scholarly journals Forecasting the direction of Indonesia’s consumer goods sector stock price movement using Fuzzy Kernel Robust C-Means

2019 ◽  
Author(s):  
K. Takbiradzani ◽  
Z. Rustam
Keyword(s):  
Consumer Goods ◽  
Stock Price ◽  
Price Movement

scholarly journals PENGARUH INFLASI, PROFITABILITAS, STRUKTUR MODAL, DAN EARNING PER SHARE TERHADAP HARGA SAHAM PERUSAHAAN CONSUMER GOODS

2019 ◽  
Vol 8 (6) ◽  
pp. 3930
Author(s):  
Septia Wulandari Suarka ◽  
Ni Luh Putu Wiagustini
Keyword(s):  
Data Collection ◽  
Consumer Goods ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Participant Observation ◽  
Share Price ◽  
Significant Positive Effect ◽  
Positive Effect

The purpose of this study is to analyze the significance of the influence of inflation, ROE, DER, and EPS on stock prices. This research was conducted at Concern Goods Companies that are listed on the Indonesia Stock Exchange (IDX) for the 2015-2017 period. The number of samples of this study were 31 companies. Data collection is done by the method of non-participant observation. Based on the results of the analysis found that inflation, ROE. DER, and EPS simultaneously have a significant effect on stock prices. Partially Inflation and DER have no significant effect on stock prices, this indicates that investors do not see Inflation and DER as a decision to buy shares. While partially ROE and EPS have a significant positive effect on stock prices, this shows that investors pay attention to ROE and EPS in deciding to invest. The higher the ROE and EPS, the higher the investor's interest in investing in the company's capital, so that the share price will go up. Keywords: Inflation, ROE, DER, EPS, stock price    

scholarly journals The Geometric Brownian Motion of Indosat Telecommunications Daily Stock Price During the Covid-19 Pandemic in Indonesia

2021 ◽  
Vol 2084 (1) ◽  
pp. 012012
Author(s):  
Tiara Shofi Edriani ◽  
Udjianna Sekteria Pasaribu ◽  
Yuli Sri Afrianti ◽  
Ni Nyoman Wahyu Astute
Keyword(s):  
Brownian Motion ◽  
Stock Price ◽  
Service Providers ◽  
Main Idea ◽  
Geometric Brownian Motion ◽  
Government Policies ◽  
Percentage Error ◽  
Price Movement ◽  
Data Movement ◽  
Total Data

Abstract One of the major telecommunication and network service providers in Indonesia is PT Indosat Tbk. During the coronavirus (COVID-19) pandemic, the daily stock price of that company was influenced by government policies. This study addresses stock data movement from February 5, 2020 to February 5, 2021, resulted in 243 data, using the Geometric Brownian motion (GBM). The stochastic process realization of this stock price fluctuates and increases exponentially, especially in the 40 latest data. Because of this situation, the realization is transformed into log 10 and calculated its return. As a result, weak stationary in variance is obtained. Furthermore, only data from December 7, 2020 to February 5, 2021 fulfill the GBM assumption of stock price return, as R t 1 * , t 1 * = 1 , 2 , 3 , … , 40 . The main idea of this study is adding datum one by one as much as 10% – 15% of the total data R t 1 * , starting from December 4, 2020 backwards. Following this procedure, and based on the 3% < p-value < 10%, the study shows that its datum can be included in R t 1 * , so t 1 * = − 4. − 3 , − 2 , … , 40 and form five other data groups, R t 2 * , … , R t 6 * . Considering Mean Absolute Percentage Error (MAPE) and amount of data from each group, R t 6 * is selected for modelling. Thus, GBM succeeded in representing the stock price movement of the second most popular Indonesian telecommunication company during COVID-19 pandemic.

scholarly journals Forecasting stock price movement: new evidence from a novel hybrid deep learning model

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yang Zhao ◽  
Zhonglu Chen
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Hybrid Model ◽  
Stock Price ◽  
Linear Time ◽  
Price Movement ◽  
Content Type ◽  
Non Linear ◽  
New Evidence ◽  
Deep Learning Model

PurposeThis study explores whether a new machine learning method can more accurately predict the movement of stock prices.Design/methodology/approachThis study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model.FindingsThe hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. CNN and Seq2Seq LSTMs can be effectively combined for dynamic modeling of short- and long-term-dependent patterns in non-linear time series forecast. Experimental results show that the proposed model outperforms baseline models on S&P 500 index stock dataset from January 2000 to August 2016.Originality/valueThis study develops the RCSNet hybrid model to tackle the challenge by combining both linear and non-linear models. New evidence has been obtained in predicting the movement of stock market prices.

