HOSEA, JEFTA GANI (2021) PENGARUH VARIABEL MAKROEKONOMI TERHADAP RETURN SAHAM SEKTOR TELEKOMUNIKASI. S2 thesis, Universitas Mercu Buana Jakarta.
|
Text (HAL COVER)
Cover.pdf Download (749kB) | Preview |
|
![[img]](https://repository.mercubuana.ac.id/style/images/fileicons/text.png) |
Text (BAB I)
BAB 1.pdf Restricted to Registered users only Download (334kB) |
|
|
Text (BAB II)
BAB 2.pdf Restricted to Registered users only Download (375kB) |
|
|
Text (BAB III)
BAB 3.pdf Restricted to Registered users only Download (378kB) |
|
|
Text (BAB IV)
BAB 4.pdf Restricted to Registered users only Download (361kB) |
|
|
Text (BAB V)
BAB 5.pdf Restricted to Registered users only Download (177kB) |
|
|
Text (DAFTAR PUSTAKA)
Daftar Pustaka.pdf Restricted to Registered users only Download (205kB) |
|
|
Text (LAMPIRAN)
Lampiran.pdf Restricted to Registered users only Download (231kB) |
Abstract
This study aims to see the effect of macroeconomic factors on stock returns in telecommunications companies listed on the Indonesia Stock Exchange for the period 2015 to 2020. The factors analyzed in this study are GDP, inflation, interest rates, and the rupiah exchange rate as independent variables and stock returns. as the dependent variable. The data analyzed in this study belong to the type of quantitative research. By selecting samples using purposive sampling obtained as many as 4 samples of telecommunications companies. The method of analysis of this study uses panel data regression and the data used in this study are secondary data. The results of this study indicate that the coefficient of determination (R2) is 26.32%, while the remaining 73.68% is the fact by other factors outside the study. The results of this study indicate that the GDP variable does no effect on telecommunications stock returns. However, the Inflation and Exchange Rate variables have a significant effect on stock returns with a negative effect. Meanwhile, the interest rate variable has a significant effect on stock returns with a positive effect on stock returns of telecommunications companies listed on the Indonesia Stock Exchange for the 2015-2020 period. Keywords: Macroeconomics, GDP, Inflation, Rupiah Exchange Rate, Interest Rates and Stock Returns. Penelitian ini bertujuan untuk mengetahui pengaruh faktor makroekonomi terhadap return saham pada perusahaan Telekomunikasi yang terdaftar di Bursa Efek Indonesia periode 2015 hingga 2020. Faktor- faktor yang dianalisis dalam penelitian ini adalah PDB, inflasi, suku bunga dan nilai tukar rupiah sebagai variable independent dan return saham sebagai variable dependen. Data yang dianalisis penelitian ini tergolong kedalam jenis penelitian kuantitatif. Dengan pemilihan sampel menggunakan purposive sampling didapatkan sebanyak 4 sampel perusahaan telekomunikasi. Metode analisis dari penelitian ini menggunakan regresi data panel dan data yang digunakan dalam penelitian ini adalah data sekunder. Hasil dari penelitian ini menunjukkan bahwa koefisien determinasi (R²) benilai sebesar 26,32% sedangkan sisanya sebesar 73,68% dijelaskan oleh faktor lain diluar penelitian. Hasil penelitian ini menunjukkan bahwa variabel PDB tidak berpengaruh terhadap return saham telekomunikasi. Namun variabel Inflasi dan Nilai Tukar berpengaruh signifikan terhadap return saham dengan pengaruh negatif. Sedangkan variabel Suku Bunga memiliki pengaruh signifkan terhadap return saham dengan pengaruh positif terhadap Return saham perusahaan Telekomunikasi yang terdaftar di Bursa Efek Indonesia periode 2015-2020. Kata Kunci: Makroekonomi, PDB, Inflasi, Nilai Tukar Rupiah, Suku Bunga dan Return Saham.
Actions (login required)
 |
View Item |
