Forecasting Stock Price Index Using Fuzzy Time-Series Based on Rough Set

2007 ◽  
Author(s):  
Ching-Hsue Cheng ◽  
Hia Jong Teoh ◽  
Tai-Liang Chen
Keyword(s):  
Time Series ◽  
Rough Set ◽  
Stock Price ◽  
Price Index ◽  
Fuzzy Time Series ◽  
Stock Price Index

scholarly journals HE IMPACT OF INFLATION, CERTIFICATE OF BANK INDONESIA, AND EXCHANGE RATE OF IDR/USD ON THE INDONESIA COMPOSITE STOCK PRICE INDEX

2017 ◽  
Vol 1 (1) ◽  
pp. 42
Author(s):  
Margarita Ekadjaja ◽  
Daisy Dianasari
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Monthly Data ◽  
Macroeconomic Variables ◽  
Research Population ◽  
Stock Price Index

This research is done with the aim to know whether some macroeconomic variables, which are inflation rate, certificate of Bank Indonesia (SBI) rate, and exchange rate of IDR/USD have an impact on the movement of the composite stock price index (IHSG) at the Indonesia stock exchange (BEI) partially and simultaneously in the period of 2006–2014. The research population is inflation rate, SBI rate, and exchange rate of IDR/USD. Data analysis in this research is multiple regression by using time series monthly data of 2006–2014. Research results show that partially inflation rate gives positive significant impact on IHSG, SBI rate has negative significant impact on IHSG, and exchange rate of IDR/USD has positive significant impact on IHSG.  Simultaneously it shows that inflation, SBI rate, and exchange rate of IDR/USD have an impact on IHSG at BEI to the period of year 2006 – 2014.  Those variables affect IHSG by 58,74%, while other variables affect IHSG by 41,26%.  That information can be used by investors to make decision on their investment.Keywords: inflation, SBI, exchange rate, IHSG, BEI.

scholarly journals ANALISIS PENGARUH CAPITAL FLOW TERHADAP NILAI TUKAR DAN INDEKS HARGA SAHAM GABUNGAN (IHSG) TAHUN 2011 — 2014

2019 ◽  
Vol 10 (1) ◽  
pp. 1
Author(s):  
Herry Budisusetyo
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Significant Influence ◽  
Stock Price ◽  
Price Index ◽  
Capital Flow ◽  
Share Price ◽  
Analysis Technique ◽  
Stock Price Index

<p class="Style1"><em>This study aims to see the effect of net capital flow on rupiah exchange rate and </em><em>Composite Stock Price Index (IHSG) in Indonesia. The type of data is time series </em><em>period January 2011 until December 2014. Analysis technique used is single linear </em><em>regression. The result of thif research is positive and significant influence of net capital </em><em>flcw to rupiah exchange rate and composite share price index in Indonesia.</em></p>

scholarly journals PENGARUH INFLASI, BI RATE, DAN NILAI TUKAR RUPIAH TERHADAP PERUBAHAN INDEKS HARGA SAHAM.SEKTOR CONSUMER GOODS

2021 ◽  
Vol 4 (1) ◽  
pp. 51-63
Author(s):  
Diah Budi Pratiwi ◽  
Damayanti Damayanti ◽  
M. Iqbal Iqbal Harori
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Consumer Goods ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Series Data ◽  
A Value ◽  
Stock Price Index ◽  
Positive Effect

