Model Track Record & Evaluasi AI
Transparansi penuh metrik evaluasi out-of-sample harga realisasi vs harga proyeksi
Total Evaluasi: 0 Sampel
Rata-rata sMAPE Global
196.14%
Symmetric Mean Absolute Percentage Error
Directional Accuracy
Pending Evaluasi
Akurasi prediksi arah naik/turun
Universe Konstituen Teruji
74 Emiten
75 Regime-Aware R2 + 1 Fallback
Siklus Evaluasi
Harian (End-of-Day)
Dievaluasi otomatis setelah tutup bursa
Metodologi Evaluasi: sMAPE & Direction Accuracy
Mengapa Symmetric MAPE (sMAPE)?
Standar MAPE konvensional seringkali memberikan penalti asimetris yang berlebihan ketika harga saham bernilai rendah. Formula sMAPE yang digunakan:
sMAPE
=
× 100%
2 × |t − yt|
|t| + |yt|
Formula ini memberikan bobot berimbang terhadap prediksi yang over-estimate maupun under-estimate.
t : Estimasi harga prediksi sesi t
yt : Harga penutupan realisasi sesi t
Directional Accuracy
Menghitung persentase kesesuaian tanda arah pergerakan:
Directional Match
=
sign(t − yt−1) == sign(yt − yt−1)
Sangat penting bagi praktisi kuantitatif untuk melihat apakah model mampu menangkap dinamika momentum pasar terlepas dari deviasi harga nominal.
yt−1 : Harga penutupan sesi sebelumnya
sign(·) : Nilai arah (+1 naik, -1 turun, 0 tetap)
Daftar Evaluasi Out-of-Sample Terkini
50 Rekaman Terakhir| Target Tanggal | Saham | Model | Rezim | Harga Realisasi | Harga Prediksi | Error Nominal | sMAPE (%) | Arah Prediksi |
|---|---|---|---|---|---|---|---|---|
| 15 Sep 2026 |
ACES
PT Aspirasi Hidup Indonesia Tbk
|
xgboost | Belum Ditentukan | Rp 354 | Rp 354 | Rp 0 | 0.78% | Meleset |
| 15 Sep 2026 |
ACES
PT Aspirasi Hidup Indonesia Tbk
|
primary | Belum Ditentukan | Rp 354 | Rp 354 | - | 0.00% | Tepat |
| 15 Sep 2026 |
ACES
PT Aspirasi Hidup Indonesia Tbk
|
regime_aware | Volatilitas Rendah | Rp 354 | Rp 354 | Rp 0 | 5.97% | Meleset |
| 15 Sep 2026 |
ADMR
PT Adaro Minerals Indonesia Tbk
|
xgboost | Belum Ditentukan | Rp 1.580 | Rp 1.596 | Rp 16 | 98.23% | Meleset |
| 15 Sep 2026 |
ADMR
PT Adaro Minerals Indonesia Tbk
|
primary | Belum Ditentukan | Rp 1.580 | Rp 1.595 | Rp 15 | 94.49% | Meleset |
| 15 Sep 2026 |
ADMR
PT Adaro Minerals Indonesia Tbk
|
regime_aware | Volatilitas Rendah | Rp 1.580 | Rp 1.596 | Rp 16 | 99.88% | Meleset |
| 15 Sep 2026 |
ADRO
PT Adaro Energy Indonesia Tbk
|
primary | Belum Ditentukan | Rp 2.590 | Rp 2.620 | Rp 30 | 115.16% | Meleset |
| 15 Sep 2026 |
ADRO
PT Adaro Energy Indonesia Tbk
|
regime_aware | Volatilitas Sedang | Rp 2.590 | Rp 2.621 | Rp 31 | 119.80% | Meleset |
| 15 Sep 2026 |
ADRO
PT Adaro Energy Indonesia Tbk
|
xgboost | Belum Ditentukan | Rp 2.590 | Rp 2.621 | Rp 31 | 118.91% | Meleset |
| 15 Sep 2026 |
AKRA
PT AKR Corporindo Tbk
|
