PENGARUH INFLASI, BI RATE, NILAI TUKAR DAN INDEKS NIKKEI 225 TERHADAP INDEKS HARGA SAHAM GABUNGAN TAHUN 2019-2022

AGUSTIN, AFERINA DITA (2023) PENGARUH INFLASI, BI RATE, NILAI TUKAR DAN INDEKS NIKKEI 225 TERHADAP INDEKS HARGA SAHAM GABUNGAN TAHUN 2019-2022. S1 thesis, Universitas Mercu Buana Bekasi.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh Inflasi, BI Rate, Nilai Tukar, dan Indeks Nikkei 225 terhadap Indeks Harga Saham Gabungan (IHSG) tahun 2019 – 2022. Pengumpulan data dilakukan melalui metode dokumentasi dengan menggunakan data sekunder dan time series dengan mengumpulkan data bulanan dari variabel-variabel yang diteliti. Teknik pengambilan sampel menggunakan sampling jenuh. Dalam penelitian ini, analisis data menggunakan pendekatan Partial Least Square (PLS). Pengujian inner model atau model struktural dilakukan untuk melihat hubungan antara konstruk, nilai signifikan, dan R-square. Uji hipotesis dilakukan menggunakan program SmartPLS 4.0 melalui prosedur bootstrapping. Hasil penelitian ini menunjukkan bahwa variabel Inflasi berpengaruh positif signifikan terhadap IHSG. Sementara variabel BI Rate berpengaruh positif tidak signifikan terhadap IHSG. Variabel Nilai Tukar berpengaruh negatif signifikan terhadap IHSG. Dan variabel Indeks Nikkei 225 berpengaruh positif signifikan terhadap IHSG selama tahun 20192022. Kata Kunci : Inflasi, BI Rate, Nilai Tukar, Indeks Nikkei 225, IHSG ABSTRACT This research aims to analyze the effect of Inflation, BI Rate, Exchange Rate, and Nikkei 225 Index on the Composite Stock Price Index (JCI/IHSG) in 2019 - 2022. Data collection is done through the documentation method using secondary data and time series by collecting monthly data from the variables studied. The sampling technique used saturated sampling. In this study, data analysis used the Partial Least Square (PLS) approach. Inner model or structural model testing is carried out to see the relationship between constructs, significant values, and R-square. Hypothesis testing was carried out using the SmartPLS 4.0 program through the bootstrapping procedure. The results of this study indicate that the Inflation variable has a significant positive effect on JCI/IHSG. While the BI Rate variable has a positive and insignificant effect on the JCI/IHSG. The Exchange Rate variable has a significant negative effect on the JCI/IHSG. And the Nikkei 225 Index variable has a significant positive effect on the JCI/IHSG during 2019-2022. Keywords : Inflation, BI Rate, Exchange Rate, Nikkei 225 Index, IHSG

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