ANALISIS PENGARUH FAKTOR MAKRO EKONOMI TERHADAP RETURN SAHAM LQ 45

SETIAWAN, SEPTIYANTI (2010) ANALISIS PENGARUH FAKTOR MAKRO EKONOMI TERHADAP RETURN SAHAM LQ 45. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

This research aim to to analyse influence of economic macro factors, that is interest rate, inflation, exchange rate rupiah (to USD), and reserve of foreign exchange to return of share of LQ 45. Variable trussed in this research is return of share of monthly of LQ 45, while free variable used in this research that is interest rate, inflation, exchange rate rupiah (to USD), and the foreign exchange reserve. Variable used in this research is measured by using ratio scale. Population of this research is share of group of LQ 45 period of August 2006 until July 2008. From taken by existing population of sample with criterion share of incoming company successively into group of LQ 45 at period of August 2006 until July 2008. The method of analysis used is the method of multiple linear regression. Result of this research is interest rate, exchange rate rupiah ( to USD), owning influence of negative significant to return of share of LQ 45, reserve of foreign exchange own influence of positive significant, while inflation have influence which do not significant to return of share of LQ 45. Together variable interest rate, inflation, exchange rate rupiah (to USD), and reserve of foreign exchange are statistically influence return of share of LQ 45.Penelitian ini bertujuan untuk menganalisis pengaruh faktor-faktor makro ekonomi, yaitu tingkat suku bunga, inflasi, nilai tukar rupiah (terhadap USD), dan cadangan devisa terhadap return saham LQ 45. Variabel terikat dalam penelitian ini adalah return saham bulanan LQ 45, sedangkan variabel bebas yang digunakan dalam penelitian ini yaitu tingkat suku bunga, inflasi, nilai tukar rupiah (terhadap USD), dan cadangan devisa. Variabel yang digunakan dalam penelitian diukur dengan menggunakan skala rasio. Populasi penelitian adalah saham kelompok LQ 45 periode Agustus 2006 hingga Juli 2008. Dari populasi yang ada diambil sampel dengan kriteria saham-saham perusahaan yang masuk secara berturut-turut ke dalam kelompok LQ 45 pada periode Agustus 2006 hingga Juli 2008. Metode analisis yang digunakan adalah metode regresi linier berganda. Hasil penelitian ini adalah tingkat suku bunga, nilai tukar rupiah (terhadap USD), memiliki pengaruh signifikan negatif terhadap return saham LQ 45, cadangan devisa memiliki pengaruh signifikan positif, sedangkan inflasi mempunyai pengaruh yang tidak signifikan terhadap return saham LQ 45. Secara bersama- sama variabel tingkat suku bunga, inflasi, nilai tukar rupiah (terhadap USD), dan cadangan devisa secara statistik mempengaruhi return saham LQ 45.

Item Type: Thesis (S2)
Call Number CD: CDT-551-10-120
NIM/NIDN Creators: 55107120013
Uncontrolled Keywords: return saham LQ 45, MKU, Manajemen keuangan
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum
Divisions: Pascasarjana > Magister Manajemen
Depositing User: UMMI RAHMATUSSYIFA
Date Deposited: 23 May 2022 03:28
Last Modified: 09 Feb 2023 02:57
URI: http://repository.mercubuana.ac.id/id/eprint/61492

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