ANALISIS PENGARUH NILAI TUKAR RUPIAH, SUKU BUNGA, INFLASI, HARGA MINYAK DUNIA, DAN INDEKS DOW JONES TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI)

PRATAMA, FAHMIL JAYA (2018) ANALISIS PENGARUH NILAI TUKAR RUPIAH, SUKU BUNGA, INFLASI, HARGA MINYAK DUNIA, DAN INDEKS DOW JONES TERHADAP PERGERAKAN INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI). S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to analyze the effect of Exchange Rate, BI Rate, Inflation, World Crude Oil Prices and Dow Jones Index on the volatility of Jakarta Composite Index. Sample taken in this research are monthly data of Exchange Rate IDR to USD, BI Rate, Inflation, Oil Prices WTI, Dow Jones Index and JCI period of 2010-2016. The method of analysis used in this study is multiple linear regression. The result showed that R2=0,954 which means BI Rate, Inflation, World Crude Oil Prices and Dow Jones Index simultaneously affect to the volatility of JCI by 95,4%. The remaining 4,6% the volatility of IHSG influenced by other factors that not observed in this study. Partially World Crude Oil Prices and Dow Jones Index are having significant positive effect on the volatility of JCI, while BI Rate and Inflation are not having significant influence on the volatility of JCI. Keywords: JCI, Exchange Rate, BI Rate, Inflation, World Crude Oil Prices, Dow Jones Index Penelitian ini bertujuan untuk menganalisis pengaruh Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi, Harga Minyak Dunia dan Indeks Dow Jones terhadap pergerakan Indeks Harga Saham Gabungan. Sampel yang diambil dalam penelitian adalah data bulanan Nilai Tukar Rupiah terhadap Dollar, Suku Bunga SBI, Inflasi, Harga Minyak WTI, Indeks Dow Jones dan IHSG periode 2010-2016. Metode analisis data yang digunakan adalah regresi linier berganda. Hasil penelitian menunjukkan bahwa R2=0,954 yang berarti bahwa secara bersama-sama Suku Bunga SBI, Inflasi, Harga Minyak Dunia dan Indeks Dow Jones secara bersama-sama (simultan) mempengaruhi pergerakan IHSG sebesar 95,4%. Sedangkan sisanya 4,6% pergerakan IHSG dipengaruhi oleh faktor lain yang tidak diamati dalam peneitian ini. Secara parsial Harga Minyak Dunia dan Indeks Dow Jones berpengaruh signifikan positif terhadap pergerakan IHSG, sedangkan Suku Bunga SBI dan Inflasi tidak berpengaruh signifikan terhadap pergerakan IHSG. Kata kunci: IHSG, Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi, Harga Minyak Dunia, Indeks Dow Jones

Item Type: Thesis (S2)
Call Number CD: CD/551. 18 042
Call Number: TM/51/18/080
NIM/NIDN Creators: 55116110089
Uncontrolled Keywords: IHSG, Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi, Harga Minyak Dunia, Indeks Dow Jones
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 25 Oct 2018 03:35
Last Modified: 16 Dec 2021 22:36
URI: http://repository.mercubuana.ac.id/id/eprint/45203

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