Proceedings of 2nd Annual Management, Business and Economic Conference (AMBEC 2020)

The Impact of Covid-19 Pandemic on the Forecasting Indonesian Composite Stock Price Index

Authors
Mayasir Aziza, Nurafni Eltivia, Nur Indah Riwajanti
Corresponding Author
Mayasir Aziza
Available Online 19 July 2021.
DOI
10.2991/aebmr.k.210717.049How to use a DOI?
Keywords
forecasting, exponential smoothing, composite stock price index, covid-19 pandemic
Abstract

This study aims to obtain the Composite Stock Price Index’s closing price forecast from January to October 2021. This research method uses the single exponential smoothing method. The sample used in this study is the composite stock price index at the closing price for all sectors and all companies on the Indonesia Stock Exchange on a week scale from October 2015 to October 2020. The forecasting results show that the Composite Stock Price Index will have a value expected to return to normal. The period before the Covid-19 pandemic. This study provides forecasting results based only on the combined stock price index data for five periods with Microsoft Excel calculations using predetermined formulas. Forecasting results show that in 2021 the stock price index will reach normal conditions like it was before the Covid-19 pandemic. Investors can use forecasting information on this composite stock index to determine the action of selling or buying shares because the composite price index reflects the performance conditions of all companies listed on the Indonesia Stock Exchange and shows the country’s economic needs. Suggestions for further research are to be able to predict the combined price index of each sector.

Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of 2nd Annual Management, Business and Economic Conference (AMBEC 2020)
Series
Advances in Economics, Business and Management Research
Publication Date
19 July 2021
ISBN
978-94-6239-407-0
ISSN
2352-5428
DOI
10.2991/aebmr.k.210717.049How to use a DOI?
Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Mayasir Aziza
AU  - Nurafni Eltivia
AU  - Nur Indah Riwajanti
PY  - 2021
DA  - 2021/07/19
TI  - The Impact of Covid-19 Pandemic on the Forecasting Indonesian Composite Stock Price Index
BT  - Proceedings of 2nd Annual Management, Business and Economic Conference (AMBEC 2020)
PB  - Atlantis Press
SP  - 247
EP  - 249
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.210717.049
DO  - 10.2991/aebmr.k.210717.049
ID  - Aziza2021
ER  -