Stock Price Analysis Based on Time Range as a Basis for Determining the Optimal Forecasting Method
Year: 2024
Type: article
Abstract: The modeling of stock prices for telecommunications companies in Indonesia (TBIG.JK, TLKM.JK, XL.JK, ISAT.JK, TOWR.JK) is examined in this study by considering three time periods: 1 year, 5 years, and 10 years. The analysis results indicate that the distribution of stock prices for each company and time period varies, with some stocks exhibiting a distribution close to normal while others show high kurtosis. These findings suggest that the assumption of normal distribution may not be appropriate for all cases, making it essential to select a stock price prediction model that takes into account the specific distribution characteristics for each company and time period
Authors: Hubbi Muhammad, Pramesti Melyna Mustofa
Institution: Universitas Pamulang
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W4404194175