Pengembangan Model Prediksi Harga Saham Dengan Menggunakan Regresi Linear Berganda Pada Saham BRI
Abstract
Penelitian ini bertujuan untuk mengembangkan model prediksi harga saham menggunakan regresi linear berganda, dengan studi kasus pada saham PT Bank Rakyat Indonesia (Persero) Tbk. Data yang digunakan berasal dari Yahoo Finance dan PT Stockbit Sekuritas Digital, yang meliputi harga saham historis. Model regresi linear berganda digunakan untuk memprediksi harga saham di masa depan, dengan mengggunakan variabel independen mencakup harga pembukaan, harga tertinggi, harga terendah, dan net buy/sell asing, sedangkan untuk harga penutupan berperan sebagai variabel dependen. Hasil analisis menghasilkan persamaan regresi: Y = 1.725 - 0.529x₁ + 0.689x₂ + 0.840x₃ + 3.221E-8x₄, yang menunjukkan hubungan signifikan antara variabel independen terhadap harga penutupan saham. Penelitian ini memberikan wawasan bagi investor dan pelaku pasar untuk memahami faktor-faktor utama yang memengaruhi pergerakan harga saham, sehingga dapat digunakan sebagai alat bantu dalam pengambilan keputusan investasi. Model yang dihasilkan memiliki potensi untuk dioptimalkan lebih lanjut dengan melibatkan variabel makroekonomi dan teknik machine learning untuk meningkatkan akurasi prediksi.
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DOI: http://dx.doi.org/10.30829/jistech.v9i2.22213
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