Aplikasi Metode Moving Average dan Smoothing Exponential pada Proyeksi Harga Saham (Studi Kasus pada Harga Saham KAEF)

Abstract

The right projection technique can be used as the basis for forecasting prices in the future. This research was conducted on KAEF stock prices which experienced fluctuating stock movements during the Covid pandemic, March 2020 to June 2021. The research form is quantitative descriptive. The sample data used in this study were 320 days. Forecasting techniques used include moving average and exponential smoothing methods. Determination of accurate forecasting techniques can be seen from the level of forecasting error. This study proves that by using the MAE, MSE and SDE forecasting error rates, Single Exponential Smoothing method α =0.5 and Weighted Moving Average 3-month method has a more accurate forecasting rate.

Keywords:     Forecasting, Moving Average, Exponential Smoothing