Based on the results of the research of the three stochastic oscillator indicators, the moving average and MACD that the one that generates greater profit is using MACD. The right moment in using MACD is if the MACD line cuts the signal line from the bottom up or Golden Cross. And give a sell signal if the MACD line cuts the signal line from top to bottom or Death Cross. Tujuan penelitian ini yaitu untuk mengambil keputusan saat yang tepat untuk jual dan beli saham pada Jakarta Islamic Index dengan menggunakan analisis teknikal atara lain stochastic oscillator, moving average dan MACD. Penelitian ini adalah penelitian kualitatif deskriptif. Populasi penelitian ini yaitu pada Jakarta Islamic Index. Periode Januari 2016 – Desember 2018, dengan mengambil sampel dari saham yang terdaftar pada Jakarta Islamic Index (JII). Penarikan sampel dilakukan dengan teknik purposive sampling. Lokasi penelitian pada saham yang terdaftar di Jakarta Islamic Index dengan menggunakan software Chart Nexsus. Analisis data dengan menggunakan analisis teknikal dengan menggunakan tiga indikator yaitu stochastic oscillator, moving average dan MACD. Berdasarkan hasil penelitian dari ketiga indikator stochastic oscillator, moving average dan MACD bahwasannya yang menghasilkan profit lebih besar adalah dengan menggunakan MACD. Momen yang tepat dalam menggunakan MACD adalah bila garis MACD memotong garis sinyal dari bawah ke atas atau Golden Cross. Dan memberi sinyal jual bila garis MACD memotong garis sinyal dari atas ke bawah atau Death Cross.

scholarly journals Analysis of Nifty Movement on Share Prices of Selected Construction Companies

2012 ◽  
Vol 1 (3) ◽  
pp. 59-65
Author(s):  
M. Gomathi ◽  
Dr.S. Nirmala
Keyword(s):  
Stock Prices ◽  
Moving Average ◽  
Technical Analysis ◽  
Relative Strength ◽  
Rate Of Change ◽  
Construction Sector ◽  
Strength Index ◽  
Share Prices ◽  
Construction Companies ◽  
Price Movements

This study aims at analyzing and predicting the price movements of construction companies stocks contributing to the NIFTY50 Index. To analyze the volatility of telecom stock and understand the behavior of stock prices in construction sector stocks i.e. (JP ASSOCIATES LIMITED, DLF LIMITED, GAMMON INDIA LIMITED, PUNJ LLOYD LIMITED, HCC LIMITED). The data for these stocks are collected from magazines, newspaper and websites. The stocks are analyzed by monitoring their respective price movements using technical tools. The technical tools used in this study are Exponential moving average, Relative strength index, Rate of change, MACD. Using these tools the trend over the recent past was deciphered. The expected trend in the immediate future was also predicted. Technical Analysis studies the price and volume movement in the market and predicts the future. It helps in identifying that the best time to buy and sell equity. Technical Analysis is a method of evaluating equities by analyzing the statistics generated by market activity, such as past prices and volume.

MOMENTUM OSCILLATORS - A TOOL TO PREDICT STOCK PRICE BEHAVIOUR

2016 ◽  
Vol 12 (1) ◽  
Author(s):  
Shishir Kumar Gujrati
Keyword(s):  
Stock Price ◽  
Moving Average ◽  
Technical Analysis ◽  
Relative Strength ◽  
Future Price ◽  
Range Data ◽  
Strength Index ◽  
Price Trends ◽  
Past Data ◽  
Price Movements

Stock markets are always taken as the barometer of the economy. The price movement of their indices reflects every ups and downs of the economy. Although seem to be random, these price movements do follow a certain track which can be identified using appropriate tool over long range data. One such method is of Technical Analysis wherein future price trends are forecasted using past data. Momentum Oscillators are the important tools of technical analysis. The current paper aims to identify the previous price movements of sensex by using Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) tools and also aims to check whether these tools are appropriate in forecasting the price trends or not.

scholarly journals PENGARUH VOLUME PERDAGANGAN DAN SIMPLE MOVING AVERAGE TERHADAP HARGA SAHAM

2020 ◽  
Vol 1 (1) ◽  
pp. 1-16
Author(s):  
Gama Paksi Baskara ◽  
Suyanto Suyanto ◽  
Sri Retnaning Rahayu
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Qualitative Data ◽  
Moving Average ◽  
Analytical Tool ◽  
T Test ◽  
Quantitative Approach ◽  
F Test ◽  
Regression Tests

Trading volume is a sheet of company shares traded on a particular transaction and has beenagreed between the seller and the buyer, Simple Moving Average is a method that studies themovement of the previous stock price based on the number of certain days in order to predict thestock price that will occur to the next.The objective of the study is to find out how much influenceTrade Volume and Simple Moving Average on Stock Prices is and what are the most dominantaspects in influencing Stock Prices. The type of the research uses a quantitative approach, namely anapproach in which the data are in the form of numbers or qualitative data that have been used asnumbers. The technique of collecting data uses documentation. The analytical tool used is multiplelinear regression tests including T Test, F Test and Coefisein R² Determination processed usingEviews. The results of the study show that partially the trading volume variable does not have asignificant effect on Stock Prices and the Simple Moving Average variable shows a positive andsignificant effect on stock prices while the results of the research simultaneously show that theTrading Volume and Simple Moving Average variables simultaneously affect the Stock Price .

scholarly journals The effects of dividend policy to stock prices of listed companies in Vietnam stock market

2020 ◽  
Author(s):  
Thị Lam Hồ ◽  
Thùy Phương Trâm Hồ
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Dividend Policy ◽  
Corporate Value ◽  
Business Managers ◽  
Dividend Payment ◽  
Share Prices ◽  
Finance Management ◽  
The Impact

Dividend policy is one of the most important policies in corporate finance management. Understanding the impact of dividend policy on the distribution of profits, corporate value and thus on the stock price is important for business managers to make policies and for investors to make investment decisions. This study is conducted to evaluate the impact of dividend policy on share prices for companies listed on Vietnam’s stock market in the period from 2010 to 2018, based on the availability of continuous dividend payment data. Using the FGLS method with panel data of 100 companies listed on the HoSE and HNX, we find evidence of the impact of dividend policy on stock prices, supporting supports the bird in the hand and the signal detection theories. The findings of this study help to suggest a few recommendations for business managers and investors.

scholarly journals Comparison of ARIMA, ANN and LSTM for Stock Price Prediction

2020 ◽  
Vol 218 ◽  
pp. 01026
Author(s):  
Qihang Ma
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Short Term Memory ◽  
Moving Average ◽  
Arima Model ◽  
Predictive Ability ◽  
Research Direction ◽  
Ann Model ◽  
Advantages And Disadvantages ◽  
Stock Price Prediction

The prediction of stock prices has always been a hot topic of research. However, the autoregressive integrated moving average (ARIMA) model commonly used and artificial neural networks (ANN) still have their own advantages and disadvantages. The use of long short-term memory (LSTM) networks model for prediction also shows interesting possibilities. This article compares three models specifically through the analysis of the principles of the three models and the prediction results. In the end, it is believed that the LSTM model may have the best predictive ability, but it is greatly affected by the data processing. The ANN model performs better than that of the ARIMA model. The combination of time series and external factors may be a worthy research direction.

Sign in / Sign up

Export Citation Format

Share Document