Pengaruh Ekonomi Makro Dan Harga Komoditas Tambang Dunia Terhadap Indeks Harga Saham Sektor Pertambangan Di Indonesia

Anisa, Ika (2018) Pengaruh Ekonomi Makro Dan Harga Komoditas Tambang Dunia Terhadap Indeks Harga Saham Sektor Pertambangan Di Indonesia. Sarjana thesis, Universitas Brawijaya.

Abstract

Tujuan dalam penelitian ini untuk menguji pengaruh tingkat inflasi, suku bunga, nilai tukar rupiah, harga minyak mentah dunia, harga emas dunia, harga batubara dunia dan harga timah dunia secara parsial dan simultan terhadap indeks harga saham sektor pertambangan. Jenis penelitian ini adalah penelitian eksplanatory, Variabel penelitian ini adalah tingkat inflasi, suku bunga, nilai tukar rupiah, harga minyak mentah dunia, harga emas dunia, harga batubara dunia dan harga timah dunia sebagai variabel bebas serta indeks harga saham sektor pertambangan sebagai variabel terikat. Populasi dan sampel dalam penelitian ini adalah data bulanan tingkat inflasi, tingkat suku bunga, nilai tukar rupiah, harga minyak mentah dunia, harga emas dunia, harga batubara dunia, harga timah dunia, dan indeks harga saham sektor pertambangan dimulai pada Maret 2013 sampai Februari 2016 sebanyak 36 bulan. Metode analisis data dengan menggunakan analisis regresi linier berganda. Hasil penelitian menunjukkan bahwa 1) Variabel tingkat suku bunga, harga emas dunia dan harga timah dunia berpengaruh secara parsial terhadap indeks harga saham sektor pertambangan di Indonesia. Variabel inflasi, nilai tukar rupiah, harga minyak mentah dunia dan harga batubara dunia tidak berpengaruh secara parsial terhadap indeks harga saham sektor pertambangan di Indonesia; 2) Variabel inflasi, tingkat suku bunga, nilai tukar rupiah, harga minyak mentah dunia, harga emas dunia, harga batubara dunia dan harga timah dunia berpengaruh secara simultan terhadap indeks harga saham sektor pertambangan di Indonesia. Saran dan rekomendasi yang dapat diberikan dari peneliti dalam penelitian ini adalah diharapkan investor dan calon investor memperhatikan pergerakan dari tingkat suku bunga, harga emas dunia dan harga timah dunia dalam pengambilan keputusan investasi, karena ketiga variabel tersebut berdasarkan pada hasil iii penelitian ini menunjukkan adanya pengaruh terhadap indeks harga saham sektor pertambangan di Indonesia.

English Abstract

The purpose of this study is to examine the influence of partial and simultaneously of inflation, interest rate, rupiah exchange rate, world crude oil price, world gold price, world coal price and world tin price towards mining stock indices in Indonesia. The type of this study is explanatory research, the research’s variable is inflation, interest rate, rupiah exchange rate, world crude oil price, world gold price, world coal price and world tin price as independent variable and mining stock indices as dependent variable. Population and sample in this research are month data series of inflation, interest rate, exchange rate, world crude oil price, world gold price, world coal price, world tin price and the price index of mining sector started in March 2013 to February 2016, these are counted 36 months. Method of analysis in this research is multiple linier regression analysis. The results of this study indicate that 1) interest rates, world gold prices and world tin prices have partial affect towards mining stock indices in Indonesia. Inflation, rupiah exchange rate, world crude oil prices and world coal prices do not have partial affect towards mining stock indices in Indonesia; 2) Inflation, interest rate, rupiah exchange rate, world crude oil price, world gold price, world coal price and world tin price simultaneously towards mining stock indices in Indonesia. Suggestions and recommendations that can be given from the researchers in this study is expected investors and potential investors need to pay more attention about the movement of interest rates, world gold prices and world tin prices for investment decision-making. Based on the results of this study indicate that there is an influence on the mining stock indices in Indonesia, because of three previously mentioned variables.

Item Type: Thesis (Sarjana)
Identification Number: SKR/FIA/2018/130/051803079
Uncontrolled Keywords: Inflasi, Suku Bunga, Nilai Tukar Rupiah, Harga Minyak Mentah Dunia, Harga Emas Dunia, Harga Batubara Dunia, Harga Timah Dunia, Indeks Harga Saham Sektor Pertambangan
Subjects: 300 Social sciences > 339 Macroeconomics and related topics
Divisions: Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga
Depositing User: Yusuf Dwi N.
Date Deposited: 07 May 2018 06:25
Last Modified: 26 Oct 2021 04:16
URI: http://repository.ub.ac.id/id/eprint/10309
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