Since the COVID-19 pandemic, the number of new investors entering the Indonesia capital market has significantly increased. Director of Index Harga Saham Gabungan (IHSG) said the pandemic COVID-19 also brought several new achievements in the capital market, including in terms of the number of investors, market capitalization, to volume, frequency, and investment value. Autoregressive Integrated Moving Average (ARIMA) is a model that is commonly used to predict the movement of a stock. However, there are also some limitations of ARIMA, ARIMA model can no longer accommodate when there is a sharp spike or drops in prices and if ARIMA model used for a long time, the forecast results will be constant. This research was conduct on FREN's stock price which recently has a high trend and the price is strongly influenced by public sentiment. In this study, researchers will compare the Multiple Linear Regression, LSTM model using proposed model with ARIMA to give new insight from business side and stock investors to give a better decisions in stock investment strategies. The results show that ARIMA which predicts stock movements based on historical data alone cannot predict FREN stocks when there is a sharp spikes of stock prices.