Penggunaan analisis teknikal dan fundamental untuk memprediksi harga saham (studi kasus untuk perusahaan-perusahaan di bidang industri rokok yang terdaftar di Bursa Efek Jakarta)

The purpose of this research is to know whether the share price fluctuation particularly at cigarette industry can be predicted. The research encountered the essential factors influencing the share price fluctuation both in technical and fundamental analyses. The research is carried out by collecting share transaction data everyday and financial report of cigarette industries listed in the Jakarta Stock Exchange. The transaction data are in the form of opening price, highest price, lowest price, closing price and volume of transactions in a one year period. Technically, the data are analyzed by using 4 indicators such as trend line, support and resistance level, moving average and relative strength index, and fundamentally 3 indicators are analyzed which are : economic macro analysis, industrial analysis and company analysis. The results of the research are compared with the actual transactions in the Jakarta Stock Exchange on shares of PT. BAT Indonesia Tbk, PT. Gudang Garam Tbk, PT. H.M. Sampoerna Tbk. and of PT. Bentoel International Inv. Tbk. The conclusion is "technical and fundamental analyses can be a tool for investor to predict the share price fluctuation"