PENGARUH VARIABEL MAKROEKONOMI TERHADAP RETURN SAHAM SEKTOR TELEKOMUNIKASI

HOSEA, JEFTA GANI (2021) PENGARUH VARIABEL MAKROEKONOMI TERHADAP RETURN SAHAM SEKTOR TELEKOMUNIKASI. S2 thesis, Universitas Mercu Buana Jakarta.

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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.

Item Type: Thesis (S2)
NIM/NIDN Creators: 55118120158
Uncontrolled Keywords: Makroekonomi, PDB, Inflasi, Nilai Tukar Rupiah, Suku Bunga dan Return Saham.
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 651 Office Services/Layanan Kantor
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.3 Personnel Management/Manajemen Personalia, Manajemen Sumber Daya Manusia, Manajemen SDM
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.5 Management of Production/Manajemen Produksi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.6 Quality Management/Manajemen Kualitas
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.8 Marketing, Management of Distribution/Marketing, Manajemen Distribusi
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 08 Dec 2021 03:13
Last Modified: 08 Jul 2023 08:11
URI: http://repository.mercubuana.ac.id/id/eprint/51225

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