ANALISIS TINGKAT SUKU BUNGA, NILAI TUKAR RUPIAH DAN TINGKAT INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA

KOERNIAWAN, BAYU (2019) ANALISIS TINGKAT SUKU BUNGA, NILAI TUKAR RUPIAH DAN TINGKAT INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The capital market is a benchmark in the economic development of a country. In Indonesia. capital market developments can be seen from the development of stock prices listed on the Indonesia Stock Exchange. The Composite Stock Price Index (CSPI) is a reflection of the development of the capital market. As an indicator of economic development, the CSPI has links with macroeconomic variables including interest rates, the rupiah exchange rate and inflation rate. The purpose of this study is to analyze the effect of interest rates, rupiah exchange rates, and inflation rate on the CSPI. This study uses monthly time series data from 2013-2017 for each research variable. By using multiple regression analysis method, the results of this study indicate that the interest rate has a negative effect but not significant on the CSPI, rupiah exchange rate has a significant negative effect on the CSPI, while the inflation rate has a negative effect but not significant on the CSPI. However, simultaneously the three independent variables have a significant effect on the CSPI. In addition, this study also obtained an adjusted R square value of 28.6%. This means that the CSPI movement can only be predicted at 28.6% from the movement of the three independent variables. Keywords: CSPI, interest rate, rupiah exchange rate, inflation rate Pasar modal menjadi tolok ukur dalam perkembangan ekonomi suatu negara. Di Indonesia. perkembangan pasar modal terlihat dari perkembangan harga-harga saham yang tercatat di Bursa Efek Indonesia. IHSG merupakan cerminan perkembangan pasar modal. Sebagai indikator perkembangan perekonomian, IHSG memiliki keterkaitan dengan variabelvariabel ekonomi makro antara lain tingkat suku bunga, nilai tukar rupiah dan tingkat inflasi. Tujuan dari penelitian ini adalah menganalisis pengaruh tingkat suku sunga, nilai tukar rupiah, dan inflasi terhadap IHSG. Penelitian ini menggunakan data time series bulanan dari tahun 2013-2017 untuk tiap variabel penelitian. Dengan menggunakan metode analisis regresi linier berganda, hasil dari penelitian ini menunjukkan bahwa variabel tingkat suku bunga berpengaruh negatif tidak signifikan terhadap IHSG, variabel nilai tukar rupiah berpengaruh negatif signifikan terhadap IHSG, sedangkan variabel tingkat inflasi berpengaruh negatif tidak signifikan terhadap IHSG. Namun demikian, secara simultan ketiga variabel independen berpengaruh secara signifikan terhadap IHSG. Selain itu, penelitian ini juga mendapatkan nilai adjusted R square adalah 28,6%. Ini berarti bahwa pergerakan IHSG hanya dapat diprediksi sebesar 28,6% dari pergerakan ketiga variabel independen tersebut. Keywords : IHSG, tingkat suku bunga, niai tukar rupiah, tingkat inflasi

Item Type: Thesis (S2)
NIM: 55114120233
Uncontrolled Keywords: IHSG, tingkat suku bunga, niai tukar rupiah, tingkat inflasi
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.434 Process Management Programs/Program Manajemen Proses
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.435 Memory Management Programs/Program Manajemen Memori
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 060 General Organizations, Foundations, and Museology/Organisasi-organisasi Umum, dan Museologi > 069 Museology (Museum science)/Museologi > 069.6 Personnel Management of Museum/Manajemen Personalia Museum > 069.63 Personnel Management/Manajemen Personalia
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Virda Syifa
Date Deposited: 24 Jan 2019 01:31
Last Modified: 24 Jan 2019 01:31
URI: http://repository.mercubuana.ac.id/id/eprint/46861

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