ANALISIS HARGA SAHAM DENGAN MENGGUNAKAN METODE LINEAR REGRESSION DAN PRICE BOOK VALUE

Abstract

This research provides knowledge to investors to be wiser before making investment decisions, especially stock investments, by providing knowledge of when is the right time to buy and sell stocks, so that investors can invest in stocks safely and get maximum profits. The method used in this study is the data mining linear regression method and Price Book Value (PBV) by analyzing stocks with 3 areas, namely stocks in the food sector: Indofood Sukses Makmur Tbk PT (INDF), the automotive sector: Indofood Sukses Makmur Tbk PT (INDF ), shares in the automotive sector: Astra International Tbk PT and shares in the telecommunications sector: Telkom Indonesia Tbk PT (TLKM) with 7 years of historical data. After stock analysis was carried out using the linear regression and rapidminer methods, the stock price prediction results were obtained with RMSE values ​​(INDF shares 117%, ASII: 107%, TLKM: 56% and the average Price Book Value (PBV) of INDF shares was 1.8x, ASII: 1.9x, TLKM: 3.7x With the combined results of linear regression and Price Book Value (PBV) it is hoped that investors will be able to determine when is the right time to buy and sell shares to get maximum investment returns.