Sinkron : Jurnal dan Penelitian Teknik Informatika
Vol. 6 No. 2 (2022): Articles Research Volume 6 Issue 2, April 2022

Forecasting Health Sector Stock Prices using ARIMAX Method

Aprilianto, Muhammad (Unknown)
Hasibuan, Mila Nirmala Sari (Unknown)
Harahap, Syaiful Zuhri (Unknown)



Article Info

Publish Date
02 May 2022

Abstract

In daily stock trading activities, stock prices can experience ups and downs. The rise and fall of stock prices occurs due to changes in supply and demand for these shares. The COVID-19 pandemic did not have a negative effect, instead it had a positive impact on stock prices in health companies. companies in the health sector experienced a fairly good profit of 10.46% in the fourth quarter of 2021. This fact made investors interested in buying shares in companies in the health sector in the hope of selling them when demand increased, resulting in doubled profits. Stock conditions continue to fluctuate every day, making investors need to pay attention and study the past data of the health sector company that will be selected before deciding to invest. Therefore, it is necessary to forecast stock prices in the health sector for the next several periods as a step in making investment decisions. The health sector companies that will be modeled are PT Kimia Farma (Persero) Tbk and PT Kalbe Farma Tbk. The method used in this study is the ARIMAX model. The test and analysis results show that based on the RMSE and MAPE values, the best model is ARIMAX(5,13) for PT Kalbe Farma Tbk shares with a MAPE value of 1% in in-sample data and 0.6% in out-sample data.

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Journal Info

Abbrev

sinkron

Publisher

Subject

Computer Science & IT

Description

Scope of SinkrOns Scientific Discussion 1. Machine Learning 2. Cryptography 3. Steganography 4. Digital Image Processing 5. Networking 6. Security 7. Algorithm and Programming 8. Computer Vision 9. Troubleshooting 10. Internet and E-Commerce 11. Artificial Intelligence 12. Data Mining 13. Artificial ...