PREDIKSI HARGA SAHAM SEKTOR PERBANKAN PADA BADAN USAHA MILIK NEGARA DI BURSA EFEK INDONESIA

This study predicts the stock prices of the banking sector in BUMN for the period from December 1, 2024, to February 28, 2025, using the Autoregressive Integrated Moving Average (ARIMA) model. The data used consists of historical closing prices of banking sector stocks from September 1, 2024, to November 30, 2024. The research steps include: Data Presentation, Data Plotting, Stationarity Testing, Determination of ARIMA parameters p, d, and q, and Prediction. The prediction results indicate that the stocks of Bank Rakyat Indonesia (BBRI) and Bank Mandiri (BMRI) show a downward trend (bearish), the stocks of Bank Negara Indonesia (BBNI), Bank Tabungan Negara (BBTN), and Bank Raya Indonesia (AGRO) show a sideways price movement, and the stocks of Bank Syariah Indonesia (BRIS) show an upward trend (bullish). Investors are advised to make buy decisions on undervalued stocks and sell decisions on overvalued stocks. This study is expected to enrich the literature in the field of investment with a focus on stock price prediction using the autoregressive integrated moving average (ARIMA) model and to serve as a reference for future research. This study can be used as an educational resource for short-term investors who focus on earning stock income from capital gains.