Application of Triple Exponential Smoothing Method to Predict LQ45 Saham Stock Price

Nurdin Nurdin

Abstract


The capital market is one of the investment models that is currently growing so rapidly because there are more and more digital-based investment platforms that can be accessed using mobile smartphones. The amount of interest in investing makes many people who experience losses due to not understanding the investment risks. For this reason, it is necessary to have the ability to analyze technically based on historical data. The object of this research is LQ45 shares in three companies, Indofood Sukses Makmur Tbk (INDF), Unilever Indonesia Tbk (UNVR), and Aneka Tambang Tbk (ANTM). The method used in this research is the Triple Exponential Smoothing method which is a prediction method that utilizes the statistical analysis method. The variables used in this study are historical prices ranging from Open, High, Low, and Close prices. The stages used are the collection of 125 historical data, where the data is taken through the Google Finance financial database. Then the Triple Exponential Smoothing calculation process is carried out, the data is stored in the database and presented in the form of graphs and tables. By using the parameter values = 0.13 and = 0.87 in the end it produces a Mean margin error level of Open price -0.10681%, High price -1.1156%, Low price 1.4616%, and Close price -0.2504%. The results of the study mean the margin of error is between -0.1% to 1%. The application of Triple Exponential Smoothing can be applied to predict stock prices. This research is to help investors analyze stock price movements.

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DOI: http://dx.doi.org/10.24014/coreit.v8i2.14935

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