Analisis Pengaruh Fundamental Makroekonomi Dan Harga Komoditi Global Terhadap Pergerakan Indeks Harga Saham Gabungan (IHSG) Periode Januari 2016 - Desember 2020

HENDRA YUDAWAN, ILHAM and , Siti Aisyah, S.E., M.Si (2021) Analisis Pengaruh Fundamental Makroekonomi Dan Harga Komoditi Global Terhadap Pergerakan Indeks Harga Saham Gabungan (IHSG) Periode Januari 2016 - Desember 2020. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study was conducted to analyze the variables that affect the Composite Stock Price Index (IHSG). The movement of the JCI is one of the determining factors in making investment decisions by investors because it is a picture of the overall condition of the Indonesian stock market. This study focuses on macroeconomic variables such as SBI, rupiah exchange rate, inflation, JUB and on gold prices and world oil prices. In this study, the analytical method used is multiple linear regression with the Partial Adjustment Model (PAM) approach. The results of this study indicate that the SBI and inflation variables have no significant effect on the JCI. While the rupiah exchange rate and JUB variables have a significant effect on α 0.01. World gold prices and world oil prices have a significant effect on α 0.1. The coefficient of determination of 0.904102 means that 90% of the variation in the Composite Stock Price Index (JCI) variable can be explained by variations in the SBI variable, rupiah exchange rate, inflation, money supply, world gold prices, and world oil prices. While the remaining 10% is influenced by other variables or factors that are not included in the model.

Item Type: Karya ilmiah (Skripsi)
Uncontrolled Keywords: IHSG, SBI, rupiah exchange rate, inflation, money supply (JUB), world gold prices and world oil prices.
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HC Economic History and Conditions
Divisions: Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi dan Studi Pembangunan
Depositing User: ILHAM HENDRA YUDAWAN
Date Deposited: 30 Sep 2021 07:01
Last Modified: 30 Sep 2021 07:01
URI: http://eprints.ums.ac.id/id/eprint/94557

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