MEGANANDA, DANTHI (2020) DETERMINAN YIELD TO MATURITY OBLIGASI PADA SUB SEKTOR INFRASTRUKTUR UTILITAS DI BURSA EFEK INDONESIA TAHUN 2015 - 2019. S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
In this study, the factors affecting bond returns for infrastructure, infrastructure services, sub-sector companies listed on the Indonesian Stock Exchange, interest rates, exchange rates, coupon rates, duration, inflation and corporate rating are examined. The research year used is 2015-2019. This type of research is quantitative research, taking secondary data from Bank Indonesia, Indonesia Stock Exchange, Central Bureau of Statistics and Pefindo's official website. The analysis used is multiple linear analysis using eviews 10 software for data processing. The results showed that interest rates, exchange rates, duration and corporate rating had an impact, but there was a positive insignificant effect on bond yield. While variable coupon interest has an impact, but there was a positive significant effect on bond yield.. Variable inflation has an impact, but there was a negative significant effect on bond yield. of subsector companies in infrastructure services listed on the Indonesia Stock Exchange in 2015-2019. Keywords: Yield to Maturity, Interest Rate, Exchange Rate, Coupon Rate, Duration, Inflation and Bond Rating Penelitian ini bertujuan untuk menguji faktor-faktor yang mempengaruhi imbal hasil pada jatuh tempo obligasi seperti suku bunga, nilai tukar, tingkat kupon, durasi, inflasi dan peringkat obligasi pada perusahaan subsektor infrastruktur infrastruktur yang terdaftar di Bursa Efek Indonesia. Tahun penelitian yang digunakan adalah 2015-2019. Jenis penelitian ini adalah penelitian kuantitatif yang mengambil data sekunder dari situs resmi lembaga penetapan harga obligasi Indonesia, Bank Indonesia, PT Kustodian Sentral Efek Indonesia (KSEI), Badan Pusat Statistik dan Pefindo. Analisis yang digunakan adalah analisis linier berganda dengan menggunakan software Eviews 10 untuk pengolahan datanya. Hasil penelitian menunjukkan bahwa variabel suku bunga, nilai tukar, duration, dan peringkat obligasi terbukti berpengaruh positif namun tidak signifikan terhadap yield to maturity, variabel coupon rate terbukti berpengaruh positif dan signifikan terhadap yield to maturity, sedangkan variabel inflasi berpengaruh negatif dan signifikan terhadap yield to maturity. Pada perusahaan subsektor infrastruktur pelayanan publik yang terdaftar di BEI tahun 2015-2019. Kata kunci: Yield to Maturity, Suku Bunga, Nilai Tukar, Coupon Rate, Duration,Inflasi dan Peringkat Obligasi
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