PENGARUH HARGA KOMODITAS, NILAI TUKAR DAN INFLASI TERHADAP NILAI PERUSAHAAN DIMEDIASI RISIKO BISNIS (Studi pada Perusahaan Pertambangan & Perkebunan, 2017-2022)

PRISTINA, NUGRAHENI (2024) PENGARUH HARGA KOMODITAS, NILAI TUKAR DAN INFLASI TERHADAP NILAI PERUSAHAAN DIMEDIASI RISIKO BISNIS (Studi pada Perusahaan Pertambangan & Perkebunan, 2017-2022). S2 thesis, Universitas Mercu Buana - Menteng.

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Abstract

The objective of this study is to examine the effect of Commodity Prices, Exchange Rates, and Inflation on Firm Value Mediated by Business Risk. The population in this study consists of 70 mining sector and plantation sub-sector companies listed on the Indonesia Stock Exchange from 2017 to 2022. The sampling technique used is purposive sampling, resulting in a total of 31 research samples used in this study. The data analysis techniques employed in this research are panel data regression and the Sobel test. The analysis results indicate that Commodity Prices and Exchange Rate have a significant negative effect on Firm Value; Inflation does not affect Firm Value and Business Risk has a significant positive effect on Firm Value; Commodity Prices and Exchange Rate have a significant positive effect on Business Risk; and Inflation does not effect on Business Risk; Business Risk can mediate the effect of Commodity Prices and Exchange Rate on Firm Value; and Business Risk is not able to mediate the effect of Inflation on Firm Value. Penelitian ini bertujuan untuk menganalisis pengaruh Harga Komoditas, Nilai Tukar dan Inflasi terhadap Nilai Perusahaan dengan Risiko Bisnis sebagai variabel mediasi. Populasi dalam penelitian ini adalah 70 perusahaan sektor Pertambangan dan sub-sektor perkebunan yang terdaftar di Bursa Efek Indonesia selama periode Tahun 2017-2022. Teknik pengambilan sampel yang digunakan adalah purposive sampling, sehingga total 31 sampel penelitian digunakan dalam penelitian ini. Teknik analisis data yang digunakan dalam penelitian ini adalah regresi data panel dan Uji Sobel. Hasil penelitian ini menunjukkan bahwa harga komoditas yakni batu bara dan nilai tukar USD terhadap Rupiah berpengaruh negatif signifikan terhadap nilai perusahaan. Inflasi tidak berpengaruh terhadap nilai perusahaan, dan risiko bisnis berpengaruh positif terhadap nilai perusahaan. Harga komoditas minyak bumi dan nilai tukar USD terhadap Rupiah berpengaruh positif signifikan terhadap risiko bisnis, dan inflasi tidak berpengaruh terhadap risiko bisnis. Berkaitan dengan variabel mediasi, hasil penelitian menemukan bahwa risiko bisnis dapat memediasi pengaruh harga komoditas yakni minyak bumi dan batu bara serta nilai tukar USD terhadap Rupiah terhadap nilai perusahaan, dan risiko bisnis tidak memediasi pengaruh inflasi terhadap nilai perusahaan.

Item Type: Thesis (S2)
NIM/NIDN Creators: 55121110066
Uncontrolled Keywords: Commodity price, Exchange rate, Inflation, Business risk, Firm value. Harga komoditas, Nilai tukar, Inflasi, Risiko bisnis, Nilai Perusahaan.
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: SUTRA DEWANGGA
Date Deposited: 07 Feb 2025 03:49
Last Modified: 07 Feb 2025 03:49
URI: http://repository.mercubuana.ac.id/id/eprint/93980

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