SUSENO, ANWAR (2021) PENGARUH MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM PROPERTI REAL ESTATE DAN KONSTRUKSI DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
The stock price index growth is compiled and calculated by producing a trend, where the index number is a number that is processed in such a way that it can be used to compare events in the form of stock prices from time to time. The real estate and construction property sector stock price index is an index of nine index sectors on the Indonesia Stock Exchange. The growth of this index can be a reflection of the company's performance whether it is experiencing an increase or is experiencing a decline. The ups and downs of the company's performance are influenced by national macroeconomic conditions. This study examines the effect of currency exchange rates, BI Rate, industrial production indices and inflation rates on the stock price index of real estate and construction property during the 2010-2019 period. The method used in this study used a stationary test analysis and multiple linear regression. Time series data are taken from the Indonesia Stock Exchange, the Badan Pusat Statistik and Bank Indonesia monthly reports. The results showed that the currency exchange rate and the inflation rate had a significant effect on the property stock price index. Meanwhile, the BI Rate and industrial production index affect the property stock price index when tested. Keywords: currency rate, interest rate, inflation rate, production index and Stock price Index Pertumbuhan indeks harga saham disusun dan dihitung dengan menghasilkan trend, dimana angka indeks merupakan angka yang diolah sedemikian rupa sehingga dapat digunakan untuk membandingkan kejadian yang berupa harga saham dari waktu ke waktu. Indeks harga saham sektor properti real estate dan konstruksi adalah satu indeks dari sembilan sektor indeks yang ada di Bursa Efek Indonesia. Pertumbuhan indeks ini dapat sebagai cerminan kinerja perusahaan apakah sedang mengalami peningkatan atau mengalami penurunan. Naik turun kinerja perusahaan tersebut dipengaruhi oleh kondisi makroekonomi nasional. Penelitian ini menguji pengaruh nilai tukar mata uang, tingkat bunga bank, indeks produksi industri dan tingkat inflasi dalam indeks harga saham properti real estate dan konstruksi selama periode 2010-2019. Metode yang digunakan dalam penelitian ini menggunakan analisis uji stationer dan uji regresi linier berganda. Data runtun waktu (time series) diambil dari Bursa Efek Indonesia, Badan Pusat Statistik dan laporan bulanan Bank Indonesia. Hasil penelitian menunjukkan bahwa nilai tukar mata uang dan tingkat inflasi berpengaruh signifikan terhadap indeks harga saham properti. Sementara tingkat bunga BI Rate dan indeks produksi industri mempengaruhi indeks harga saham properti ketika diuji. Kata Kunci: Kurs, BI Rate, IPI (Indeks Produksi Industri), Inflasi.
Item Type: | Thesis (S2) |
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NIM/NIDN Creators: | 55115120094 |
Uncontrolled Keywords: | Kurs, BI Rate, IPI (Indeks Produksi Industri), Inflasi. |
Subjects: | 400 Language/Bahasa > 400. Language/Bahasa > 406 Organizations and management/Organisasi dan Manajemen 800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan > 801 Philosophy and Theory of Literatures/Filsafat dan Teori Kesusastraan > 801.3 Value, Influence, Effect/Nilai, Pengaruh, Efek |
Divisions: | Pascasarjana > Magister Manajemen |
Depositing User: | CALVIN PRASETYO |
Date Deposited: | 04 Jul 2023 07:47 |
Last Modified: | 04 Jul 2023 07:47 |
URI: | http://repository.mercubuana.ac.id/id/eprint/78710 |
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