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Penjelasan tentang metode statistika dengan berbagai macam cara kemungkinan

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  • w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    3

    M e n g u k u r K e k u a t a n T r e n d

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

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    M e n g u k u r K e k u a t a n T r e n d

    1 . I n d i k a t o r A a r o n

    I n d i k a t o r i n i d i c i p t a k a n d a n d i k e m b a n g k a n o l e h W e l l e s W i l d e r u n t u k m e n g e v a l u a s i t r e n d

    p e r g e r a k a n h a r g a s a h a m y a n g t e r j a d i s a a t i n i , a k a n k a h t e r u s b e r l a n j u t , a t a u m u l a i m e l e m a h

    I n d i k a t o r i n i t e r d i r i a t a s A r o o n U p , A r o o n D o w n , d a n A r o o n O s c i l l a t o r ( A O ) .

    I n d i k a t o r A r o o n m e r u p a k a n i n d i k a t o r y a n g m e n g u k u r k e k u a t a n t r e n d s a a t i n i d a n p e l u a n g

    t r e n d t e r s e b u t a k a n b e r l a n j u t .

    A r o o n U p ( A U )

    J i k a A U > 7 0 , m a k a t r e n d k e n a i k a n m e m i l i k i m o m e n t u m y a n g k u a t .

    J i k a A U < 5 0 , m a k a t r e n d y a n g t e r j a d i s a a t i n i t e l a h k e h i l a n g a n m o m e n t u m k e n a i k a n .

    J i k a A U < 3 0 , m a k a t r e n d p e n u r u n a n l e b i h d o m i n a n .

    A r o o n D o w n ( A D )

    J i k a A D > 7 0 , m a k a t r e n d p e n u r u n a n m e m i l i k i m o m e n t u m y a n g k u a t .

    J i k a A D < 5 0 , m a k a t r e n d p e n u r u n a n s a a t i n i t e l a h k e h i l a n g a n m o m e n t u m n y a .

    J i k a A D < 3 0 , m a k a t r e n d k e n a i k a n l e b i h m e n d o m i n a s i .

    N a m u n , a p a b i l a n i l a i k e d u a i n d i k a t o r ( b a i k A r o o n U p d a n A r o o n D o w n ) l e b i h b e s a r d a r i 7 0 , m a k a

    h a l i n i m e n u n j u k k a n t r e n d k u a t k e a r a h y a n g s a m a .

  • w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    5

    M e n g u k u r K e k u a t a n T r e n d

    A a r o n U p k e m b a l i m e n i n g k a t k e a t a s

    l e v e l 7 0 , s e i r i n g t u r u n n y a A a r o n

    D o w n , y a n g m e n u n j u k k a n

    k e k u a t a n t r e n d n a i k A S I I

    k e m b a l i m u n c u l .

    w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    6

    M e n g u k u r K e k u a t a n T r e n d

    2 . A v e r a g e D i r e c t i o n a l M o v e m e n t I n d e x

    I n d i k a t o r i n i b e r g u n a u n t u k m e n g u k u r a p a k a h p e r g e r a k a n h a r g a s a h a m s a a t i n i m a s i h d a l a m

    t r e n d ( n a i k a t a u t u r u n ) , a t a u b e r g e r a k f l a t (sideways) .

    A D X m e n d a s a r k a n p a d a p e r g e r a k a n d u a i n d i k a t o r A D X , y a i t u + D I ( 1 4 p e r i o d e ) d a n D I ( 1 4

    p e r i o d e ) .

    + D I m e n u n j u k k a n a d a n y a t e k a n a n k e n a i k a n h a r g a ( n a i k ) , s e d a n g k a n D I m e n u n j u k k a n

    t e k a n a n p e n u r u n a n h a r g a ( t u r u n ) .

    A D X < 2 0 m e n u n j u k k a n t r e n d l e m a h , d a n j i k a A D X > 4 0 , m e n u n j u k k a n a d a n y a t r e n d

    k u a t .

    K e t i k a A D X b e r g e r a k d a r i b a w a h n i l a i 2 0 m e n u j u n i l a i d i a t a s 2 0 , t e r b e n t u k n y a t r e n d .

    K e t i k a A D X b e r g e r a k d a r i a t a s n i l a i 4 0 m e n u j u n i l a i d i b a w a h 4 0 , t e r b e n t u k n y a k o n d i s i

    trading.

    P a d a s a a t t r e n d c u k u p k u a t ( g a r i s A D X m e n g i n d i k a s i k a n a d a n y a t r e n d ) , s i n y a l b e l i d i t u n j u k k a n

    k e t i k a g a r i s + D I m e m o t o n g d a r i b a w a h k e a t a s g a r i s D I , y a n g b e r a r t i b a h w a t e k a n a n k e n a i k a n

    h a r g a l e b i h b e s a r d a r i p a d a t e k a n a n p e n u r u n a n n y a , d a n s e b a l i k n y a s i n y a l j u a l d i t u n j u k k a n

    k e t i k a g a r i s D I m e m o t o n g d a r i a t a s k e b a w a h g a r i s + D I .

