PERBANDINGAN ANALISA TEKNIKAL METODE SIMPLE MOVING AVERAGE, WEIGTED MOVING AVERAGE, DAN EXPONENTIAL MOVING AVERAGE DALAM MEMPREDIKSI HARGA SAHAM LQ-45 SUB SEKTOR TELEKOMUNIKASI DI BURSA EFEK JAKARTA

In taking appropriate decision to buy and sell stock wich is always
fluctuative in stock market, to obtain profit, the stock market actor should master
the appropriate method to predict stock price movement.
The Research tried to compare three technical analysis method included in
Moving Average method group with Hypothesis; there is a significant difference
of prediction accuration level between technical analysis using Simple Moving
Average, Weihted Moving Average, and Exponential Moving Average method in
predicting stock price movement.
This research is done to two stocks as simple namely Telkom dan Indosat
with observation time population during trade year 1997-2004. Observation
periode diveded again into four observation periodes with a view to see the
difference of analysis result of each periodes with different price fluctuation.
Analysis with Mean Absolute Processing Error (MAPE) indicated that there
are the difference of analysis result, and WMA method is better than SMA and
XMA method. Analysis of Variance for sample periode having homogeneous
variant vige difference result with hypothesis proposed by reseracher.
Statistically, analysis using t-test resulted in the difference between technical
analaysis method.
From result of research, WMA is an accurate analysis methode, but is not
certainly give the same result for difference sample