Ahmar, Ansari Saleh (2017) Sutte Indicator : an Approach to Predicting the Direction of Stock Market Movement. Songklanakarin Journal of Science and Technology (SJST). ISSN 2408-1779 (In Press)
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Abstract
The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in investment decision making process i.e. buying or selling shares. This research takes data of “A” on the Indonesia Stock Exchange (IDX or BEI) 29 November2006 until 20 September 2016 period. To see the performance of Sutte Indicator, so other technical analysis is used as a comparison of Simple Moving Average (SMA) and Moving Average Convergence / Divergence (MACD). To see a comparison of the level of reliability prediction, the stock data were compared using the mean absolute deviation (MAD), mean of square error (MSE), and mean absolute percentage error (MAPE). The result of this research is that Sutte Indicator can be used as a reference in predicting stock movement, and if it is compared to other indicator methods (SMA and MACD) from MAD, MSE, and MAPE, Sutte Indicator has better level of reliability.
| Item Type: | Article |
|---|---|
| Subjects: | FMIPA > STATISTIKA - (S1) FMIPA FMIPA > Matematika KARYA ILMIAH DOSEN Universitas Negeri Makassar > KARYA ILMIAH DOSEN |
| Depositing User: | Ansari Saleh Ahmar |
| Date Deposited: | 23 Jul 2017 00:02 |
| Last Modified: | 15 Mar 2023 11:17 |
| URI: | http://eprints.unm.ac.id/id/eprint/2690 |
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