Article Per Year (5 Year)
p-Index From 2021 - 2026
1.908
P-Index
This Author published in this journals
All Journal YUME : Journal of Management Tangible Journal Jurnal Ekonomi Gemilang: Jurnal Manajemen dan Akuntansi Amkop Management Accounting Review (AMAR) International Journal of Accounting, Management, Economics and Social Sciences (IJAMESC) IECON: International Economics and Business Conference E-Jurnal Akuntansi
Asri Usman
Unknown Affiliation
Humanities Economics, Econometrics & Finance Education Environmental Science Health Professions Law, Crime, Criminology & Criminal Justice Neuroscience Social Sciences Other

Published : 11 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 11 Documents
Search

 1   2 
Evaluation of stochastic oscillator and parabolic sar technical indicator performance in investment strategy decision-making Detri Heri Gemita; Asri Usman; Mediaty; Nur Huzaemah
E-Jurnal Akuntansi Vol. 35 No. 11 (2025)
Publisher : Fakultas Ekonomi dan Bisnis Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

The capital market plays an important role in the economy, with stocks as the main investment instrument that has the potential for high returns as well as fluctuating risks. To reduce risk, technical analysis is used through leading and lagging indicators to predict price direction. This study aims to compare the performance of the Stochastic Oscillator as a leading indicator and the Parabolic SAR as a lagging indicator in supporting stock investment decisions. The research method uses a descriptive and comparative quantitative approach with daily stock price data from the IDXGrowth30 index for the 2024 period. The analysis includes accuracy, profitability, and risk, which are tested using a t-test and Welch's t-test. The results show that the Stochastic Oscillator has an accuracy of 78.12%, a cumulative return of 1,112.10%, and a risk of -17.27%, while the Parabolic SAR has an accuracy of 30.56%, a cumulative return of -100%, and a risk of -5,332.09%. The conclusion shows that the Stochastic Oscillator is statistically and empirically superior in generating accurate signals, high profits, and lower risk.
Co-Authors Ainun Khafifah Alimuddin Alimuddin Andi Kusumawati Andry Andry ARIFUDDIN Asrini Bambang Subiyanto Detri Heri Gemita Dian Novita Elwiyani Army Haliah, Haliah Median Wilestari Mediaty MEDIATY Molina Muhammad Awal Ramadhan Nur Huzaemah Nuraeni Nuraeni Ririn Akhriani Rosida Maedina Agus Saida Said Sundari, Sri Wayan Adhennuari Gandhi Putra Randayo Winda Aulia Syam Yasmi Nurdin