SATRYA, DIAN CHRISNA (2020) ANALISIS PENGARUH NILAI TUKAR, SUKU BUNGA, LAJU INFLASI, HARGA MINYAK DUNIA, TERHADAP INDEKS HARGA SAHAM LQ45 DI INDONESIA (Kajian Empiris Pada Bursa Efek Indonesia Periode Pengamatan Tahun 2012-2018). S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
This study aims to analyze the effect of the variables of the Rupiah to Dollar Exchange Rate, SBI, Inflation, and World Oil Prices on the movement of the LQ45 Stock Price Index on the Indonesia Stock Exchange. The study uses monthly data samples with periods from January, 2012 to December 2018. The method used is multiple linear regressions. F test results show the feasibility of the model the coefficient of determination R2 0.151 means that the Exchange Rate of Rupiah to Dollar, SBI Interest Rate, Inflation, and World Oil Prices together have an influence of 15.1% on the dependent variable movement of the LQ45 Stock Price Index on the IDX. Separately with the t test the exchange rate of the Rupiah against the Dollar has a significant negative effect and SBI interest rate significant negative, while World Oil Prices and Inflation do not affect the movement of the LQ45 Stock Price Index on the IDX. Keywords: LQ45, Rupiah Exchange Rate, SBI Interest Rate, Inflation, World Oil Prices. Penelitian ini bertujuan untuk menganalisis pengaruh variabel-variabel Nilai Tukar Rupiah terhadap Dollar, Suku Bunga SBI, Inflasi, dan Harga Minyak Dunia terhadap pergerakan Indeks Harga Saham LQ45 di Bursa Efek Indonesia. Penelitian menggunakan sampel data bulanan dengan periode dari Januari, 2012 sampai dengan Desember 2018. Metode yang digunakan regresi linier berganda. Hasil uji F menunjukkan kelayakan model Koefisien determinasi R2 0,151 artinya bahwa Nilai Tukar Rupiah terhadap Dollar, Suku Bunga SBI, Inflasi, dan Harga Minyak Dunia secara bersama-sama memiliki pengaruh sebesar 15,1% terhadap variabel dependen pergerakan Indeks Harga Saham LQ45 di BEI. Secara terpisah dengan uji t Nilai tukar Rupiah terhadap Dollar berpengaruh signifikan negatif dan Suku Bunga SBI signifikan negatif, sedangkan Inflasi dan Harga Minyak Dunia tidak berpengaruh terhadap pergerakan Indeks Harga Saham LQ45 di BEI. Kata kunci: LQ45, Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi, Harga Minyak Dunia.
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