Saputra, Heru (2012) ANALISIS PENGARUH INFLASI, NILAI TUKAR, TINGKAT SUKU BUNGA, DAM HARGA MINYAK TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI). S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
The objective of this study is to examine the effects macroeconomic variables on stock price index. Variables used are inflation, exchange rates, interest rates, and crude oil prices as the independent variable, and the composite index (IHSG) in Indonesia Stock Exchange (IDX) as the dependent variable. This study uses multiple linear regression method to obtain the effect of independent variables on the dependent variable either partially or simultaneously. Tests conducted using the F test for the simultaneous and the t test for partial. The results showed that there is simultaneously a significant effect between inflation, exchange rates, interest rates and oil prices on the IHSG in IDX. Only partially variable exchange rates and oil prices significantly to the IHSG. Independent variables that most influence the dependent variable, if other variables fixed the oil price variable. This variable affects the movement of oil prices by 44.71% IHSG in the same direction. The results of this study also indicate that macroeconomic factors (inflation, exchange rates, interest rates and oil prices) is highly relevant to predicting IHSG in IDX. Key words: inflation, exchange rate, interest rate, crude oil price, and composite index. Tujuan penelitian ini adalah untuk menguji pengaruh variabel ekonomi makro pada indeks harga saham. Variabel yang digunakan adalah inflasi, nilai tukar, suku bunga, dan harga minyak mentah sebagai variabel bebas, dan indeks harga saham gabungan (IHSG) di Bursa Efek Indonesia (BEI) sebagai variabel terikatnya. Penelitian ini menggunakan metode regresi linier berganda untuk melihat pengaruh variabel bebas terhadap variabel terikat baik secara parsial maupun simultan. Pengujian dilakukan menggunakan uji F untuk simultan dan uji t untuk parsial Hasil penelitian menunjukkan bahwa secara simultan ada pengaruh yang signifikan antara inflasi, nilai tukar, suku bunga, dan harga minyak terhadap IHSG di BEI. Secara parsial hanya variabel nilai tukar dan harga minyak yang signifikan terhadap IHSG tersebut. Variabel bebas yang paling mempengaruhi variabel terikat jika variabel yang lain tetap adalah variabel harga minyak. Variabel harga minyak ini mempengaruhi pergerakan IHSG sebesar 44,71% ke arah yang sama. Hasil penelitian ini juga menunjukkan bahwa faktor ekonomi makro (inflasi, nilai tukar, suku bunga, dan harga minyak) sangat relevan untuk memprediksi IHSG di BEI. Kata kunci: inflasi, nilai tukar, tingkat suku bunga, harga minyak, dan IHSG.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-12-065 |
| Call Number: | TM/51/13/103 |
| NIM/NIDN Creators: | 55107120141 |
| Uncontrolled Keywords: | inflasi, nilai tukar, tingkat suku bunga, harga minyak, dan IHSG, 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: | Admin Perpus UMB |
| Date Deposited: | 11 Jan 2013 11:54 |
| Last Modified: | 12 Jul 2022 04:38 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/14988 |
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