This research aims to find out the macroeconomic influence of inflation, bi rate, and rupiah exchange rate on changes in the stock price index of consumer goods sector. The independent variables that used in this research are Inflation (X1), BI Rate (X1), and Rupiah Exchange Rate (X3) and Consumer Goods Sector Stock Price Index as dependent variable. The data in this research is a time series data that includes inflation, BI Rate, and Rupiah exchange rate data for the period 2016-2020. The samples in this research amounted to 60 samples that taken by using census sampling techniques. The data in this research was analyzed by using multiple linear regressions with simultaneous variable results of Inflation, BI rate, and Rupiah Exchange Rate significantly affecting changes in the Consumer Goods Sector Stock Price Index with a value of R Square is 0.382 or 38.2%. While the results partially show that variable inflation has a significant and positive effect, variable rupiah exchange rates has negatively affect on changes in the Stock Price Index of the Consumer Goods Sector. As for the variable BI Rate has no significant effect on changes in the Stock Price Index of the Consumer Goods Sector. ABSTRAK   Penelitian ini bertujuan untuk mengetahui pengaruh ekonomi makro inflasi, bi rate, dan nilai tukar rupiah terhadap perubahan indeks harga saham sektor consumer goods. Variabel bebas yang digunakan pada penelitian ini yaitu Inflasi (X1), BI Rate (X1), dan Nilai Tukar Rupiah (X3) serta Indeks Harga Saham Sektor Consumer Goods sebagai variabel terikat. Data pada penelitian ini merupakan data time series yang meliputi data Inflasi, BI Rate, dan Nilai Tukar Rupiah untuk periode tahun 2016-2020. Sampel pada penelitian ini berjumlah 60 sampel yang diambil dengan menggunakan teknik sampling sensus. Data pada penelitian ini dianalisis dengan menggunakan regresi linier berganda, dengan hasil secara simultan, variabel Inflasi, BI rate, dan Nilai Tukar Rupiah berpengaruh signifikan terhadap perubahan Indeks Harga Saham Sektor Consumer Goods. Secara parsial, variabel inflasi berpengaruh signifikan dan positif, serta variabel nilai tukar rupiah berpengaruh negatif terhadap perubahan Indeks Harga Saham Sektor Consumer Goods. Sedangkan untuk variabel BI Rate tidak berpengaruh secara signifikan terhadap perubahan Indeks Harga Saham Sektor Consumer Goods.

scholarly journals The Covid -19 Impact on the Capitalization of Indonesian Sharia Capital Market

2021 ◽  
Vol 5 (2) ◽  
pp. 175-186
Author(s):  
Ifelda Nengsih ◽  
Mega Rahmi
Keyword(s):  
Time Series ◽  
Capital Market ◽  
Stock Price ◽  
Price Index ◽  
T Test ◽  
Whitney Test ◽  
Mann Whitney Test ◽  
Stock Price Index

The purpose of this study is to see whether Covid 19 pandemic affects stocks listed on the Jakarta Islamic Index (JII) in Indonesia. This study uses data time series as seen from the combined Islamic stock price index in JII from July 2019 to July 2020. In testing the hypothesis, the independent sample t-test and Mann Whitney test are applied to prove the effects of the Covid 19 pandemic on the Jakarta Islamic Index. The results showed that there is an impact of the Covid 19 pandemic on JII. A significance value of 0.000 evidence this 0.05 on the independent sample t-test and 0.004 0.05 on the Mann Whitney test. This means that during the covid 19 periods, the JII Index was under pressure compared to conditions before covid 19.

ANALISIS PENGARUH INFLASI, KURS DAN IHSG TERHADAP RETURN REKSA DANA SAHAM PT NIKKO SECURITIES INDONESIA PERIODE 2014-2017

2019 ◽  
Vol 2 (2) ◽  
pp. 103
Author(s):  
Muhammad Rois Rois ◽  
Manarotul Fatati Fatati ◽  
Winda Ihda Magfiroh
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Equity Fund ◽  
Stock Price Index

This study aims to determine the effect of Inflation, Exchange Rate and Composite Stock Price Index (IHSG) to Return of PT Nikko Securities Indonesia Stock Fund period 2014-2017. The study used secondary data obtained through documentation in the form of PT Nikko Securities Indonesia Monthly Net Asset (NAB) report. Data analysis is used with quantitative analysis, multiple linear regression analysis using eviews 9. Population and sample in this research are PT Nikko Securities Indonesia. The result of multiple linear regression analysis was the coefficient of determination (R2) showed the result of 0.123819 or 12%. This means that the Inflation, Exchange Rate and Composite Stock Price Index (IHSG) variables can influence the return of PT Nikko Securities Indonesia's equity fund of 12% and 88% is influenced by other variables. Based on the result of the research, the variables of inflation and exchange rate have a negative and significant effect toward the return of PT Nikko Securities Indonesia's equity fund. While the variable of Composite Stock Price Index (IHSG) has a negative but not significant effect toward Return of Equity Fund of PT Nikko Securities Indonesia

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