Penerapan Rantai Markov terhadap Perubahan Indeks Harga Saham.

Abstract

Stock investing is an alternative promising better returns for investors, but has a high risk due to price changes is uncertain, so that decision making requires analysis of stock investment which can provide accurate information. One of the methods of analysis that can be used is the Markov Chain Analysis. The purpose of this study is to examine and apply the Markov chain models to changes in the stock price index. By using a three-state (up, unchanged and down), Markov chain models is constructed to describe the issue. Application of the models performed on the ten companies that joined in the Indonesia Stock Exchange (IDX). Markov Chain Analysis model generates a value of condition chance the stock price index in the next period of each stock analyzed.