Irfan, Mohammad Syihabul (2020) Pengaruh Variabel Makroekonomi Dan Mikroekonomi Terhadap Return Defensive Stocks Yang Terdaftar Pada Jakarta Islamic Index (JII) Periode 2014-2018. Sarjana thesis, Universitas Brawijaya.
Abstract
Pasar modal syariah diyakini mampu bertahan terhadap krisis dibandingkan dengan pasar modal konvensional. Investor menginvestasikan kelebihan dananya ke pasar modal syariah dengan tujuan mengharapkan return. Return yang akan didapatkan investor dipengaruhi oleh kondisi makroekonomi yang diantaranya adalah inflasi, pertumbuhan ekonomi, sertifikat bank indonesia syariah, sukuk. Adapun dipengaruhi faktor mikroekonomi yaitu earning per share dan debt equity ratio. Metode yang digunakan dalam penelitian ini adalah regresi data panel menggunakan random effect model. Hasil yang didapat dalam penelitian ini menunjukkan bahwa variabel inflasi, pertumbuhan ekonomi dan Sertifikat Bank Indonesia Syariah (SBIS) tidak berpengaruh signifikan. Sedangkan untuk variabel sukuk, earning per share (EPS) dan debt equity ratio (DER) berpengaruh signifikan terhadap return saham.
English Abstract
The Islamic capital market is believed to be able to withstand the crisis compared to conventional capital markets. Investors invest the excess funds into the Islamic capital market with the aim of expecting a return. Returns that will be obtained by investors are influenced by macroeconomic conditions which include inflation, economic growth, Indonesian sharia bank certificates, sukuk. The microeconomic factors are influenced by earnings per share and debt equity ratio. The method used in this study is panel data regression using random effect models. The results obtained in this study indicate that the variables inflation, economic growth and Bank Indonesia Sharia Certificates (SBIS) have no significant effect. As for the sukuk variable, earnings per share (EPS) and debt equity ratio (DER) significantly influence stock returns.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0520020137 |
| Uncontrolled Keywords: | Inflasi, Pertumbuhan Ekonomi, SBIS, Sukuk, EPS, DER, Return Saham, Defensive Stocks, Economic Growth, SBIS, Sukuk, EPS, DER, Stock returns, Defensive stocks. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 19 Feb 2021 14:56 |
| Last Modified: | 10 Jan 2023 07:24 |
| URI: | http://repository.ub.ac.id/id/eprint/183099 |
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