    T i t i k e k s t r i m , y a n g m e r u p a k a n p e r p o t o n g a n a n t a r a + D I d a n D I , d a p a t b e r f u n g s i s e b a g a i t i t i k

    m a s u k a t a u k e l u a r p a s a r .

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

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    M e n g u k u r K e k u a t a n T r e n d

    N i l a i A D X t u r u n k e l e v e l d i b a w a h 2 0 , y a n g m e n u n j u k k a n k o n d i s i

    n o n t r e n d i n g a t a u h a r g a s a h a m c e n d e r u n g b e r g e r a k f l a t ,

    d e n g a n t e k a n a n n a i k s e d i k i t l e b i h k u a t d i b a n d i n g k a n t e k a n a n

    t u r u n .

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    8

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

  • w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

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    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    1 . C h a i k i n V o l a t i l i t y

    I n d i k a t o r i n i b e r g u n a u n t u k m e n g u k u r v o l a t i l i t a s s a h a m .

    K e n a i k a n n i l a i i n d i k a t o r i n i m e n u n j u k k a n b a h w a v o l a t i l i t a s s a h a m s e d a n g m e n i n g k a t .

    K e t i k a C V n a i k d i s a a t h a r g a s a h a m j u g a n a i k , m a k a h a l i n i m e n u n j u k k a n m a s i h t i n g g i n y a

    m i n a t i n v e s t o r m e m b e l i s a h a m .

    K e t i k a C V t u r u n d i s a a t h a r g a s a h a m m a s i h n a i k , m a k a k o n d i s i i n i m e n g i n d i k a s i k a n h a r g a

    s a h a m s u d a h h a m p i r p u n c a k , d a n b e r s i a p l a h a k a n p e m b a l i k a n .

    K e t i k a C V t u r u n d i s a a t h a r g a s a h a m t u r u n a t a u b e r g e r a k f l a t , m a k a h a l i n i m e n u n j u k k a n

    i n v e s t o r s e d a n g b o s a n .

    K e t i k a C V n a i k d i s a a t h a r g a s a h a m b e r g e r a k t u r u n , m a k a h a l i n i m e n j a d i i n d i k a s i t e k a n a n

    j u a l y a n g t i n g g i , a t a u p a n i c s e l l i n g .

    I n d i k a t o r i n i t i d a k d a p a t d i g u n a k a n s e n d i r i , m e l a i n k a n m e l e n g k a p i i n d i k a t o r l a i n n y a .

    w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 0

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    H a r g a s a h a m n a i k y a n g d i i k u t i k e n a i k a n C V . H a l

    i n i m e n j a d i i n d i k a s i p e l a k u p a s a r m a s i h

    m e m b u r u s a h a m . N a m u n j i k a d i i k u t i

    p e n u r u n a n h a r g a b e r a r t i i n v e s t o r

    c e n d e r u n g r a g u

  • w R

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 1

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    H a r g a s a h a m n a i k , s e m e n t a r a C V m e n u r u n .

    H a l i n i m e n j a d i s i n y a l b a h w a k e n a i k a n

    h a r g a h a m p i r p u n c a k . I n d i k a s i

    p e m b a l i k a n h a r g a m u n c u l

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 2

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    2 . A v e r a g e T r u e R a n g e T e c h n i c a l I n d i c a t o r ( A T R )

    I n d i k a t o r i n i b e r g u n a u n t u k m e l i h a t v o l a t i l i t a s p e r g e r a k a n h a r g a s a h a m .

    N i l a i A T R y a n g r e n d a h m e n u n j u k k a n v o l a t i l i t a s r e n d a h ( r e n t a n g p e r g e r a k a n h a r g a y a n g

    t e r b a t a s ) ,

    T i n g g i n y a n i l a i A T R m e n u n j u k k a n t i n g g i n y a v o l a t i l i t a s h a r g a ( l e b a r n y a r e n t a n g p e r g e r a k a n

    h a r g a ) .

    A T R d a p a t m e n c a p a i n i l a i t i n g g i , k e t i k a p a s a r a n j l o k , p a s c a t e k a n a n j u a l y a n g t i n g g i ( s e p e r t i

    panic selling) .

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 3

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    N a i k n y a n i l a i A T R m e n g g a m b a r k a n

    t i n g g i n y a v o l a t i l i t a s h a r g a s a h a m

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 4

    M e n g u k u r T i n g k a t V o l a t i l i t a s P a s a r

    V o l a t i l i t a s h a r g a t u r u n b e r s a m a a n d e n g a n

    t r e n p e n u r u n a n h a r g a . P e l a k u p a s a r

    c e n d e r u n g m e n u n g g u , d a n m e l e p a s

    s a h a m n y a

    V o l a t i l i t a s s a h a m n a i k b e r s a m a a n

    d e n g a n t u r u n n y a h a r g a s a h a m ,

    m e n u n j u k k a n t e k a n a n j u a l y a n g

    c u k u p b e s a r

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    D A N A R E K S A R E S E A R C H I N S T I T U T E

    1 5

    M e n g u k u r T e k a n a n J u a l a t a u B e l i

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    D A N

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