PENGARUH VARIABEL MAKRO EKONOMI TERHADAP RETURN SAHAM (Studi Kasus Pada Sektor Tekstil dan Garmen Periode Januari 2008 - Desember 2018)

ZARANADYA, ZARANADYA (2019) PENGARUH VARIABEL MAKRO EKONOMI TERHADAP RETURN SAHAM (Studi Kasus Pada Sektor Tekstil dan Garmen Periode Januari 2008 - Desember 2018). S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study includes macroeconomic variables namely ipi surprise factor, inflation, exchange rate and bi rate interest rates on stock returns of the textile and garment sector in Indonesia. This research was conducted using quantitative data and secondary data using purposive sampling techniques so that the amount of data obtained by 13 textile and garment companies was listed on the Indonesia Stock Exchange (IDX) with eleven years of monthly data from January 2008 to December 2018. At this study uses multiple linear regression analysis with the Arbitrage Pricing Theory (APT) model selected to be applied to the independent variable data. The results of this study indicate that partially and simultaneously the ipi, inflation, exchange rate and bi rate interest rates surprise factor variable do not affect the stock returns of the textile and garment sector. The results of the Arbitrage Pricing Theory (APT) modeling are also not proven to predict risk in the stock returns of the textile and garment sector in Indonesia. Keywords: Surprise Factor IPI, Surprise Factor inflation, Surprise Factor Exchange Rate, Suprise Factor BI Rare, Stock Return Arbitrage Pricing Theory (APT Penelitian ini mencakup variabel makro ekonomi yaitu surprise factor ipi, inflasi, kurs dan suku bunga bi rate terhadap Return saham sektor tekstil dan garmen di Indonesia. Penelitian ini dilakukan dengan mengunakan data kuantitatif dan data sekunder dengan menggunakan teknik purposive sampling sehingga jumlah data yang diperoleh sebanyak 13 perusahaan tekstil dan garmen yang terdaftar di Bursa Efek Indonesia (BEI) dengan rentang waktu sebelas tahun data bulanan dari Januari 2008 hingga Desember 2018. Pada penelitian ini menggunakan analisis regresi linier berganda dengan model Arbitrage Pricing Theory (APT) dipilih untuk diterapkan pada data variabel bebas. Hasil penelitian ini menunjukkan bahwa secara parsial dan simultan variabel surprise factor ipi, inflasi, kurs dan suku bunga bi rate tidak berpengaruh terhadap Return saham sektor tekstil dan garmen. Hasil dari pemodelan Arbitrage Pricing Theory (APT) juga tidak terbukti untuk memprediksi resiko dalam return saham sektor tekstil dan garmen di Indonesia. Kata Kunci : Surprise Factor IPI, Surprise Factor inflasi, Surprise Factor Kurs, Surprise Factor BI Rate, Return saham Arbitrage Pricing Theory (APT).

Item Type: Thesis (S1)
Call Number CD: FE/MJ. 19 468
NIM: 43115010138
Uncontrolled Keywords: Surprise Factor IPI, Surprise Factor inflasi, Surprise Factor Kurs, Surprise Factor BI Rate, Return saham Arbitrage Pricing Theory (APT).
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 10 Dec 2019 04:49
Last Modified: 07 Jan 2020 03:03
URI: http://repository.mercubuana.ac.id/id/eprint/52708

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