Subiantoro, Adi Noor (2018) Pengaruh Inflasi, BI Rate, Kurs USD/IDR, Indeks SHCOMP, dan Indeks Nikkei 225 Terhadap Indeks Harga Saham Gabungan (IHSG) (Studi Pada Bursa Efek Indonesia Periode 2015-2017). Sarjana thesis, Universitas Brawijaya.
Abstract
Indeks Harga Saham Gabungan (IHSG) adalah cerminan pergerakan seluruh harga saham perusahaan yang tercatat di bursa efek Indonesia (BEI). Pergerakan harga saham dipengaruhi faktor internal dan eksternal. Faktor internal berasal dari dalam perusahaan bersifat tidak sistematis yaitu cenderung hanya berpengaruh terhadap harga saham secara individu, sedangkan faktor eksternal berasal dari luar perusahaan yang bersifat sistematis atau cenderung berpengaruh secara umum terhadap setiap harga saham di IHSG. Penelitian ini bertujuan untuk mengetahui pengaruh faktor eksternal dengan variabel Inflasi, BI Rate, Kurs USD/IDR, Indeks SHCOMP dan Indeks Nikkei 225 terhadap indeks harga saham gabungan periode Januari 2015 - Desember 2017. Jenis penelitian ini menggunakan penelitian kuantitatif. Populasi penelitian ini menggunakan data time series inflasi (X1), BI rate (X2), kurs USD/IDR (X3), indeks SHCOMP (X4), indeks Nikkei 225 (X5) dan IHSG (Y). Penentuan sampel berdasarkan data time series pada Januari 2015 – Desember 2017, yaitu sebanyak 36 sampel. Data yang digunakan diperoleh dari website resmi Bursa Efek Indonesia (idx.co.id) dan Bank Indonesia (www.bi.go.id). Analisis data yang digunakan adalah analisis statistik linear berganda menggunakan program SPSS 25. Penelitian menunjukan secara parsial tingkat inflasi tidak berpengaruh terhadap IHSG dengan signifikan 0.931, tingkat BI rate berpengaruh negatif dengan signifikan 0.000, kurs IDR/USD berpengaruh negatif dengan signifikan 0.000, indeks SHCOMP tidak berpengaruh terhadap IHSG dengan signifikan 0.198 dan indeks Nikkei 225 berpengaruh positif signifikan dengan signifikan 0.000. Secara simultan tingkat inflasi, BI rate, kurs USD/IDR, indeks SHCOMP dan indeks Nikkei 225 berpengaruh terhadap IHSG dengan nilai R2 85,2..
English Abstract
Indonesia composite stock index (IHSG) is a reflection of the movement of all stock prices of companies that listed at Indonesian stock exchange (BEI). Stock prices movement are affected by internal and external factors. Internal factors work unsystematic or tend to affect company stock price individually, while external factors come from outside the company and work systematically, that tend to affects stock prices in general. This study aims to determine the effect of external factors with variables Inflation, BI Rate, IDR / USD , SCHOMP Index and Nikkei 225 Index on Indonesian composite stock index on January 2015 - December 2017. This research uses quantitative research. Population in This study are using time series using data of Inflation (X1), BI rate (X2), exchange rate IDR / USD (X3), SHCOMP index (X4), Nikkei 225 (X5) and IHSG (Y). The sample is calculated based on time series data on January 2015 - December 2017, as many as 36 samples. The data used were obtained from the official website of Indonesian Stock Exchange (www.idx.co.id) and Indonesian Central Bank (www.bi.go.id). Data Analysis on this study use multiple linear regression with SPSS 25. This research resulted that in parsial inflation rate did not affect IHSG with significant 0. 931, BI rate have negative effect to IHSG with significant 0.000, IDR/USD exchange rate have negatif effect with significant 0.000, SHCOMP index SHCOMP did not affect IHSG with significant 0.198 and Nikkei 225 have positif effect with significant 0.000. inflation rate, BI rate, exchange rate USD/IDR, SHCOMP index dan Nikkei 225 index affect IHSG simultanly with R2 85.2.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2018/851/051810097 |
| Uncontrolled Keywords: | Inflasi, BI Rate, Kurs USD/IDR, Indeks SCHOMP, Indeks Shanghai Stock Exchange, Indeks Nikkei 225, IHSG, Indeks Harga Saham Gabungan-Inflation, BI Rate, USD/IDR Exchange Rate, SHCOMP Index, Shanghai Composite Index, Nikkei 225 Index, IHSG, Indonesian Composite Index. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.64 Exchange of securities and commodities; speculation > 332.642 Exchange of securities |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 28 May 2019 01:32 |
| Last Modified: | 25 Oct 2021 06:09 |
| URI: | http://repository.ub.ac.id/id/eprint/162576 |
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