WINTERS EXPONENTIAL SMOOTHING UNTUK PERAMALAN HARGA SAHAM PT ASTRA INTERNATIONAL TBK

(WINTERS EXPONENTIAL SMOOTHING FOR FORECASTING THE STOCK PRICE OF PT ASTRA INTERNATIONAL TBK)

  • Noor Sofiyati Universitas Nahdlatul Ulama Purwokerto
  • Afifah Hayati Universitas Nahdlatul Ulama Purwokerto
  • Nur’aini Muhassanah Universitas Nahdlatul Ulama Purwokerto

Abstract

ABSTRACT. Investing in the stock market is an option that investors are interested in. Investors generally invest because they want to gain profits which can be seen from the return or rate of return on shares. On the other hand, there is a risk of loss if investors make the wrong decision. Many investors only guess whether stock prices will rise or fall. Investors need accurate information, predictions and a sense of security in stock transactions. Investors need to know future developments in share prices by forecasting to anticipate large losses. Investors need a method to predict stock prices for the next period based on historical data on previous stock prices because changes in stock prices are uncertain. This research aims to predict the share price of PT. Astra International Tbk (ASII.JK) one year into the future using the Winters exponential smoothing method. The data used is the monthly average closing price of ASII Tbk shares from January 2018 to April 2023. Forecasting results show that ASII share prices will fluctuate in the next year. It can provide information on future stock movements for investors as a consideration for investing in these shares.
Keywords: investment, return, exponential smoothing


ABSTRAK. Investasi di pasar saham merupakan salah satu pilihan yang banyak diminati oleh para investor. Investor umumnya berinvestasi karena ingin memperoleh keuntungan yang dapat dilihat dari besarnya return atau tingkat pengembalian saham. Di sisi lain, terdapat risiko kerugian bila investor salah dalam mengambil keputusan. Banyak investor yang hanya menebak apakah harga saham akan naik atau turun. Para investor memerlukan keakuratan informasi, prediksi dan rasa aman dalam bertransaksi saham. Investor perlu mengetahui perkembangan harga saham di masa yang akan datang dengan peramalan untuk mengantisipasi kerugian yang besar. Investor memerlukan metode untuk memprediksi harga saham periode berikutnya berdasarkan data historis harga saham sebelumnya karena perubahan harga saham yang tidak pasti. Penelitian ini bertujuan untuk meramal harga saham PT. Astra International Tbk (ASII.JK) satu tahun ke depan dengan metode Winters exponential smoothing. Data yang digunakan yaitu data rata-rata bulanan harga penutupan saham ASII Tbk. dari Januari 2018 sampai April 2023. Hasil peramalan menunjukkan harga saham ASII satu tahun ke depan bergerak fluktuatif. Hal ini dapat memberi informasi pergerakan saham di masa mendatang bagi investor sebagai bahan pertimbangan untuk berinvestasi di saham tersebut.
Kata Kunci: investasi, return, exponential smoothing

Published
2024-01-17
How to Cite
SOFIYATI, Noor; HAYATI, Afifah; MUHASSANAH, Nur’aini. WINTERS EXPONENTIAL SMOOTHING UNTUK PERAMALAN HARGA SAHAM PT ASTRA INTERNATIONAL TBK. Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP), [S.l.], v. 15, n. 2, p. 129-138, jan. 2024. ISSN 2550-0422. Available at: <https://jos.unsoed.ac.id/index.php/jmp/article/view/8834>. Date accessed: 23 june 2024. doi: https://doi.org/10.20884/1.jmp.2023.15.2.8834.

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