scholarly journals PENGARUH KURS RUPIAH, INFLASI DAN SUKU BUNGA TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR JASA SUB KONSTRUKSI DAN BANGUNAN PADA BURSA EFEK INDONESIA

2020 ◽  
Vol 14 (1) ◽  
Author(s):  
Galih Abi Nugroho ◽  
Sri Hermuningsih
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Interest Rates ◽  
Stock Return ◽  
Time Series Data ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Coefficient Of Determination ◽  
Series Data

This study aims to determine the effect of the rupiah exchange rate, inflation and interest rates in sub construction and building service companies listed on the Indonesia Stock Exchange for the 2014-2018 period. The nature of this research is a quantitative approach because the data used are in the form of numbers in statistical analysis. The population is construction and building companies listed on the Indonesia Stock Exchange. The sample used was panel data, with time series data of 5 years and cross section data of 12 companies. The sampling technique was obtained by using purposive sampling technique. Data collection techniques using documentation, while data analysis techniques using multiple linear regression analysis supported by the classical assumption test that is normality test, multicollinearity test, heteroscedasticity test and autocorrelation test. In this study also used the Sobel test. Based on the results of data analysis, it shows that: (1) Rupiah exchange rate has a positive and not significant effect on stock return (2) Inflation has a negative and significant effect on stock return (3) Interest rates have a negative and significant effect on stock return, (4) simultaneously, rupiah exchange rate, inflation and interest rates have a significant effect on stock return. The results of the coefficient of determination (R2) of 12.1% while the remaining 87.9% is influenced by other variables outside the model.Keywords: Rupiah Exchange Rate, Inflation, Interest Rates, Stock Return

scholarly journals PENGARUH EKUIVALEN RATE BAGI HASIL, TINGKAT SUKU BUNGA DEPOSITO BPR DAN JUMLAH KANTOR BPRS TERHADAP JUMLAH NASABAH DEPOSITO iB MUDHARABAH PADA BPRS DI INDONESIA PERIODE 2016-2018

2019 ◽  
Vol 3 (2) ◽  
pp. 124-139
Author(s):  
Juliana Putri ◽  
Salman Alfarisi
Keyword(s):  
Interest Rates ◽  
Time Series Data ◽  
Predictive Analytics ◽  
Linear Regression Analysis ◽  
Profit Sharing ◽  
Variable Number ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Equivalent Rate ◽  
Rate Of Profit

This study aims to determine the effect of the equivalent rate of profit sharing, interest rates on BPR deposits and the number of BPRS Offices on the number of mudharabah iB deposit customers at BPRS in Indonesia. The research method used is quantitative descriptive research using secondary data in the form of financial reports published by OJK in Sharia Banking Statistics (SPS) and Indonesian Banking Statistics (SPI) with time series data in the period of 2016-2018. The sample in this study all BPRS in Indonesia is 168 BPRS. Analysis of research using multiple linear regression analysis using application or supporting software namely PASW (Predictive Analytics SoftWare) Statistics 18, the results of research, it can be concluded that: 1) Equivalent rate of profit sharing (X1) has a significant negative effect of iB mudharabah deposit customers, 2) Variable interest rates on BPR deposits (X2) do not affect the number of mudharabah iB deposit customers. 3) The variable number of BPRS offices (X3) has a significant positive effect on the number of mudharabah iB deposit customers. 4) The coefficient of determination obtained is 0.586 or 58.6%. which means that 58.6% causes variable variable number of iB mudharabah (Y) deposit customers can be influenced by the equivalent rate of profit sharing, the level of BPR deposit rates and the number of BPRS offices, while the remaining 41.4% is influenced by other factors not included in the study.

scholarly journals EFFECT OF INTEREST RATE, INFLATION AND NATIONAL INCOME TO RUPIAH THE AMERICAN DOLLARS IN 2006-2016

2017 ◽  
Vol 15 (2) ◽  
pp. 240-248
Author(s):  
Muhammad Irsyad Mustaqim ◽  
Saparuddin Mukhtar ◽  
Tuty Sariwulan
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Multiple Regression ◽  
Time Series Data ◽  
National Income ◽  
Coefficient Of Determination ◽  
Series Data ◽  
The Us ◽  
Us Dollar ◽  
The Exchange Rate