scholarly journals THE ANALYSIS OF FINANCIAL RATIOS EFFECT ON THE STOCK PRICE OF CONSUMER GOODS SECTOR COMPANIES LISTED IN KOMPAS100 INDEX

2021 ◽  
Vol 2 (2) ◽  
pp. 371-384
Author(s):  
Shabri Imansyah ◽  
Matrodji H. Mustafa
Keyword(s):  
Consumer Goods ◽  
Stock Price ◽  
Positive Relationship ◽  
Financial Ratios ◽  
Return On Equity ◽  
Industry Sector ◽  
Analysis Technique ◽  
Research Population ◽  
Collection Data ◽  
Consumer Goods Industry

This research aims to discern the effect of financial ratios on the stock price of Consumer Goods Industry Sector Companies listed in Kompas 100 Index on 2013-2019 period, partially or simultaneously.  The financial ratios analyzed in this research are: Current Ratio (CR), Net Profit Margin (NPM), Return on Equity (ROE) and Dividend Yield (DY). The research population is the Consumer Goods Industry Sector Companies listed in Kompas 100 Index on 2013-2019 period. There are 5 Consumer Goods Industry companies used as the research sample by applying the purposive sampling method. This research uses documentation as the collection data technique as well as a panel data as the data analysis technique. This research shows that NPM variable has a partially positive relationship on the stock price, ROE has a positive relationship on the stock price at a confidence level of 90 percent, while CR and DY have no effects on stock price. The CR, NPM, ROE and DY variables influence the stock price simultaneously. CR, NOM, ROE and DY variables can explain the stock price on the Consumer Goods Industry Sector companies listed in Kompas 100 Index at 98,38%.

scholarly journals Profitabilitas sebagai Pemoderasi Nilai Saham Perusahaan Industri Barang Konsumsi

2020 ◽  
Vol 30 (3) ◽  
pp. 785
Author(s):  
Hartono Hartono ◽  
Fiona Audrey ◽  
Widya Sari
Keyword(s):  
Consumer Goods ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Fixed Asset ◽  
Current Ratio ◽  
Stock Value ◽  
Asset Turnover ◽  
Inventory Turnover ◽  
Equity Ratio

This study aims to determine and analyze how the influence of Current Ratio, Inventory Turnover, Fixed Asset Turnover and Debt to Equity Ratio on Stock Price and Profitability as a moderating variable to consumer goods sector companies listed on the Indonesia Stock Exchange (IDX). Population in this study are 39 companies and 14 companies used as samples. This research uses purposive sampling method. The results of this study indicate that the Fixed Asset Ratio and Debt to Equity Ratio affects stock value. By using profitability as a moderator, Current Ratio and Debt to Equity Ratio affects the value of the stock. Keywords: Current Ratio (CR); Inventory Turnover (ITO);  Fixed Asset Turnover (FAT); Debt to Equity Ratio (DER); Stock Price.

Stock price movement around the merger announcements: insider trading or market anticipation?

2014 ◽  
Vol 40 (8) ◽  
pp. 821-843 ◽  
Author(s):  
Pawan Jain ◽  
Mark A. Sunderman
Keyword(s):  
Insider Trading ◽  
Stock Price ◽  
Policy Implications ◽  
Securities Market ◽  
Price Movement ◽  
Content Type ◽  
Different Types ◽  
Time Periods ◽  
Merger Announcement ◽  
Merger Announcements

Purpose – The purpose of this paper is to examine the stock price movements for existence of informed trading prior to a merger announcement for the companies listed on the emerging markets of India for the period from 1996 to 2010. Design/methodology/approach – This study applies several event study methodologies and regression analyses to analyze the stock price movement surrounding a merger announcement. The paper divides mergers in two different types: industry merger cases and non-industry merger cases and in two different time periods: recession and boom. Findings – The results show that the information held only by insiders’ works its way into prices. The paper finds strong evidence of insider trading in the case of industry mergers and mergers during recessions. Practical implications – The results from this study have immediate policy implications for India and other developing markets as the paper provides the type of mergers and time periods when merger announcements are more susceptible to insider trading. Originality/value – The paper extends the literature on mergers and insider trading by analyzing firms trading on a developing capital market, which, unlike the developed markets, is characterized by inadequate disclosure and a weaker enforcement of securities regulations. The results support this notion and recommend Indian securities market regulators to tighten the lax regulations. In addition, the author document the divergence in price reaction to the merger announcements for different types of mergers: industry mergers and non-industry mergers, as well as for mergers during different market conditions: recession vs booming capital markets.

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