The capital market has an important role in the economy as a means of investment and fundraising, with banking sector stocks being one of the main contributors to market capitalization in Indonesia. However, the investment decision-making process often faces obstacles in the form of limited investors' ability to comprehensively analyze fundamental and technical data, as well as irrational behavior that causes decisions to be less than optimal. This conditions encourage the need for a more objective and data-driven approach to help predict stock price movements. The results of the model evaluation on the test data showed excellent performance: BCA obtained a MAPE of 2.8% and an R² of 0.9488; BNI with MAPE 3.06% and R² 0.8863; Bank Mandiri with a MAPE of 4.70% and R² 0.9114; and BRI with MAPE of 2.48% and R² 0.8872. Based on this model, the results of the share price prediction for 2026 show that BCA is predicted to experience a significant increase from IDR 7,756 (January) to IDR 7,846 (June), while Bank Mandiri is predicted to grow from IDR 5,211 (January) to IDR 5,930 (June). BNI and BRI are predicted to experience an increase in share prices, respectively from IDR 3,327 (January) to IDR 3,683 (June) and from IDR 4,124 (January) to IDR 4,541 (June). This research contributes by presenting a stock prediction model that combines technical and fundamental data at once, applied to four major Indonesian banks Bank Central Asia, Bank Rakyat Indonesia, Bank Mandiri, dan Bank Negara Indonesia in a single modeling framework. This approach has proven to produce good accuracy with an average MAPE of 3.13% and R² 0.919, as well as being a more objective alternative for investors in analyzing stock price movements. However, the prediction results obtained in this study are analytical tools and are not intended as direct investment recommendations.
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