This research aims to analyze the effect of interest rates, inflation and national income against the rupiah exchange rate over the US dollar. As for the data used in this research is secondary data, with this type of time series data in the period 2006-2016 obtained from Bank Indonesia and the World Bank. The method of this research method using exposé facto. Data analysis techniques used in this research is the analysis of multiple regression. By using multiple regression analysis model, the output shows that interest rates (X 1) positive and significant effect of the exchange rate of the rupiah against the US dollar up (Y). Inflation rate (X 2) do not affect the exchange rate of the rupiah significantly to top u.s. dollars (Y). National income (X 3) a positive effect of the exchange rate of the rupiah against the US dollar up (Y). Of test results by looking at their significance value F = 0.000 then it can be said to be 0.05 < simultaneously interest rates, inflation and national income effect significant at α = 5% against the rupiah exchange rate over the US dollar in the year 2006-2016. The value of the coefficient of determination (R2) acquired for 0.660 has a sense that the rupiah exchange rate over the US dollar can be explained by the level of interest rates, inflation and national income amounted to 66% while the rest is explained by other factors that do not exist in the model for this research.

scholarly journals Pengaruh Variabel Makroekonomi Terhadap Indeks Harga Saham Gabungan (Studi pada Indeks Harga Saham Gabungan di Bursa Efek Indonesia Periode 2014-2018)

2019 ◽  
Vol 8 (2) ◽  
pp. 75
Author(s):  
Rina R. Mamahit ◽  
Tinneke M. Tumbel ◽  
Joanne V. Mangindaan
Keyword(s):  
Exchange Rate ◽  
Time Series Data ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Composite Index ◽  
Multiple Linear Regression Analysis ◽  
Series Data ◽  
Macroeconomic Variables ◽  
Negative Effect ◽  
The Exchange Rate

This research aims to determine whether the macroeconomic variables i.e., the exchange rate, inflation and BI rate simultaneously and partially influence Indonesia Composite Index at The Indonesia Stock Exchange (IDX). The approach in this study is a quantitative method, using multiple linear regression analysis. The data used are time series data from January 2014 until December 2018. The result indicates that exchange rates, inflation and BI together have a significant impact to Indonesia Composite Index. Individually, only the BI rate variable has a significant effect and has a negative effect to Indonesia Composite Index. The exchange rate and inflation had no significant effect to Indonesia Composite Index.

scholarly journals Pengaruh tingkat inflasi terhadap nilai tukar rupiah (Studi pada Bank Indonesia periode tahun 2011-2015)

2017 ◽  
Vol 5 (1) ◽  
pp. 32
Author(s):  
Yati Wijayanti Sudarmiani
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Exchange Rate ◽  
Inflation Rate ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Simple Linear Regression

<p><em>This study aimed to analyze the influence of the inflation rate of the Rupiah. Population and samples used in this study are all monthly time series data rate of inflation and the Rupiah during the period January 2011-December 2015 as many as 60. The data used are secondary data obtained from the official website of Bank Indonesia<a href="http://www.bi.co.id/"> (www.bi.co.id).</a> The analytical method used in this study is a simple linear regression analysis. The result of the coefficient of determination (r2) which shows that the percentage of the effect of the inflation rate to changes in the rupiah exchange rate of 7,9%. From the calculations, the equation Y = 3.941 + 0,073X , it can be concluded that the level of inflation is positive and significant effect on the rupiah.</em></p>

scholarly journals Pengaruh Nilai Tukar, Suku Bunga dan Inflasi terhadap Indeks Harga Saham Gabungan

2021 ◽  
Vol 9 (2) ◽  
pp. 11-20
Author(s):  
Paryudi Paryudi
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Exchange Rates ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Purposive Sampling ◽  
Stock Price Index