primary | Belum Ditentukan | Rp 1.490 | Rp 1.510 | Rp 20 | 133.33% | Meleset |
| 15 Sep 2026 |
AKRA
PT AKR Corporindo Tbk
|
regime_aware | Volatilitas Sedang | Rp 1.490 | Rp 1.511 | Rp 21 | 138.49% | Meleset |
| 15 Sep 2026 |
AKRA
PT AKR Corporindo Tbk
|
xgboost | Belum Ditentukan | Rp 1.490 | Rp 1.511 | Rp 21 | 137.08% | Meleset |
| 15 Sep 2026 |
AMMN
PT Amman Mineral Internasional Tbk
|
regime_aware | Volatilitas Sedang | Rp 5.050 | Rp 5.103 | Rp 53 | 104.84% | Meleset |
| 15 Sep 2026 |
AMMN
PT Amman Mineral Internasional Tbk
|
xgboost | Belum Ditentukan | Rp 5.050 | Rp 5.100 | Rp 50 | 99.30% | Meleset |
| 15 Sep 2026 |
AMMN
PT Amman Mineral Internasional Tbk
|
primary | Belum Ditentukan | Rp 5.050 | Rp 5.100 | Rp 50 | 98.52% | Meleset |
| 15 Sep 2026 |
AMRT
PT Sumber Alfaria Trijaya Tbk
|
xgboost | Belum Ditentukan | Rp 1.300 | Rp 1.280 | Rp 20 | 151.29% | Tepat |
| 15 Sep 2026 |
AMRT
PT Sumber Alfaria Trijaya Tbk
|
primary | Belum Ditentukan | Rp 1.300 | Rp 1.280 | Rp 20 | 155.04% | Meleset |
| 15 Sep 2026 |
AMRT
PT Sumber Alfaria Trijaya Tbk
|
regime_aware | Volatilitas Tinggi | Rp 1.300 | Rp 1.281 | Rp 19 | 150.28% | Tepat |
| 15 Sep 2026 |
ANTM
PT Aneka Tambang Tbk
|
xgboost | Belum Ditentukan | Rp 3.270 | Rp 3.191 | Rp 79 | 243.93% | Tepat |
| 15 Sep 2026 |
ANTM
PT Aneka Tambang Tbk
|
primary | Belum Ditentukan | Rp 3.270 | Rp 3.190 | Rp 80 | 247.68% | Meleset |
| 15 Sep 2026 |
ANTM
PT Aneka Tambang Tbk
|
regime_aware | Volatilitas Tinggi | Rp 3.270 | Rp 3.191 | Rp 79 | 243.47% | Tepat |
| 15 Sep 2026 |
ARTO
PT Bank Jago Tbk
|
primary | Belum Ditentukan | Rp 950 | Rp 980 | Rp 30 | 310.88% | Meleset |
| 15 Sep 2026 |
ARTO
PT Bank Jago Tbk
|
regime_aware | Volatilitas Tinggi | Rp 950 | Rp 980 | Rp 30 | 314.63% | Meleset |
| 15 Sep 2026 |
ARTO
PT Bank Jago Tbk
|
xgboost | Belum Ditentukan | Rp 950 | Rp 980 | Rp 30 | 314.62% | Meleset |
| 15 Sep 2026 |
ASII
PT Astra International Tbk
|
primary | Belum Ditentukan | Rp 4.890 | Rp 4.980 | Rp 90 | 182.37% | Meleset |
| 15 Sep 2026 |
ASII
PT Astra International Tbk
|
regime_aware | Volatilitas Sedang | Rp 4.890 | Rp 4.980 | Rp 90 | 181.70% | Tepat |
| 15 Sep 2026 |
ASII
PT Astra International Tbk
|
xgboost | Belum Ditentukan | Rp 4.890 | Rp 4.981 | Rp 91 | 184.67% | Meleset |
| 15 Sep 2026 |
BBCA
PT Bank Central Asia Tbk
|
regime_aware | Volatilitas Sedang | Rp 6.400 | Rp 6.504 | Rp 104 | 160.51% | Meleset |
| 15 Sep 2026 |
BBCA
PT Bank Central Asia Tbk
|
xgboost | Belum Ditentukan | Rp 6.400 | Rp 6.502 | Rp 102 | 158.78% | Meleset |
| 15 Sep 2026 |
BBCA
PT Bank Central Asia Tbk
|
primary | Belum Ditentukan | Rp 6.400 | Rp 6.500 | Rp 100 | 155.04% | Meleset |
| 15 Sep 2026 |
BBNI
PT Bank Negara Indonesia (Persero) Tbk
