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All Journal PERWIRA - Jurnal Pendidikan Kewirausahaan Indonesia Radiant : Journal of Applied, Social, and Education Studies
Nafi’a, Zidni Ilma
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Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Languange, Linguistic, Communication & Media Social Sciences Other

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Journal : PERWIRA - Jurnal Pendidikan Kewirausahaan Indonesia

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Peramalan Harga Saham ADRO dengan Geometric Brownian Motion Nafi’a, Zidni Ilma; Nuraliya, Aliffia Yasya; Mukti, Gilang Axtria; Trenggono, Iqbal Ramadhanu
PERWIRA - Jurnal Pendidikan Kewirausahaan Indonesia Vol 7 No 2 (2024): PERWIRA - Jurnal Pendidikan Kewirausahaan Indonesia
Publisher : Perkumpulan Pendidik Kewirausahaan Indonesia (Perwira Indonesia)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21632/perwira.7.2.108-116

Abstract

Stock prices often experience unpredictable changes, leading to the uncertainty of stock return values. This paper aims to find a mathematical model to predict future stock prices based on past stock price data. One of the models used to predict stock prices is the Brownian Motion Model, which is based on the concept of random movement. The research method used to solve the stock forecasting problem is by using Geometric Brownian Motion by calculating the return value of closing stock prices using Ms. Excel, testing the normality of return value data, modeling stock prices using Geometric Brownian Motion, and calculating the model’s accuracy level using MAPE. Based on the model, the accuracy level using MAPE from the calculation results is obtained with a MAPE value of less than 10%, which is 4,93%. Therefore, it can be concluded that the average error deviation generated indicates a high level of forecasting accuracy.
Co-Authors Amallia, Ade Mukti, Gilang Axtria Nuraliya, Aliffia Yasya Trenggono, Iqbal Ramadhanu