Penentuan Saham Syariah Terbaik melalui Pendekatan Peramalan
DOI:
https://doi.org/10.21580/square.2022.4.1.11229Abstract
Berinvestasi syariah sudah menjadi tren masyarakat Indonesia pada saat ini. Beberapa kelebihan yang menjadi alasan banyak yang berinvestasi syariah termasuk saham syariah, yaitu sesuai prinsip-prinsip Islam dan indeks saham syariah di Indonesia melesat naik saat pandemi di saat negara lain mengalami penurunan. Keuntungan merupakan tujuan utama dari investasi. Namun ternyata masih banyak masyarakat yang mengalami kebingungan dalam memilih saham syariah berpotensial menguntungkan. Penelitian ini bertujuan untuk memperoleh saham syariah yang memberikan harga saham yang tinggi dan meramalkan harga saham syariah dengan metode peramalan. Berdasarkan analisis yang telah dilakukan bahwa data harga saham syariah yang digunakan tidak mempunyai faktor musiman dan merupakan data time series jangka waktu pendek sehingga model ARIMA tepat digunakan untuk meramalkan harga saham syariah. Saham syariah ACES merupakan saham yang mempunyai harga saham tinggi dengan model terbaik ARIMA (0,1,4). Ramalan harga saham syariah ACES mengalami penurunan pada bulan September, Oktober, dan November 2021 kemudian stabil sampai bulan Agustus 2023.
Kata kunci: ARIMA, peramalan, saham syariah.
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