Ferry Wiranto, Ferry and Agung Muliawan, Agung and Eko Afrianto, Eko (2023) Analysis of LQ45 Index Stock Movements using the ARIMA Method during Uncertainty in Global Economic Conditions in 2023. The 4th International Conference on Economics, Business and Information Technology (ICEBIT), Institut Teknologi dan Sains Mandala.

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Abstract

This research aims to analyze the movement of the LQ45 stock index using the ARIMA method during the uncertainty of the global economic conditions in 2023. The study used a quantitative approach with secondary data sourced from yahoo. finanace website from April 2021 to April 2022. The data were analyzed using the ARIMA method to identify the patterns and trends of the LQ45 stock index movement during the uncertain economic conditions in 2023. The results show that the LQ45 stock index is affected by the uncertain global economic conditions in 2023. The ARIMA method was able to capture the patterns and trends of the stock index movement and predict its future values. The study found that the LQ45 stock index is expected to experience fluctuations in the short term but will likely trend upward in the long run. The findings of this research can be used as a reference for investors and policymakers in making investment decisions and policies related to the stock market during uncertain economic conditions. The study also contributes to the literature on the application of the ARIMA method in analyzing stock market movements during periods of economic uncertainty.

Item Type: Other
Additional Information: The 4th International Conference On Economics , Business and Information Technology
Uncontrolled Keywords: LQ45 Index, ARIMA Method, Investment, Global Economy 2023.
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Q Science > QA Mathematics > QA76 Computer software
Divisions: RPL-S1
Depositing User: Ferry Wiranto
Date Deposited: 16 Jan 2024 16:02
Last Modified: 16 Jan 2024 16:03
URI: http://repo.itsm.ac.id/id/eprint/1119

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