Albab, Muhammad Ulul (2025) PENGARUH VARIABEL MAKROEKONOMI TERHADAP KINERJA INDEKS SRI-KEHATI DI BURSA EFEK INDONESIA PERIODE 2017-2024. S1 thesis, Universitas Mercu Buana Jakarta - Menteng.
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Abstract
Penelitian ini menelaah bagaimana pergerakan indikator makroekonomi memengaruhi kinerja Indeks SRI-KEHATI di Bursa Efek Indonesia sepanjang tahun 2017 hingga 2024. Inflasi, suku bunga, nilai tukar, dan Produk Domestik Bruto (PDB) ditempatkan sebagai variabel penjelas, sedangkan imbal hasil Indeks SRI-KEHATI berperan sebagai variabel terikat. Model regresi deret waktu dibangun dan diuji melalui uji stasioneritas serta pemeriksaan asumsi klasik untuk memastikan keandalan statistik. Seluruh data diperoleh dari lembaga otoritatif seperti Bank Indonesia, Badan Pusat Statistik, dan Bursa Efek Indonesia. Hasil estimasi menunjukkan hubungan negatif yang signifikan antara fluktuasi kurs dan kinerja indeks, sementara inflasi, suku bunga, dan PDB tidak memiliki bukti yang cukup berpengaruh secara statistik. Temuan ini menegaskan pentingnya menjaga stabilitas nilai tukar ketika merumuskan strategi investasi berkelanjutan. This paper explores the impact of selected macro-economic indicators on the performance of Indonesia’s SRI-KEHATI Index over the 2017–2024 horizon. Inflation, the policy interest rate, the rupiah–US dollar exchange rate, and Gross Domestic Product (GDP) are treated as explanatory variables, while the SRIKEHATI Index return serves as the response variable. A time-series regression framework is employed, complemented by stationarity diagnostics and classical assumption checks to ensure statistical soundness. Data are sourced from authoritative institutions: the Indonesia Stock Exchange, Bank Indonesia, and Statistics Indonesia. Empirical results reveal a statistically significant inverse relationship between exchange rate movements and index performance, whereas inflation, interest rates, and GDP display no meaningful effect. These findings underscore the strategic role of exchange-rate stability in crafting sustainabilityoriented investment policies.
| Item Type: | Thesis (S1) |
|---|---|
| NIM/NIDN Creators: | 43121110063 |
| Uncontrolled Keywords: | Investasi Berkelanjutan, Indeks SRI-KEHATI, Indikator Makroekonomi, Inflasi, Nilai Tukar, Suku Bunga, PDB Sustainable Investment, SRI-KEHATI Index, Macroeconomic Indicators, Inflation, Exchange Rate, Interest Rate, GDP |
| 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: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | NAIMAH NUR ISLAMIDIYANAH |
| Date Deposited: | 22 Sep 2025 04:04 |
| Last Modified: | 22 Sep 2025 04:04 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/98260 |
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