Prediksi Harga Saham Bank Bri Menggunakan Algoritma Linear Regresion Sebagai Strategi Jual Beli Saham

Abstract

Shares are securities as proof of ownership of investors in a company. Stocks have a volatile nature, this makes stocks difficult to predict. Stock prediction is an effort to estimate the stock price, especially in the Bank Rakyat Indonesia company that will appear in the future, and to increase investors' profit opportunities in making investment decisions. During the COVID-19 pandemic, Bank BRI's shares experienced significant ups and downs in four months, which illustrates the sensitivity of the stock to an event. Therefore, it is important to predict stock prices to reduce the risk accepted by investors. The prediction itself requires time series data. Time series is data that is collected sequentially from time to time. The method used for time series data is Linear Regression because this method can handle time-series data. Based on these problems, stock prediction research will be conducted at the Bank Rakyat Indonesia company using the Linear Regression method. Bank Rakyat Indonesia share price data were obtained from the investing.com website from the period starting on January 1, 2008, to June 1, 2020. The data is processed starting from preprocessing to determine attributes, remove unnecessary attributes, and change the contents of the data type, then process split data to divide the dataset into training and test data. The attributes used in this study are Date and Price and the distribution of the data used is 60:40, 65:35, 70:30, 75:25, and 80:20. The best ratio is at 80:20 which produces train and test accuracy of 0.89 and 0.91, Then each training data and testing data are entered into the linear regression model for prediction. The error results from the predictions were calculated using MAPE and yielded a percentage of 13.751% for training data, 13.773% for test data, and 13.755% for overall data. The MAPE results indicate that the linear regression method can be used to predict the stock price of BRI Bank.

Stock Price Prediction of PT. Jasa Marga (Persero) Tbk Using Linear Regression Algorithm

“…A previous study conducted by Himawan et al (2022) explains that predicting stock prices using the linear regression method for the stock price of PT, Bank Rakyat Indonesia Tbk produces an RMSE value of The 4 th International Conference On Economics , Business and Information Technology 27.80, which means that this method is good enough to be used to predict the stock price. This research is in line with research conducted by Putra et al (2022) which revealed that the application of the linear regression algorithm produced error values measured using MAPE on training data, test data and overall data of 13.751%, 13.773% and 13.775%. These three results indicate that the predictions from the model used by the researcher have a small error value and can be categorized as accurate.…”

Penerapan Model Regresi Linier Untuk Prediksi Harga Saham Bank Bca Pada Bursa Efek Indonesia

“…Metode yang digunakan dalam penelitian [6] adalah metode regresi linear. Metode ini digunakan untuk memprediksi harga saham Bank BRI berdasarkan atribut Date dan Price.…”

Analisis Perbandingan Metode Trend Moment dan Regresi Linear Untuk Meramal Harga Saham Bank BRI

“…Bank BRI adalah salah satu bank terbesar di Indonesia dan telah tercatat di Bursa Efek Indonesia sejak tahun 2003. Harga saham Bank BRI mengalami naik dan turun secara signifikan dalam rentang dari tahun 2020 sampai sekarang dikarenakan faktor pandemi covid 19, hal tersebut yang menggambarkan sensitifnya saham terhadap suatu peristiwa sehingga harga fluktuasi saham Bank BRI tidak menentu [5].…”