Technical Analysis of Stock Price Movements with Stochastic and Moving Average Indicators on the LQ45 Index
Dublin Core
Title
Technical Analysis of Stock Price Movements with Stochastic and Moving Average Indicators on the LQ45 Index
Creator
Stanislaus Lim, Asrid Juniar
Proceedings Item Type Metadata
meta_title
Technical Analysis of Stock Price Movements with Stochastic and Moving Average Indicators on the LQ45 Index
Abstract/Description
This research aims to analyze the differences in buy and sell signals produced by the Stochastic Oscillator and Moving Average indicators on the share prices of mining companies in the LQ45 index for 5 and 10 days before and after the announcement of the Fed's interest rate cut on September 19, 2024. Population of 45 companies listed on the LQ45 index, 6 companies were selected as samples using a purposive sampling technique. Data analysis was carried out using different tests, namely the paired T test and the Wilcoxon test using the SPSS 21. The result of this research found that there were differences in residual data results in the form of the Stochastic Oscillator having a normal residual and the Moving Average having an abnormal residual, and there were differences of buy and sell signals produced by the Stochastic Oscillator and Moving Average indicators on the shares of mining companies included in the LQ45 index during the period 5 days before after and 10 days before after the announcement of the Fed's interest rate cut on 19 September 2024. In addition, the research results also showed that there were differences between the use of the Stochastic Oscillator and Moving Average in identifying buy signals and moving averages. selling is related to share price movements.
publication_date
2025/06/15
pdf_url
https://insyma.org/proceedings/files/articles/Stanislaus Lim Asrid Juniar.pdf
abstract_html_url
https://insyma.org/proceedings/items/show/405
keywords
Stock Price Movements, Technical Analysis, Stochastic Oscillator, Moving Average
firstpage
571
lastpage
576
issn
3047-857X
conference
Proceedings of the International Symposium on Management (INSYMA)
Volume
22
publisher_name
Fakultas Bisnis dan Ekonomika, Universitas Surabaya
no article
94
Files
Citation
Stanislaus Lim, Asrid Juniar, “Technical Analysis of Stock Price Movements with Stochastic and Moving Average Indicators on the LQ45 Index,” Proceedings of the International Symposium on Management (INSYMA), accessed July 1, 2025, https://insyma.org/proceedings/items/show/405.