Peramalan Harga Saham Kioson di Era Ekonomi Digital

Wahyuni Windasari

doi:10.15575/kubik.v3i1.2734

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Wahyuni Windasari
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Peramalan Harga Saham Kioson di Era Ekonomi Digital

Wahyuni Windasari^(1*)

(1) STIE Putra Bangsa Kebumen, Indonesia
(*) Corresponding Author

Abstract

Perkembangan teknologi dan perubahan ke era digital selain mempermudah investor untuk mendapatkan informasi mengenai suatu emiten di pasar modal juga berpengaruh terhadap keputusan investor untuk menanamkan sahamnya pada suatu emiten. Pesatnya kemajuan teknologi berimbas pada sentimen investor dalam memilih saham yang bergerak di bidang teknologi digital. Kioson merupakan salah satu perusahaan yang bergerak di sektor perdagangan online (e-commerce) dan teknologi yang mencatatkan sahamnya di Bursa Efek Indonesia (BEI). Ramainya investor yang berinvestasi pada saham KIOSON terjermin pada lonjakan pergerakan harga saham. Dalam penelitian ini, akan dilakukan peramalan harga saham Kioson dengan menggunakan metode ARIMA. Dari hasil penelitian menunjukkan model ARIMA AR(2) merupakan model terbaik untuk menggambarkan pergerakan harga saham kioson, dengan nilai MSE untuk data fittingnya sebesar 210,705.

Keywords

ARIMA; peramalan; Kioson; era digital

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References

Damodar Gujarati, “Dasar-Dasar Ekonometrika”, Jakarta : Salemba Empat, 2004

Dedi Rosadi, “Ekonometrika & Analisis Runtun Waktu Terapan dengan E-Views”,Yogyakarta : ANDI, 2011

Julisar dan Eka Miranda, “Pemakaian E-Commerce untuk Usaha Kecil dan Menengah Guna Meningkatkan Daya Saing”, ComTech Vol.4 No.2 Desember 2013 : 638-645

Makridakis, “Metode dan Aplikasi Peramalan Jilid I”, Jakarta : Binarupa Aksara, 1999

Data Harga Saham Harian Kioson. https://finance.yahoo.com/quote/KIOS.JK/history?p=KIOS.JK [diakses terakhir 25 Maret 2018]

Data Saham Kioson. http://www.idx.co.id [diakses terakhir tanggal 25 Maret 2018].

DOI: https://doi.org/10.15575/kubik.v3i1.2734

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Peramalan Harga Saham Kioson di Era Ekonomi Digital

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