ABSTRACT   This study aims to determine the effect of exchange rates, Interest Rates Sertificates of Bank Indonesia and inflation on the Composite Stock Price Index in the  Indonesian stock exchange. The sampling technique was purposive sampling. The samples obtained were 60 samples. Based on the results of data analysis, it shows that the exchange rate has a negative and significant effect on the Composite Stock Price Index. Interest Rates Certificates of Bank Indonesia and Inflation has a negative and unsignificant effect on the Composite Stock Price Index. Collectively exchange rate, Interest Rates, Certificate of Bank Indonesia and inflation have a positive and significant effect on the Composite Stock Price Index.   Keywords: Exchange rates, Interest Rates Certificates of Bank Indonesia, inflation and Composite Stock Price Index. ABSTRAK   Penelitian ini bertujuan untuk mengetahui pengaruh Nilai Tukar, Suku Bunga SBI dan Inflasi terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Teknik pengambilan sampel adalah purposive sampling. Sampel diperoleh sejumlah 60 sampel. Berdasarkan hasil analisis data menunjukan bahwa Nilai Tukar berpengaruh negatif dan signifikan terhadap Indeks Harga Saham Gabungan, Suku Bunga SBI dan Inflasi berpengaruh negatif dan tidak signifikan terhadap Indeks Harga Saham Gabungan. Secara bersama Nilai Tukar, Suku Bunga SBI dan Inflasi berpengaruh positif dan signifikan terhadap Indeks Harga Saham Gabungan. Kata Kunci : Nilai Tukar, Suku Bunga SBI, Inflasi dan IHSG.

scholarly journals The Effect of Inflation, Rupiah Exchange Rate, Interest Rate, Money Supply, Industry Production Index, Dow Jones Islamic Market Index in Malaysia and Japan on ISSI

2021 ◽  
Vol 1 ◽  
pp. 107-115
Author(s):  
Rizki Nur Gunawan ◽  
Anton Bawono
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
Time Series Data ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Series Data ◽  
Production Index ◽  
Market Index ◽  
Supply Industry

The purpose of this study is to determine the effect of inflation, rupiah exchange rate, interest rate, money supply, industry production index, Dow Jones Islamic Market Index Malaysia and Japan on ISSI. This research used secondary time series data which is accessed from the official website of ISSI. The sampling technique used a saturated sample with 62 observations. The research method uses descriptive statistics and multiple linear regression analysis. The results show that inflation has a negative but not significant effect on ISSI. The Rupiah exchange rate, interest rate, and DJIJP have a negative and significant effect on ISSI. The money supply, industrial production index, and DJMY25D have a positive and significant effect on ISSI.

scholarly journals Faktor Makro Ekonomi Yang Mempengaruhi Pergerakan Harga Saham Pada Indeks Saham Syariah Indonesia (ISSI) di Bursa Efek Indonesia (BEI)

2015 ◽  
Vol 2 (11) ◽  
pp. 928
Author(s):  
Martien Rachmawati ◽  
Nisful Laila
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Stock Price ◽  
Time Series Data ◽  
Stock Exchange ◽  
Stock Index ◽  
Series Data ◽  
Regression Result ◽  
Statistical Tool ◽  
Negative Effect

The capital market presence is such an important concern for many country because it relate to its function as economic booster through investation. This study aims to analyze macro economic factors that can affect the movement of stock price at Indonesia Sharia Stock Index in Indonesia Stock Exchange as the inflation factor, SBI interest rates and exchange rates. The method used in this research is quantitative approaches in which data is obtained from Indonesia Stock Exchange and Bank of Indonesia. The data used is the time series data starting from January 2012 to April 2015. The statistical tool used is multiple linear regression. Result showed that partially inflation is not significant and have a negative relation toward ISSI’s stock price, SBI interest rate is not significant and have a positive relation toward ISSI’s stock price, exchange rate significantly influence the stock price at Indonesia Sharia Stock Index (ISSI) and have a negative effect. Simultaneously, both variable inflation rate, SBIinterest rate and the exchange rate significantly influence the stock price’s movement at Indonesia Sharia Stock Index (ISSI).

scholarly journals PENGARUH TINGKAT SUKU BUNGA, INFLASI, KURS DAN PERTUMBUHAN PRODUK DOMESTIK BRUTO TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA

