Design of Company Financial Health Prediction System with Extra Trees Method Based on Fundamental Analysis

The financial health of a company can be understood as the company’s ability to obtain funds, fulfill its financial obligations, and generate sufficient profits to maintain its business operations. Analysis of company health can be done by fundamental analysis. This research deliberately uses machine learning to analyze the company’s fundamental data to avoid traditional financial analysis methods, which often suffer from subjectivity and limitations in handling complex problems. This research uses fundamental indicator data from KOMPAS100. The results of this study compare several classification methods and the Extra Trees model is the best in terms of performance. The performance is in the form of 94% accuracy, 96% precision, 92% recall, and 94% F1-score.