Electronic Theses and Dissertation

Pandemi Covid-19 telah menyebabkan banyaknya angka PHK (Pemutusan Hubungan Kerja) karyawan di segala bidang secara global, begitu juga di tanah air Indonesia ini. Akibatnya banyak yang beralih profesi, salah satunya trading atau investasi saham. Banyak pula masyarakat yang malah semakin rugi akibat tidak paham dengan analisa dalam memutuskan opsi jual beli saham. Untuk mengatasi permasalahan itu, dapat menggunakan metode generalisasi proses Wiener dalam meramalkan harga saham sebagai rekomendasi dalam memutuskan jual beli saham. Hasil yang didapat adalah peramalan di waktu New Normal paska pandemi Covid-19 masih dapat digunakan sebagai rekomendasi, data acuan peramalan menggunakan data acuan real time dan data acuan hasil prediksi sebelumnya, tetapi hasil keakuratan keduanya berbeda. Hasil yang didapat untuk peramalan harga saham PT Timah Tbk (TINS) di periode Januari-Februari New Normal (2021) menggunakan data acuan real time menghasilkan nilai MAPE 5,51% di mana masih di bawah 25% yang merupakan batas eror yang diperbolehkan dan apabila nilainya semakin rendah, maka semakin baik pula hasil peramalan mendekati nilai yang sebenarnya. Sedangkan dengan menggunakan data acuan hasil prediksi sebelumnya menghasilkan nilai MAPE 27.28%, hasil yang sangat tinggi nilai erornya sehingga tidak bisa dijadikan rekomendasi dalam opsi jual beli saham. Selanjutnya prediksi harga saham PT Timah Tbk (TINS) periode Januari-Februari di keadaan normal atau tahun 2023 dengan menggunakan data acuan real time justru hasil peramalannya semakin bagus, dengan nilai MAPE 2,73%. Dengan demikian, peramalan harga saham menggunakan metode Generalisasi Proses Wiener dengan data acuan real time dapat digunakan sebagai rekomendasi opsi jual beli saham baik itu di periode pasar saham yang normal maupun sedang bergejolak (abnormal) seperti pandemi Covid-19.

Kata kunci : Covid-19, generalisasi proses Wiener, peramalan harga saham.

The Covid-19 pandemic has caused many numbers of layoffs (termination of employment) of employees in all fields globally, as well as in Indonesia. As a result, many have switched professions, one of which is trading or investing in stocks. There are also many people who even lose more because they don't understand the analysis in deciding buying and selling stock options. To overcome this problem, the generalize Wiener process method can be used in predicting stock prices as a recommendation in deciding to buy and sell shares. The results obtained are forecasting during the New Normal after the Covid-19 pandemic can still be used as a recommendation, the reference data for forecasting uses real-time reference data and reference data from previous predictions, but the results for the accuracy of the two are different. The results obtained for forecasting the share price of PT Timah Tbk (TINS) in the January-February New Normal (2021) period using real time reference data produce a MAPE value of 5.51% which is still below 25% which is the allowable error limit and if the lower the value, the better the forecasting results will approach the true value. Meanwhile, using the reference data from the previous prediction results in a MAPE value of 27.28%, the result is a very high error value so that it cannot be used as a recommendation in stock buying and selling options. Furthermore, the prediction of the PT Timah Tbk (TINS) share price for the January-February period under normal circumstances or in 2023 using real time reference data actually makes the forecasting results better, with a MAPE value of 2.73%. Thus, stock price forecasting using the generalize Wiener process method with real-time reference data can be used as a recommendation for stock buying and selling options, both during normal and volatile (abnormal) stock market periods such as the Covid-19 pandemic. Keywords : Covid-19, generalize Wiener process, stock price forecasting.