Arya, Lukito and Erwin, Alva and Soetomo, Moh. A. Amin (2015) Study of JKSE Stock Price Movement Using News Sentiment Analysis. Bachelor thesis, Swiss German University.
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Abstract
Stock market prediction has been a popular research for the past few years. Stock price movement is determined by the behavior and the decisions that made by the investors. How can investors make a decision to buy, to sell, or to hold? They act based on the event that is happening that affects the stock itself and there goes the News Sentiment Analysis. Sentiment Analysis of the news articles is one interesting method to predict the stock price movement. The purpose of this research is to see whether there is a significant correlation between news sentiment and stock price movement. This research is using Pearson's Product Moment Correlation Coefficient to test the correlation value between news sentiment and stock price movement. The result shown that all of sectors in JKSE (Jakarta Stock Exchange Composite Index) yielded a positive correlation value between the news sentiment for most of the sectors with “very weak” level of correlation (0.00-0.19) except, in the ^JKCONS (Consumer Goods sector), the value is on the “weak” level with value 0.222 and in the ^JKMING (Mining sector), the value is on the “weak” level with value -0.301.
| Item Type: | Thesis (Bachelor) |
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| Uncontrolled Keywords: | News Sentiment Analysis; IHSG; JKSE; Stock Price Movement; Correlation Coefficient. |
| Subjects: | H Social Sciences > HG Finance H Social Sciences > HG Finance > HG4636 Stocks--Prices T Technology > T Technology (General) > T58.5 Information technology |
| Divisions: | Faculty of Engineering and Information Technology > Department of Information Technology |
| Depositing User: | Atroridho Rizky |
| Date Deposited: | 04 Nov 2020 04:08 |
| Last Modified: | 04 Nov 2020 04:08 |
| URI: | http://repository.sgu.ac.id/id/eprint/1722 |
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