ANALISIS PERBANDINGAN INVESTASI SAHAM MENGGUNAKAN INDIKATOR MOVING AVERAGE CONVERGENCE DIVERGENCE (MACD) DAN RELATIVE STRENGTH INDEX (RSI) PADA PT. PERUSAHAAN GAS NEGARA (PERSERO) TBK TAHUN 2022 - 2023

Theresia Oktavia Sadipung, Asep Miftah Rizki Fauzi

Abstract


This research aims to analyze investment decisions on the shares of PT Perusahaan Gas Negara Tbk (PGAS) using the Moving Average Convergence Divergence and Relative Strength Index indicators. The Indonesia Stock Exchange provided panel data (time series) for the qualitative research method. The sampling technique used purposive sampling with daily data and a research period from 2022 to 2023. The data analysis technique was technical analysis using the Moving Average Convergence Divergence and Relative Strength Index indicators with the assistance of the TradingView program. The results of this study indicate that the stock price movement of PT Perusahaan Gas Negara Tbk (PGAS) using the Moving Average Convergence Divergence (MACD) indicator during the years 2022–2023 yielded a total of 7 (seven) true buy signals, 7 (seven) true sell signals, 7 (seven) false buy signals, and 5 (five) false sell signals. Additionally, using the Relative Strength Index (RSI) indicator yielded a total of 2 (two) true buy signals, 2 (two) true sell signals, 3 (three) false buy signals, and 2 (two) false sell signals. This research obtained an accuracy rate of 54% using the Moving Average Convergence Divergence (MACD) indicator and 44% using the Relative Strength Index (RSI).

Penelitian ini bertujuan untuk menganalisa keputusan investasi pada saham PT Perusahaan Gas Negara Tbk (PGAS) dengan menggunakan indikator Moving Average Convergence Divergence dan Relative Strength Index. Metode penelitian yang digunakan adalah metode kualitatif dengan jenis data panel (time series) yang diperoleh dari Bursa Efek Indonesia. Teknik Pengambilan sample menggunakan metode purposive sampling dengan data harian dan periode penelitian tahun 2022 – 2023. Teknik analisis data yang digunakan adalah Analisa teknikal menggunakan indikator Moving Average Convergence Divergence dan Relative Strength Index dengan batntuan program Tradingview.  Hasil dari penelitian ini menunjukkan bahwa pergerakan harga saham PT. Perusahaan Gas Negara Tbk (PGAS) dengan menggunakan indikator Moving Average Convergence Divergence (MACD) selama tahun 2022 – 2023 mendapatkan total 7 (tujuh) sinyal True Buy, 7 (tujuh) sinyal True Sell, 7 (tujuh) sinyal False Buy dan 5 (lima) sinyal False Sell. Dan menggunakan indikator Relative Strength Index (RSI) mendapatkan total 2 (dua) sinyal True Buy, 2 (dua) sinyal True Sell, 3 (tiga) sinyal False Buy dan 2 (dua) sinyal False Sell. Dengan menggunakan indikator Moving Average Convergence Divergence (MACD) diperoleh tingkat akurasi sebesar 54%, dan menggunakan indikator Relative Strength Index (RSI) diperoleh tingkat akurasi 44%.


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DOI: https://doi.org/10.56486/kompleksitas.vol13no2.672

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