|
xgboost | Belum Ditentukan | Rp 3.750 | Rp 3.871 | Rp 121 | 318.70% | Meleset |
| 15 Sep 2026 |
BBNI
PT Bank Negara Indonesia (Persero) Tbk
|
primary | Belum Ditentukan | Rp 3.750 | Rp 3.870 | Rp 120 | 314.96% | Meleset |
| 15 Sep 2026 |
BBNI
PT Bank Negara Indonesia (Persero) Tbk
|
regime_aware | Volatilitas Tinggi | Rp 3.750 | Rp 3.872 | Rp 122 | 319.60% | Meleset |
| 15 Sep 2026 |
BBRI
PT Bank Rakyat Indonesia (Persero) Tbk
|
primary | Belum Ditentukan | Rp 3.320 | Rp 3.400 | Rp 80 | 238.10% | Meleset |
| 15 Sep 2026 |
BBRI
PT Bank Rakyat Indonesia (Persero) Tbk
|
regime_aware | Volatilitas Sedang | Rp 3.320 | Rp 3.400 | Rp 80 | 238.47% | Meleset |
| 15 Sep 2026 |
BBRI
PT Bank Rakyat Indonesia (Persero) Tbk
|
xgboost | Belum Ditentukan | Rp 3.320 | Rp 3.401 | Rp 81 | 241.84% | Meleset |
| 15 Sep 2026 |
BBTN
PT Bank Tabungan Negara (Persero) Tbk
|
primary | Belum Ditentukan | Rp 1.185 | Rp 1.215 | Rp 30 | 250.00% | Meleset |
| 15 Sep 2026 |
BBTN
PT Bank Tabungan Negara (Persero) Tbk
|
regime_aware | Volatilitas Sedang | Rp 1.185 | Rp 1.214 | Rp 29 | 239.83% | Tepat |
| 15 Sep 2026 |
BBTN
PT Bank Tabungan Negara (Persero) Tbk
|
xgboost | Belum Ditentukan | Rp 1.185 | Rp 1.215 | Rp 30 | 250.78% | Meleset |
| 15 Sep 2026 |
BFIN
PT BFI Finance Indonesia Tbk
|
regime_aware | Volatilitas Rendah | Rp 980 | Rp 996 | Rp 16 | 158.18% | Meleset |
| 15 Sep 2026 |
BFIN
PT BFI Finance Indonesia Tbk
|
xgboost | Belum Ditentukan | Rp 980 | Rp 995 | Rp 15 | 155.64% | Meleset |
| 15 Sep 2026 |
BFIN
PT BFI Finance Indonesia Tbk
|
primary | Belum Ditentukan | Rp 980 | Rp 995 | Rp 15 | 151.90% | Meleset |
| 15 Sep 2026 |
BMRI
PT Bank Mandiri (Persero) Tbk
|
xgboost | Belum Ditentukan | Rp 4.340 | Rp 4.442 | Rp 102 | 231.53% | Meleset |
| 15 Sep 2026 |
BMRI
PT Bank Mandiri (Persero) Tbk
|
primary | Belum Ditentukan | Rp 4.340 | Rp 4.440 | Rp 100 | 227.79% | Meleset |
| 15 Sep 2026 |
BMRI
PT Bank Mandiri (Persero) Tbk
|
regime_aware | Volatilitas Sedang | Rp 4.340 | Rp 4.442 | Rp 102 | 232.55% | Meleset |
| 15 Sep 2026 |
BREN
PT Barito Renewables Energy Tbk
|
xgboost | Belum Ditentukan | Rp 3.150 | Rp 3.111 | Rp 39 | 124.05% | Tepat |
| 15 Sep 2026 |
BREN
PT Barito Renewables Energy Tbk
|
primary | Belum Ditentukan | Rp 3.150 | Rp 3.110 | Rp 40 | 127.80% | Meleset |
| 15 Sep 2026 |
BREN
PT Barito Renewables Energy Tbk
|
regime_aware | Volatilitas Tinggi | Rp 3.150 | Rp 3.111 | Rp 39 | 125.16% | Tepat |
| 15 Sep 2026 |
BRIS
PT Bank Syariah Indonesia Tbk
|
primary | Belum Ditentukan | Rp 1.710 | Rp 1.730 | Rp 20 | 116.28% | Meleset |
| 15 Sep 2026 |
BRIS
PT Bank Syariah Indonesia Tbk
|
regime_aware | Volatilitas Sedang | Rp 1.710 | Rp 1.729 | Rp 19 | 109.58% | Tepat |