Stocks are one of the capital market transactions that are the choice of investors and traders. Investors and traders need strategies to profit from stocks to reduce losses. One of the predictions of future stock price movements is by using the time series method approach. DES Holt method is a stock price prediction method from time series data. However, Holt's DES method has the problem of overcasting, which needs to be mitigated by using Damped Trend. This study uses DES Holt and Damped Trend to determine the effect of Damped Trend in reducing trend forecasting. DES Holt's application uses two parameters, namely alpha and beta. Damped Trend uses three parameters, namely alpha, beta, and phi, which are performed on four stock data. The results of the study using the DES Holt method on the TLKM dataset achieved an accuracy value of 91.1693%, the MDKA dataset achieved an accuracy of 84.9775%, the HMSP dataset had an accuracy value of 92.2785%, the KLBF dataset achieved an accuracy of 92.5582%. The results of the study using Damped Trend on the TLKM dataset achieved an accuracy of 96.3035%, the MDKA dataset had an accuracy of 94.4714%, the HMSP dataset had an accuracy of 92.4587%, and the KLBF dataset had an accuracy of 98.0674%. The results of the comparison show that the Damped Trend method is able to increase the accuracy of the four datasets. The increase in the accuracy of the four datasets for TLKM data was 5.1342%, MDKA 9.4938%, and HMSP 0.1802% and the increase in KLBF accuracy was 5.5092%.