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PENGARUH FAKTOR-FAKTOR MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (Studi Kasus pada IHSG di BEI Selama Periode 2013 – 2017)

Prasetyo, Tata Budhi (2018) PENGARUH FAKTOR-FAKTOR MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (Studi Kasus pada IHSG di BEI Selama Periode 2013 – 2017). Bachelors Degree (S1) thesis, University of Muhammadiyah Malang.

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Abstract

Stock price fluctuations traded on the Indonesia Stock Exchange can be seen from JCI so we can know whether the market is bullish (strong) or bearish (weak). The inconsistency of previous studies on the JCI that led to the research gap and the trend of trends that occurred in January 2013 - December 2017 did not correspond to the variable theoretical relationships. This study aims to analyze the factors that affect the JCI. The population of this research is all data of SBI rate, Rupiah / US $ rate, world oil price, world gold price, Dow Jones Index, Nikkei 225 Index, Hang Seng Index and JCI since the historical data. The sample was taken by using purposive sampling method so that obtained 60 samples. This research uses descriptive analysis method, stationary test, classical assumption test (normality test and autocorrelation test), hypothesis test (F-statistic test, Z-statistic test, and Determination Coefficient test (R2)). Analysis results obtained the results of hypothesis testing shows that the interest rates of Indonesian banks and world gold prices have a positive and significant influence on JCI, while the exchange rate of Rupiah / US $, world oil prices, Dow Jones Index and has a negative and significant impact on JCI. Other independent variables such as Hang Seng Index have a positive but not significant influence, then Nikkei 225 Index has no significant negative influence on JCI.

Item Type: Thesis (Bachelors Degree (S1))
Additional Information: 201410160311149
Uncontrolled Keywords: HSG, macroeconomics, SBI, Rupiah exchange rate, HMD, HED, DJIA, Nikkei 225, HIS
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: Faculty of Economics > Department of Management
Depositing User: Retno Widiyastuti Ika Wijaya
Date Deposited: 21 Jan 2019 03:47
Last Modified: 21 Jan 2019 03:47
URI : http://eprints.umm.ac.id/id/eprint/43463

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