scholarly journals PENGARUH INFLASI, BUNGA DAN NILAI TUKAR TERHADAP HARGA SAHAM (STUDI PADA : PERUSAHAAN SEKTOR PROPERTI DAN REAL ESTATE TERCATAT BEI)

2015 ◽  
Vol 7 (1) ◽  
pp. 29
Author(s):  
Bambang Susanto
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Real Estate ◽  
Stock Price ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Independent Variables ◽  
Real Estate Sector

Abstract. This research to find out the correlation between Inflation rate, Exchange Rate, and Interest Rate to Stock Price of Property and Real Estate Sector listed on Indonesia Stock Exchange. The result of the research is F calculate 2,167 while F table 1,53125, it can be concluded that all independent variables in this research influence the dependent variable simultantly. As for the partial test obtained the result that Inflation did not significantly affect the stock price of property sector and real estate in the year of observation. While the variable of interest rate and exchange rate have a significant effect.Keywords. Inflation; interest rate; exchange rate; stock price.Abstrak. Investor perlu  mengetahui kemampuan perusahaan dan prospek perusahaan Penelitian ini dilakukan untuk mengetahui hubungan antara tingkat Inflasi, Nilai Tukar dan  Tingkar Bunga terhadap Harga Saham sektor Properti dan Real Astate yang terdaftar di Bursa Efek Indonesia. Hubungan yang dicari dalam penelitian ini adalah hubungan yang  bersifat  parsial (Uji t) maupun simultan (Uji F)antara Tingkat Inflasi, Nilai Tukar, Tingkat bunga terhadap harga saham. . Hasil penelitian  diperoleh F hitung sebesar 2,167 sedangkan F tabel sebesar 1,53125 ,maka dapat disimpulkan bahwa seluruh variabel Independen dalam penelitian ini secara bersama-sama mempengaruhi variabel Dependen. Sedangkan untuk uji parsial diperoleh hasil bahwa Inflasi tidak berpengaruh secara signifikan terhadap harga saham sektor properti dan real astate pada tahun pengamatan. Sedangkan variabel Tingkat bunga dan Nilai Tukar berpengaruh signifikan.Kata Kunci. Inflasi; tingkat bunga; nilai tukar; harga saham.

scholarly journals Pengaruh PDB, Inflasi, Tingkat Suku Bunga dan Nilai Tukar Rupiah terhadap Indeks Harga Saham JAKPROP yang Terdaftar di Bursa Efek Indonesia

2019 ◽  
Vol 1 (1) ◽  
pp. 100
Author(s):  
Chendra Gunawan ◽  
Carunia Mulya Firdausy
Keyword(s):  
Exchange Rate ◽  
Real Estate ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Least Square ◽  
Share Prices ◽  
Real Estate Sector ◽  
Stock Price Index

This research aims to find out and analyze the effects of variable GDP, Inflation, Interest rates, Exchange rate on share prices of listed property sector in Indonesia Stock Exchange. The object population in this study is a company incorporated in the listed Property & Real Estate Index sector (JAKPROP) in Indonesia Stock Exchange (BEI) from 2008 to 2017. This study uses Ordinary Least Square analysis to determine the effect of independent variables on the Property & Real Estate Index sector JAKPROP. Based on t test, GDP is significant, Inflation is not significant and BI Interest rate is significant effect, while the variable Exchange rate have a significant effect on property and Real Estate sector stock price index. Results simultaneously with the F test showed that all the independent variable significantly influenced on the stock price index Property & Real Estate sector. So, the result is the independen variable GDP, Bi-rate & Exchange-rate has an influence effect on the stock price index of listed Property & Real Estate sector JAKPROP in Indonesia Stock Exchange. 

scholarly journals Faktor-Faktor Yang Mempengaruhi Indeks Harga Saham Gabungan

2019 ◽  
Vol 24 (1) ◽  
pp. 144
Author(s):  
Hendang Tanusdjaja, Augustpaosa Nariman
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Capital Market ◽  
Stock Price ◽  
Inflation Rate ◽  
Global Financial Crisis ◽  
Stock Exchange ◽  
Financial Investment ◽  
The Capital Market

The growth of the stock market in Indonesia from the Composite Stock Price Index (CSPI) showed quite fantastic in the last ten years after experiencing a downturn in the 2008 global financial crisis. The stock investment in the capital market is not the only type of financial investment, there is another type, namely Indonesia Bank Certificate (SBI) and money market measured by exchange rates. This study aims to find out how the SBI interest rate, exchange rate, money supply (M2) and inflation affect the JCI in the 2011-2015 periods. By using SPSS V20, it was found that in the period of SBI interest rate, exchange rate, money supply (M2) and inflation rate had no effect on the CSPI. This is due to the level of return on the capital market is greater than the SBI interest rate and exchange rate difference, while the number of transactions on the Indonesia Stock Exchange is still dominated by foreign investors, M2 does not affect the CSPI, and they are generally traders rather than investors, thus the inflation rate affects the company's growth was slightly ignored.

