Profitability estimation of a Company in PT.ABCD using extended kalman filter

Abstract

Profitability ratios are the ability or results achieved by a company in its sales of goods or services it produces in a certain period. Profitability ratios are required to record financial transactions usually assessed by investors and creditors (banks) to assess the amount of investment profits to be obtained by investors and the amount of corporate profits to assess the company’s ability to pay debts to creditors based on the use level of assets and other resources so that the company efficiency can be seen. Profitability is an important factor in the company, so in this study estimation of company profitability is made. Profitability estimation in this paper used the Extended Kalman Filter (EKF) and Kalman Filter (KF)methods to obtain the accuracy of the estimation. Based on the analysis of the simulation results, the EKF and KF methods can be effectively implemented to estimate the profitability of a company so as to make the right policy in determining the amount of investment and company profits. Based on the results of the analysis on the simulation with 300, 400 and 500 iterations, it has an error of less than 2%.