Abstract

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 %.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call