scholarly journals VARIABEL MAKROEKONOMI SEBAGAI DETERMINAN SAHAM PROPERTI

2020 ◽  
Vol 12 (1) ◽  
pp. 1-12
Author(s):  
Adrianna Syariefur Rakhmat
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Real Estate ◽  
Interest Rates ◽  
Stock Price ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Share Price ◽  
Partial Result ◽  
Macroeconomic Factors

High population growth from year to year is one cause of the development of the property sector. These can be considered by the public to invest in stock of the property and real estate subsector. In investing decisions, investors must look at macroeconomic conditions that can affect stock price movements. The puspose of this studying to analyze the effect of macroeconomic factors, namely inflation, interest rates, and the exchange rate of rupiah on the stock price of the property and real estate. This research is a quantitative study using panel data regression analysis method and using software Eviews 10. The data used are monthly data obtained from monthly report of the Indonesia Stock Exchange, Bank Indonesia, and the Central Statistics Agency with the technique of recording or documentation. The sampling technique is done by purposive sampling and obtaining 420 data during 2014-2019 period in 7 property and real estate subsector companies listed on the Indonesia Stock Exchange. The result of this study show partial result, each inflation variable and the rupiah exchange rate has a negative and significant effect on the share price of the property and real estate subsector. While the interest rate variable has a negative but not significant effect on the share price of the property and real estate subsector listed on the Indonesia Stock Exchange during the study period.   Keyword: Inflation, Interest Rate, Exchange Rates, Stock Price.  

The Effect of Macroeconomic Conditions on the Performance of Vietnamese Stock Market

2021 ◽  
Vol 8 (12) ◽  
pp. 73-82
Author(s):  
Hien-Ly Pham ◽  
Ching-Chung Lin ◽  
Shih-Ju Chan
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Global Supply Chain ◽  
Gold Price ◽  
Monthly Data ◽  
Macroeconomic Conditions ◽  
The Impact

Vietnam plays an important role in the global supply chain. As one of important emerging markets, many studies have focused on Vietnam-related issues. Vietnam established two stock markets in 2000s. The market performance becomes one of interesting issues to explore. This study is to investigate the impact of macroeconomic variables, including inflation rate, exchange rate, interest rate, imports, exports, and gold price, on Ho Chi Minh stock market. The study period is from July 2000 to October 2014. Using the monthly data collected from Vietnam General Statistic Office, IMF International Financial Statistics, and Ho Chi Minh stock exchange, the empirical findings of our regression model show that there exists a positive relationship for imports and gold price, while the relationships for exchange rate and interest rate are negative. No significant relationship has been found for the variables of inflation rate and exports.

scholarly journals PENGARUH LAJU PERTUMBUHAN INFLASI, HARGA MINYAK DUNIA DAN DOW JONES INDUSTRIAL AVERAGE TERHADAP INDEKS HARGA SAHAM GABUNGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2007-2011

2018 ◽  
Vol 2 (2) ◽  
pp. 176
Author(s):  
Rully Putra Surya Pratama ◽  
Indah Kurniawati
Keyword(s):  
Stock Price ◽  
Price Index ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Oil Price ◽  
Independent Variables ◽  
Analysis Technique ◽  
Dow Jones Industrial Average ◽  
Independent Variable ◽  
Stock Price Index

This research attempts to influence the inflation growth, the oil price dow jones industrial average to Composite Stock Price Index which is registred in indonesian stock exchange in the period of 2007-2011. The population in this research was the whole index in indonesian stock exchange (ISE). The sample was taken based on sampling purpodive. The data analysis technique used double linier regression. The dependent variable in this research was the growth of Composite Stock Price Index, while the independent variable was the inflation growth, the oil price and dow jones industrial average. The results of this research showed that the almost dependent variable used had effects for the growth of Composite Stock Price Index. The inflation rate growth variable did not have effects on Composite Stock Price Index growth, while the oil price rate variable and dow jones industrial average had effects on Composite Stock Price Index growth. Simultaneously, the independent variables examinedhere had effects on Composite Stock Price Index growth.

scholarly journals Pengaruh Kurs, Suku Bunga, dan Dividen Pershare Terhadap Harga Saham Pada Sektor Perbankan yang Terdaftar di Bursa Efek Indonesia Tahun 2013– 2017

2018 ◽  
Vol 10 (1) ◽  
pp. 21-33
Author(s):  
Atika Riziqyani ◽  
Gunistiyo ◽  
Niken Wahyu C
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Stock Prices ◽  
Stock Price ◽  
Banking Sector ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Share Price

