Penerapan Metode Arima dan Grey Theory dalam Meramalkan Harga Saham PT Indofood Sukses Makmur Tbk

Abstract

Investment opportunities in the form of shares are widely known among savers and Indonesian capital market traders. Stock prices fluctuate, therefore it is important to predict them so that investors can better prepare and respond to price fluctuations. This research also attempts to compare the ARIMA and Gray Theory approaches in predicting INDF share prices. The data in this research is INDF share price data for the period January 2018- June 2023. Stock price forecasting using the Gray Theory method produces a MAPE of 13.2% while the ARIMA method with the best model is ARIMA(1,0,0) with a MAPE of 4.61% . So the best method for predicting stock prices is the ARIMA method. Obtained results of PT share price forecast. Indofood Sukses Makmur Tbk. in 2023-2024 there will be a slight decline.