Analis Sentiment Antara Opini Pengguna Twitter dan Pergerakan Saham BCA di Pasar Modal Indonesia

Abstract

Twitter has become a very important platform for stock traders and investors around the world, including in large countries like America. They rely on Twitter to access valuable information, similar to using Bloomberg terminals. While Twitter provides valuable insights, there are also negative aspects such as the spread of false information. Sentiment around shares shared on Twitter continues to grow, this encourages researchers to conduct research with the aim of providing better insight into how sentiment on Twitter social media can influence the movement of the BCA stock capital market in Indonesia. This research uses a data collection process method carried out by crawling Twitter data using tweet harvest, then the data is preprocessed with the aim of cleaning the tweet data so that it can be ready for further analysis stages, the data that has been collected is labeled according to the specified categories, then the results of the labeling are analyzed and reviewed in accordance with developments in BCA share prices in Indonesia. The analysis results show that sentiment on social media can have a significant impact on the capital market. Where in sentiment analysis, the highest number of data with positive labels was obtained, namely 635 tweet data (63.5%). The negative label has a total of 102 tweet data (10.2%), while the neutral label has the lowest number, namely 256 tweet data (25.6%). From this amount of data, it can be concluded that positive sentiment has a high frequency, while neutral and negative sentiment has a lower frequency.