The effect of exchange rate, interest rate and dividend of share price on banking sector which is listed in Indonesia Stock Exchange year 2013-2017. Essay. Tegal: Faculty of Economics and Business Universitas Pancasakti Tegal,2018. The purpose of this study is to determine the ability of investors in considering stock prices in the banking sector in 2013-2017. Hypothesis in this research is 1) exchange rate effect on stock price. 2) interest rates affect the stock price. 3) dividend pershare effect on stock price. 4) exchange rate, interest rate and dividend pershare simultaneously affect the stock price. The population used in this study is a banking company that publishes stock prices listed on the Indonesia Stock Exchange in 2013-2017. The sample in this research are 21 banking companies. With technique of sampling using purposive sampling. The data in this research is quantitative data. Sources of data in this study are secondary sources obtained from the share price of an annual banking company published in Indonesia Stock Exchange period 2013-2017. Data collection techniques using documentation techniques. Data analysis method using descriptive statistic, classical assumption test, simple linear regression analysis, multiple linear regression analysis and coefficient of determination, then obtained the result of research that the exchange rate does not have a significant effect on stock prices, the interest rate does not significantly influence the stock price, against stock price, exchange rate, interest rate and dividend pershare have significant effect to stock price.

scholarly journals HE IMPACT OF INFLATION, CERTIFICATE OF BANK INDONESIA, AND EXCHANGE RATE OF IDR/USD ON THE INDONESIA COMPOSITE STOCK PRICE INDEX

2017 ◽  
Vol 1 (1) ◽  
pp. 42
Author(s):  
Margarita Ekadjaja ◽  
Daisy Dianasari
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Monthly Data ◽  
Macroeconomic Variables ◽  
Research Population ◽  
Stock Price Index

This research is done with the aim to know whether some macroeconomic variables, which are inflation rate, certificate of Bank Indonesia (SBI) rate, and exchange rate of IDR/USD have an impact on the movement of the composite stock price index (IHSG) at the Indonesia stock exchange (BEI) partially and simultaneously in the period of 2006–2014. The research population is inflation rate, SBI rate, and exchange rate of IDR/USD. Data analysis in this research is multiple regression by using time series monthly data of 2006–2014. Research results show that partially inflation rate gives positive significant impact on IHSG, SBI rate has negative significant impact on IHSG, and exchange rate of IDR/USD has positive significant impact on IHSG.  Simultaneously it shows that inflation, SBI rate, and exchange rate of IDR/USD have an impact on IHSG at BEI to the period of year 2006 – 2014.  Those variables affect IHSG by 58,74%, while other variables affect IHSG by 41,26%.  That information can be used by investors to make decision on their investment.Keywords: inflation, SBI, exchange rate, IHSG, BEI.

scholarly journals Determinan harga saham sektor properti dan real estat di bursa efek indonesia

2017 ◽  
Vol 21 (2) ◽  
Author(s):  
Nuryasman Nuryasman ◽  
Yessica Yessica
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Statistical Analysis ◽  
Interest Rate ◽  
Stock Price ◽  
Sampling Method ◽  
Inflation Rate ◽  
Analysis Tool ◽  
Panel Regression ◽  
Statistical Analysis Tool

This study aims to examine the effect of exchange rate (USD/IDR), inflation and BI Rate to real estate and property stock that listed in BEI from January 2010 – December 2015 with 34 samples. Statistical analysis tool used was Eviews6 with the panel regression analysis and purposive sampling method. This study shows that together the USD / IDR exchange rate, inflation rate and SBI interest rate significantly influence the stock price. While partially only exchange rate USD / IDR and SBI interest rate which have significant effect to stock price.

scholarly journals PENGARUH INFLASI, SUKU BUNGA, DAN NILAI TUKAR RUPIAH TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA

2018 ◽  
Vol 6 (2) ◽  
Author(s):  
Siska Wahyuni Sukamto
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Quantitative Research ◽  
Price Index ◽  
Stock Exchange ◽  
Economic Variable ◽  
Study Results ◽  
Negative Effect ◽  
Stock Price Index

This studi was conducted to determine the effect macro economic variable of inflation, interest rate, and exchange rate againts the stock price indeks on indonesia stock exchange, and look for variables that effect most dominant among the three variables in the stock price index. Type of research is quantitative research, using multiple regression analysis, F test, t test and standardized coefficient as a tool of analysis in this study. Results of the study found that the variables inflation, interest rate, and exchange rate either simultaneously is significant effect on stock price index. Either partially the inflation variable has a significant effect on stock price index, while the variable interest rate have a significant negative effect on the stock price index, and the exchange rate has a significant effect on the stock price index, inflation variable are the most dominany effect on stock price index on Indonesia Stock Exchange

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