…
comment: The repository administrator has not yet configured an RDF license.
primary topic: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST
type: Thesis
type: Article
abstract: Penelitian ini bertujuan untuk menganalisis determinan harga saham perusahaan sektor consumer goods yang terdaftar di Jakarta Islamic Index periode 2021-2024 menggunakan pendekatan Random Forest. Metode penelitian yang digunakan adalah pendekatan kuantitatif dengan menggunakan data sekunder harian dari empat perusahaan sampel (PT Charoen Pokphand Indonesia Tbk, PT Indofood CBP Sukses Makmur Tbk, PT Indofood Sukses Makmur Tbk, dan PT Unilever Indonesia Tbk). Sebanyak 3.876 data observasi dianalisis menggunakan model Random Forest. Faktor yang diteliti meliputi indikator teknikal, faktor fundamental, dan sentimen berita. Hasil penelitian menunjukkan bahwa model Random Forest memiliki tingkat akurasi prediksi yang tinggi. Indikator teknikal, khususnya Moving Average 50, terbukti menjadi faktor paling dominan dalam memprediksi harga saham, diikuti oleh faktor fundamental. Sebaliknya, sentimen berita memiliki kontribusi yang sangat rendah, hanya 0,035%. Temuan ini mengindikasikan bahwa pergerakan harga saham di sektor consumer goods pada Jakarta Islamic Index lebih dipengaruhi oleh tren jangka menengah dan fundamental perusahaan, daripada sentimen berita. Kata Kunci: Harga Saham, Indikator Teknikal, Faktor Fundamental, Sentimen Berita, Random Forest.
date: 2025-08-20
status: published
author list: authors
type: EPrint
type: ThesisEPrint
is part of: repository
has document: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has version: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has published: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has document: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
subject: Manajemen Keuangan Syariah

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
type: Document
has file: 21108030016_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
has part: 21108030016_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
type: Document

UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

FAKULTAS EKONOMI DAN BISNIS ISLAM, UIN SUNAN KALIJAGA YOGYAKARTA
type: Organization

NIM. 21108030016 Keisya Imanushofi
type: Person
given name: NIM. 21108030016
family name: Keisya Imanushofi

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
islightbox thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
ispreview thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
ismedium thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
issmall thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
islightbox thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has file: lightbox.jpg
has part: lightbox.jpg

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
ispreview thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has file: preview.jpg
has part: preview.jpg

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
ismedium thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has file: medium.jpg
has part: medium.jpg

DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Other)
type: Document
is version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
is volatile version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
issmall thumbnail version of: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST (Text)
has file: small.jpg
has part: small.jpg

HTML Summary of #74067 DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST
format: text/html
primary topic: DETERMINAN HARGA SAHAM PERUSAHAAN SEKTOR CONSUMER GOODS DI JAKARTA ISLAMIC INDEX PERIODE 2021-2024: PENDEKATAN RANDOM FOREST

Manajemen Keuangan Syariah
type: Concept