ANALISIS PENGGUNAAN INDIKATOR TEKNIKAL MOVING AVERAGE CONVERGENCE DIVERGENCE (MACD) DAN STOCHASTIC OSCILLATOR (SO) DALAM TRADING SAHAM SYARIAH (Studi Pada JII Sektor Pertambangan Tahun 2023)

RANGGA, DIPTA CAHYA (2025) ANALISIS PENGGUNAAN INDIKATOR TEKNIKAL MOVING AVERAGE CONVERGENCE DIVERGENCE (MACD) DAN STOCHASTIC OSCILLATOR (SO) DALAM TRADING SAHAM SYARIAH (Studi Pada JII Sektor Pertambangan Tahun 2023). Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Penelitian ini membahas penggunaan indikator teknikal Moving Average Convergence Divergence (MACD) dan Stochastic Oscillator (SO) dalam menentukan sinyal jual beli pada saham syariah sektor pertambangan yang tergabung dalam Jakarta Islamic Index (JII) tahun 2023. Tujuan penelitian adalah menekankan pentingnya penerapan indikator teknikal dalam pengambilan keputusan trading sesuai prinsip syariah, mengingat tingginya volatilitas sektor pertambangan dan keterbatasan penelitian terkait pengaruh indikator teknikal terhadap arah harga saham syariah. Metode penelitian menggunakan pendekatan kuantitatif dengan data sekunder berupa harga penutupan harian saham sektor pertambangan dalam JII tahun 2023. Populasi penelitian adalah seluruh saham sektor pertambangan di JII, dengan sampel delapan saham. Analisis data dilakukan dengan indikator MACD dan SO untuk mengidentifikasi sinyal beli dan jual, yang kemudian dievaluasi menggunakan uji Chi-Square melalui program SPSS versi 25. Hasil penelitian menunjukkan adanya hubungan signifikan antara sinyal MACD dengan arah pergerakan saham. MACD efektif dalam mengidentifikasi tren dan momentum, memberikan sinyal beli ketika garis MACD melintasi garis sinyal ke atas, serta sinyal jual ketika melintasi ke bawah. SO mampu mendeteksi kondisi overbought dan oversold, namun sering menghasilkan sinyal palsu pada pasar yang sangat volatil. Kombinasi MACD dan SO terbukti meningkatkan akurasi sinyal dibanding penggunaan terpisah, meskipun terdapat keterbatasan penyesuaian terhadap karakteristik saham syariah. Kata Kunci: Analisis Teknikal, MACD, Stochastic Oscillator, Saham Syariah, Jakarta Islamic Index. ABSTRACT This study examines the use of the Moving Average Convergence Divergence (MACD) and Stochastic Oscillator (SO) technical indicators to determine buy and sell signals for shariacompliant mining stocks included in the Jakarta Islamic Index (JII) in 2023. The objective of the study is to emphasize the importance of applying technical indicators in Sharia-compliant trading decisionmaking, given the high volatility of the mining sector and the limited research regarding the influence of technical indicators on the price direction of sharia-compliant stocks. The research method employed a quantitative approach using secondary data in the form of daily closing prices of mining sector stocks in the JII in 2023. The study population comprised all mining sector stocks listed in the JII, with a sample of eight stocks. Data analysis was performed using the MACD and SO indicators to identify buy and sell signals, which were then evaluated using the Chi-Square test in SPSS version 25. The results indicate a significant relationship between the MACD signal and stock price direction. The MACD is effective in identifying trends and momentum, providing a buy signal when the MACD line crosses the signal line upwards and a sell signal when it crosses the signal line downwards. The SO is capable of detecting overbought and oversold conditions, but it often generates false signals in highly volatile markets. The combination of MACD and SO has been shown to improve signal accuracy compared to their separate use, although there are limitations in adapting to the characteristics of Islamic stocks. Keywords: Technical Analysis, MACD, Stochastic Oscillator, Sharia Stocks, Jakarta Islamic Index, Mining Sector.

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