PENGARUH SUKU BUNGA, INFLASI, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BEI PERIODE 2009-2018

TURANDY, ASTRIYANA (2019) PENGARUH SUKU BUNGA, INFLASI, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BEI PERIODE 2009-2018. Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia (STEI) Jakarta.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk mengetahui pengaruh tingkat suku bunga, inflasi, dan nilai tukar rupiah terhadap Indeks Harga Saham Gabungan (IHSG). Variabel independen dalam penelitian ini adalah Suku Bunga (X1), Infasi (X2), dan Nilai Tukar Rupiah (X3) dan variabel dependen adalah Indeks Harga Saham Gabungan (IHSG) (Y). Jenis penelitian yang digunakan yaitu penelitian ex post facto, dengan menggunakan data time series, teknik pengambilan sampel menggunakan purposive sampling, sample yang akan digunakan untuk penelitian ini adalah data perbulan setiap tahunnya selama periode 2009-2018 dari setiap variabel. Jumlah sampel penelitian yang menggunakan teknik sampling jenuh diperoleh sebanyak 120 sampel. Analisis data yang digunakan adalah uji stasioner, dan analisis regresi linier berganda menggunakan Eviews Ver 10. Hasil penelitian ini menunjukkan bahwa koefisien determinasi (R2) sebesar 35,6% berarti bahwa variabel independen mempengaruhi variabel dependen sebesar 35,6% dan sisanya 64, 4% dipengaruhi oleh variabel lain di luar penelitian ini. Hasil Uji F menunjukkan bahwa variabel independen inflasi, suku bunga, dan nilai tukar rupiah secara simultan memiliki pengaruh signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Hasil uji t menunjukkan bahwa variabel inflasi secara parsial berpengaruh negatif signifikan terhadap Indeks Harga Saham Gabungan (IHSG), variabel suku bunga, dan nilai tukar rupiah berpengaruh negatif signifikan terhadap Indeks Harga Saham Gabungan (IHSG). Kata kunci : Indeks Harga Saham Gabungan, Suku Bunga, Inflasi, Nilai Tukar ABSTRACT This study aims to determine how much influence the interest rate, inflation, and the rupiah exchange rate on the Composite Stock Price Index (CSPI). The independent variables in this study are the Interest Rate (X1), Inflation (X2), and Rupiah Exchange Rate (X3) and the dependent variable is the Composite Stock Price Index (CSPI) (Y). This type of research is ex post facto research, using time series data, the sampling technique uses purposive sampling, the sample that will be used for this study is monthly data each year for the period 2009-2018 of each variable. The number of research samples using saturated sampling techniques is obtained as many as 120 samples. Analysis of the data used is multiple linear regression analysis using Eviews Ver 10. The results of this study indicate that the coefficient of determination (R2) of 0.356%, which means the independent variable affects the dependent variable by 35.6% and the remaining 64.4% is influenced by variables other than this research. F Test results show that the independent variables of inflation, interest rates, and the rupiah exchange rate simultaneously have a significant effect on the Composite Stock Price Index (CSPI). The t test results showed that the inflation variable partially had a significant negative effect on the Composite Stock Price Index (CSPI), the variable interest rate and the rupiah exchange rate had a significant negative effect on the Composite Stock Price Index (CSPI) Keywords: The Influence of Interest Rates, Inflation, and Exchange Rates on The Composite Stock Price Index

Item Type: Thesis (Skripsi)
Contributors:
ContributionContributorsNIDNEmail
Thesis advisorS Suriawinata, ImanUNSPECIFIEDUNSPECIFIED
Subjects: Manajemen > Manajemen Keuangan
Divisions: S1 Manajemen
Depositing User: Ridho Adi Nugroho
Date Deposited: 03 Jan 2022 03:51
Last Modified: 03 Jan 2022 03:51
URI: http://repository.stei.ac.id/id/eprint/6540

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