2021 ◽  
Vol 5 (2) ◽  
pp. 70
Author(s):  
Tsoraya Utami ◽  
Murtala Murtala ◽  
Hilmi Hilmi
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Interest Rates ◽  
Stock Price ◽  
Time Series Data ◽  
Stock Exchange ◽  
Secondary Data ◽  
Series Data ◽  
Gdp Growth ◽  
Distributed Lag

ABSTRACT This study aims to examine the effect of interest rates, inflation, exchange rates and gross domestic product growth on the Composite Stock Price Index (IHSG) on the IDX during the 2003-2018 period on a quarterly basis. The type of data used is secondary data in the form of time series data obtained from published reports from Bank Indonesia, the Central Bureau of Statistics and the Indonesia Stock Exchange. The data analysis method used is the Autoregressive Distributed Lag (ARDL) Model. The results of this study found that the exchange rate and inflation had a negative and significant effect on the IHSG, while GDP growth had a positive and significant effect on the IHSG. However, the interest rate did not have a significant effect on the IHSG. Keywords:         Interest Rate, Inflation, Exchange Rate, GDP Growth and IHSG

scholarly journals Pengaruh Net Profit Margin (NPM) Dan Debt To Assets Rasio (DAR) Terhadap Return Saham

2021 ◽  
Vol 4 (2) ◽  
pp. 838-845
Author(s):  
Lusi Noviyanti ◽  
Moh. Wahyudin Zarkasyi
Keyword(s):  
Stock Returns ◽  
Stock Return ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Profit Margin ◽  
Coefficient Of Determination ◽  
Normality Test ◽  
Net Profit ◽  
Food And Beverage

This study aims to determine the effect of Net Profit Margin and Debt to Assets Ratio on Stock Return. The sampling method using purposive sampling, obtained a sample of 13 companies. The research data uses secondary data, namely from the financial statements of the food and beverage subsector companies listed on the Indonesia Stock Exchange for the 2014-2018 period eith miltiple linear regression analysis testing with the help of SPSS version 22 using teh normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, t test, f test and the coefficient of determination. The examiner shows that partially NPM has no effect on stock returns and DAR has no effect on stock returns. And simultaneously NPM and DAR have no effect on stock returns. Keyboards: Net Profit Margin (NPM), Debt to Assets Ratio (DAR), Stock return

scholarly journals MENINGKATKAN KINERJA KEUANGAN RETURN ON EQUITY (ROE) MELALUI RASIO STRUKTUR MODAL DEBT TO ASSET RATIO (DAR) DAN DEBT TO EQUITY RATIO (DER) PADA PT BANK MANDIRI TBK YANG TERDAFTAR DI BURSA EFEK INDONESIA

2021 ◽  
Vol 12 (1) ◽  
pp. 52-65
Author(s):  
Armalinda Armalinda
Keyword(s):  
Financial Performance ◽  
Quantitative Research ◽  
Time Series Data ◽  
Stock Exchange ◽  
Statistical Tests ◽  
Financial Statements ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Return On Equity ◽  
Equity Ratio

This study aims to determine how much influence the Debt to Assets Ratio (DAR) and Debt to Equity Ratio (DER) have on the Return on Equity (ROE) of PT Bank Mandiri Tbk which are listed on the Indonesia Stock Exchange. The research design used in this research is associative/quantitative research. The population in this study is the annual financial statements of PT. Bank Mandiri Tbk for the period 2012-2019, while the sample was taken using time series data, namely the annual financial statements of PT. Bank Mandiri Tbk for the period 2012-2019 which consists of balance statements, income statements, and cash flow from funding activities from 2012 to 2019. The result of the coefficient of determination (R Square) is 0.813. This figure means that 0.813 or 81.3% of the diversity of data from financial performance data can be explained by the two independent variables, namely the Debt to Asset Ratio and the Debt to Equity Ratio. While the rest (1-0.813 = 0.817) or 18.7% is explained by other factors outside the study. The results of statistical tests show that the Asset Ratio and Debt to Equity Ratio together (simultaneously) have an effect on financial performance (Return on Equity).

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