Analysis and Forecasting of PT. Bank Rakyat Indonesia (BRI) Stock Price After Covid-19 using Multiple Linear Regression Method
DOI:
https://doi.org/10.31102/zeta.2025.10.1.61-69Keywords:
Covid-19, Stock, Bank, Forecasting, Multiple Linear RegressionAbstract
The Covid-19 pandemic that has occurred for approximately two years since 2020 in Indonesia has had a tremendous impact on the domestic economy. The impact is felt by many sectors, including the banking sector. In the banking sector, the economic downturn is also felt by investors, especially stock investors. Due to fluctuating stock price conditions, it also increases the number of uncertainties. This needs to be taken seriously by business people in the banking sector and investors so that companies are still able to operate in the midst of post-pandemic conditions. In times of crisis like today, investors, especially stock investors, have begun to adapt to the development of stock prices by taking an approach using advances in information technology. Updates from the field of information technology such as the use of machine learning with a technical approach or forecasting method have now begun to be utilized. This study aims to Analyze and forecast the closing price of shares of PT Bank Rakyat Indonesia Tbk using the Multiple Linear Regression method using reference stock data before and after covid-19 with a time span between 2018 and 2022. The forecasting results produced an RMSE value of 0.0256 in the condition of 90% training data and 10% test data.
Downloads
References
Ananda, M. R. A., & Kurniawan, R. (2024). PERBANDINGAN ALGORITMA REGRESI LINIER DENGAN NEURAL NETWORK UNTUK MEMPREDIKSI HARGA SAHAM BANK JAGO. JATI (Jurnal Mahasiswa Teknik Informatika), 8(2), 1439-1445. https://doi.org/10.36040/jati.v8i2.8998
Anshori, M.Y., Asy’ari, V , Herlambang, T., Fardi, I.W, 2023 “ Forecasting occupancy rate using neural network at Hotel”, International Conference on Advanced Mechatronics,Intelligent Manufacture and Industrial Automation (ICAMIMIA), 14-15 Nov, 2023
Anshori, M.Y., Herlambang, T., Katias, P., Susanto, F.A., and Rasyid, R.R., 2021., “Profitability estimation of XYZ company using H-infinity and Ensemble Kalman Filter”, The 5th International Conference of Combinatorics, Graph Theory, and Network Topology (ICCGANT 2021), August, 21st-22nd 2021 Jember, Indonesia
Anshori, MY, Santoso, I.H, Herlambang, T, Rahmalia, D, Oktafianto, K., and Katias, P., 2023, “Forecasting of Occupied Rooms in the Hotel Using Linear Support Vector Machine”, Nonlinear Dynamics and System Theory, Vol 23 No 2, March 2023, page 129-140. https://e-ndst.kiev.ua/v23n2.htm
Asy'ari, V., Anshori, M. Y., Herlambang, T., Farid, I. W., Karya, D. F., & Adinugroho, M. (2023, November). Forecasting average room rate using k-nearest neighbor at Hotel S. In 2023 International Conference on Advanced Mechatronics, Intelligent Manufacture and Industrial Automation (ICAMIMIA) (pp. 496-500). IEEE.
Hijrah, M., Rachman, H., & Rahayu, P. I. (2023). Peramalan Harga Saham Perusahaan Perbankan dengan Market Capitalization Terbesar di Indonesia Pasca-Covid19. Journal of Mathematics: Theory and Applications, 5(2), 95-99. https://doi.org/10.31605/jomta.v5i2.3238
Karya, D.F, Katias,P., Herlambang, T., and Rahmalia, D., 2019, “Development of Unscented Kalman Filter Algorithm for stock price estimation”, The Second Internatonal Conference on Combinatorics, Graph Teory and Network Topology, University of Jember-Indonesia. 10.1088/1742-6596/1211/1/012031
Keren, M., & Oetama, R. S. (2019). Prediksi prospek harga saham perusahaan perbankan Menggunakan Regresi Linear (Study Kasus Bank BCA Tahun 2015-2017). JSI: Jurnal Sistem Informasi (E-Journal), 11(1). https://doi.org/10.18495/jsi.v11i1.8105
Komansilan, R., Tarigan, V., & Yusupa, A. (2024). Analisis Perbandingan Metode Trend Moment dan Regresi Linear Untuk Meramal Harga Saham Bank BRI. Jurnal Teknologi Sistem Informasi dan Sistem Komputer TGD, 7(1), 24-32. https://doi.org/10.53513/jsk.v7i1.9474
Lailiyah, E. H., Dewi, A., & Nataliawati, R. (2021). Stock price dan covid-19: sebuah studi perbandingan pada sektor perbankan Indonesia. Jurnal Akuntansi, Ekonomi dan Manajemen Bisnis, 9(1), 77-82. https://doi.org/10.30871/jaemb.v9i1.3149
Manurung, A. H., Simatupang, A., & Puspitasari, V. A. (2022). Analisis Forecasting Harga Saham Perbankan Blue Chip Periode Maret 2019–Maret 2021 Menggunakan Model ARCH-GARCH. Eligible: Journal of Social Sciences, 1(1), 1-10. https://doi.org/10.53276/eligible.v1i1.17
Putri, H. T. (2020). Covid 19 dan harga saham perbankan di Indonesia. Eksis: Jurnal Ilmiah Ekonomi Dan Bisnis, 11(1), 6-9.
Sipahutar, Y. S., Munthe, I. R., & Harahap, S. Z. (2023). Analisis Machine Learning Algoritma Regresi Linear Untuk Memprediksi Saham Di Bank Bri Di Bursa Saham Indonesia. Jurnal Tekinkom (Teknik Informasi dan Komputer), 6(1), 81-87. https://doi.org/10.37600/tekinkom.v6i1.747
Susanto, F.A, Anshori, M.Y., Rahmalia, D, Oktafianto, K., Adzkiya D., Katias, P., and Herlambang, T., 2022, “Estimation of Closed Hotels and Restaurants in Jakarta as Impact of Corona Virus Disease (Covid-19) Spread Using Backpropagation Neural Network’, Nonlinear Dynamics and System Theory, Vol 22 No 4, September 2022, page 457-467 http://www.e-ndst.kiev.ua/v22n4/11(84)a.pdf
Usman, D. R., Ramadhan, M., Hutasuhut, M., Jaya, H., Gunawan, R., & Kusnasari, S. (2024). Implementasi Data Mining Untuk Memprediksi Pergerakan Harga Saham Bri Dengan Menggunakan Metode Regresi Linier Berganda. Jurnal Teknologi Sistem Informasi dan Sistem Komputer TGD, 7(1), 151-159. https://doi.org/10.53513/jsk.v7i1.9605
Zapar, R., Pratama, D., Kaslani, K., Rohmat, C. L., & Faturrohman, F. (2024). PENERAPAN MODEL REGRESI LINIER UNTUK PREDIKSI HARGA SAHAM BANK BCA PADA BURSA EFEK INDONESIA. JATI (Jurnal Mahasiswa Teknik Informatika), 8(1), 196-202. https://doi.org/10.36040/jati.v8i1.8215