JOURNAL OF SCIENCE AND SOCIAL RESEARCH
Vol 8, No 4 (2025): November 2025

RANCANG BANGUN SISTEM REKOMENDASI PEMILIHAN SAHAM LOW-RISK BERBASIS FUZZY TSUKAMOTO PADA PASAR MODAL INDONESIA

Maharani, Puan (Unknown)
Wanayumini, Wanayumini (Unknown)



Article Info

Publish Date
22 Nov 2025

Abstract

Abstract: The Indonesian capital market demonstrated rapid growth throughout 2025. According to a press release issued by the Indonesia Stock Exchange (IDX) on February 10, 2025, a significant surge in the number of national capital market investors was recorded. By early January 2025, the number of Single Investor Identifications (SIDs) had exceeded 15 million, marking the highest achievement in the development of financial inclusion in Indonesia. The stock data used was limited to companies listed on the Indonesia Stock Exchange and consistently included in the LQ45 index. The objective of this study was to design a low-risk stock selection model that uses the Tsukamoto fuzzy method to manage various criteria based on market data. The result sum_alpha = 0.333 was obtained from the highest rule evaluation value (alpha), and to obtain sum_alpha_z = 8.88, the highest rule evaluation value (alpha_z) was obtained to obtain a z_final value of 26.66 (sum_alpha_z value / sum_alpha value). This stock recommendation system can systematically select low-risk stock recommendations. Keywords: Design, Recommendation System, Low-Risk Stock Selection, Fuzzy Tsukamoto, Indonesian Capital Market Abstrak: Pasar modal Indonesia menunjukkan pertumbuhan yang pesat sepanjang tahun 2025. Berdasarkan siaran pers yang diterbitkan oleh PT Bursa Efek Indonesia (BEI) pada 10 Februari 2025, tercatat lonjakan signifikan dalam jumlah investor pasar modal nasional. Hingga awal Januari 2025, jumlah Single Investor Identification (SID) telah melampaui 15 juta, yang menandai capaian paling tinggi dalam perkembangan inklusi keuangan di Indonesia. Data saham yang digunakan terbatas pada perusahaan-perusahaan yang terdaftar di bursa efek Indonesia dan secara konsisten masuk dalam indeks LQ45. Tujuan dalam penelitian ini adalah merancang sebuah model seleksi saham berisiko rendah yang menggunakan metode fuzzy Tsukamoto untuk mengelola berbagai kriteria berbasis data pasar. hasil sum_alpha=0.333 didapat dari nilai tertinggi rule evaluation (alpha) dan untuk mendapatkan nilai sum_alpha_z=8.88 didapat dari nilai tertinggi rule evaluation (alpha_z) untuk mendapat nilai z_final=26.66 (nilai sum_alpha_z/ nilai sum_alpha) hasil. Sistem rekomendasi saham ini dapat melakukan proses seleksi secara sistem tentang rekomendasi saham yang rendah resiko. Kata Kunci: Rancang Bangun, Sistem Rekomendasi, Pemilihan Saham Low-Risk, Fuzzy Tsukamoto, Pasar Modal Indonesia

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Journal Info

Abbrev

JSSR

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance Education Social Sciences

Description

Journal of Science and Social Research is accepts research works from academicians in their respective expertise of studies. Journal of Science and Social Research is platform to disclose the research abilities and promote quality and excellence of young researchers and experienced thoughts towards ...