scholarly journals PENGARUH SUKU BUNGA THE FED, HARGA MINYAK DAN INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA

2018 ◽  
pp. 1261
Author(s):  
Gusti Ayu Diah Akua Miyanti ◽  
Luh Putu Wiagustini
Keyword(s):  
Interest Rate ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Computer Software ◽  
Multiple Linear Regression Analysis ◽  
Oil Price ◽  
Negative Effect ◽  
Stock Price Index ◽  
The Interest Rate

Rise and fall of the price of a stock is strongly influenced by the economic conditions of a country. Price has an important role in influencing consumer decisions in buying a product including stocks. The purpose of this study was to examine the effect of Fed interest rate, oil price and inflation on Indonesian Joint Stock Price Index from January 2012 to December 2016. This research is an associative research that aims to determine the influence or relationship between two variables or more. Data processed using computer software that is SPSS (Statistical Package for Social Science). The test result through Multiple Linear regression analysis shows that the Fed interest rate, oil price and inflation simultaneously have a significant effect on the Composite Stock Price Index. Partially, the interest rate of the Fed has a significant positive effect on the Composite Stock Price Index in BEI, while the price of oil has a significant negative effect and inflation has no effect on JCI period 2012 -2016.

ANALISIS PENGARUH INFLASI, KURS DAN IHSG TERHADAP RETURN REKSA DANA SAHAM PT NIKKO SECURITIES INDONESIA PERIODE 2014-2017

2019 ◽  
Vol 2 (2) ◽  
pp. 103
Author(s):  
Muhammad Rois Rois ◽  
Manarotul Fatati Fatati ◽  
Winda Ihda Magfiroh
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Equity Fund ◽  
Stock Price Index

This study aims to determine the effect of Inflation, Exchange Rate and Composite Stock Price Index (IHSG) to Return of PT Nikko Securities Indonesia Stock Fund period 2014-2017. The study used secondary data obtained through documentation in the form of PT Nikko Securities Indonesia Monthly Net Asset (NAB) report. Data analysis is used with quantitative analysis, multiple linear regression analysis using eviews 9. Population and sample in this research are PT Nikko Securities Indonesia. The result of multiple linear regression analysis was the coefficient of determination (R2) showed the result of 0.123819 or 12%. This means that the Inflation, Exchange Rate and Composite Stock Price Index (IHSG) variables can influence the return of PT Nikko Securities Indonesia's equity fund of 12% and 88% is influenced by other variables. Based on the result of the research, the variables of inflation and exchange rate have a negative and significant effect toward the return of PT Nikko Securities Indonesia's equity fund. While the variable of Composite Stock Price Index (IHSG) has a negative but not significant effect toward Return of Equity Fund of PT Nikko Securities Indonesia

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PERIODE

2020 ◽  
Vol 5 (1) ◽  
pp. 1
Author(s):  
Dwi Purwaningsih ◽  
Tina Sulistiyani
Keyword(s):  
Interest Rates ◽  
Money Supply ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Analysis Tool ◽  
Stock Price Index

This study aims to determine the effect of the money supply, inflation, and SBI interest rates partially and simultaneously on the composite stock price index on the Indonesia Stock Exchange (BEI) in 2012-2014, the type of data and data sources used in this study are data secondary data from the Bank Indonesia Annual Report, the Indonesian Ministry of Trade Institute, and Exchange Corner Financial Data. To analyze the data of this study used a multiple linear regression analysis tool that aims to determine the effect of the money supply, inflation, and SBI interest rates on the Composite Stock Price Index using SPSS statistical tools. Based on this research, the research method used in the first hypothesis is the Statistical t test and the second is the Statistical F test. Based on the results of this study indicate that the variable Money Supply has a significant effect on the Composite Stock Price Index. For the inflation variable does not have a significant effect on the Composite Stock Price Index. And the SBI Interest Rate variable has a significant effect on the Composite Stock Price Index. Together these three independent variables (Amount of Money Supply, Inflation, SBI Interest Rates) have a significant influence on the dependent variable (Composite Stock Price Index).

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

scholarly journals Pengaruh Suku Bunga, PER, dan PBV Terhadap Harga Saham Perusahaan Sub Sektor Konstruksi Bangunan

2021 ◽  
Vol 4 (2) ◽  
pp. 706-711
Author(s):  
Rosa Arbaningrum ◽  
Asep Muslihat
Keyword(s):  
Interest Rate ◽  
Stock Prices ◽  
Stock Price ◽  
Descriptive Analysis ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Share Price ◽  
Result Show ◽  
The Interest Rate ◽  
Test Result

The study aims to determine how much influence of interest rate, PER, and PBV have on stock prices. The method used is descriptive verification with a quantitative approaches. Data were analyzed using multiple linear regression analysis. Based on the results of a descriptive analysis of the highest interest rate occurred in 2014-2015 while the lowest interest rate in the 2017. There are 5 building construction sub-sector companies that have PER industry average, while 4 other companies have PER above industry average. Furthermore, there are 4 companies that have the value of PBV below the industry average and 5 companies have PBV above the industry average. Then, there are 5 companies that have a share price above the industry average and 4 companies have the stock price below the industry average. Based on the result of verificative analysis that interest rate variable has no signification effect on stock price, while PER variable has no signification effect on stock price and PBV variable has signification effect on stock price. R square test result show that the interest rate, PER, and PBV has effect of 29,3% against the stock price so that remaining 71,7% is affected by other variables that are not researched. Keywords: Interest Rate; PER; PBV; Stock Price.  

scholarly journals INTEREST RATE ADJUSTMENT AND STOCK MARKET – THE CASE STUDY OF CHINA

2021 ◽  
Author(s):  
Ning Zeng ◽  
◽  
Xixi Li ◽  
Keyword(s):  
Interest Rate ◽  
Stock Market ◽  
Stock Price ◽  
Price Index ◽  
Stock Index ◽  
Rate Adjustment ◽  
Stock Price Index ◽  
The Interest Rate ◽  
The Impact

This paper examines the impact of interest rate adjustment on the stock market in China. We collect the interest rate adjustment periods from April 21, 1991 to October 24, 2015 since the estab¬lishment of the stock market. Through an Error Correction model together with Granger causality, we investigate responses of the stock index to interest rate adjustment. Our findings suggest that there is existing a long-term reverse relationship between interest rate adjustment and stock index. The impact of interest rate adjustment on stock index returns could not be long-term disequilibria, which will be corrected in short-time. Also, the interest rate is the granger cause of the stock price index, while the stock price index is not the granger cause of interest rate.

scholarly journals PENGARUH VARIABEL MAKROEKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG)

Media Ekonomi ◽  
2019 ◽  
Vol 26 (1) ◽  
pp. 47
Author(s):  
Nency Megawati ◽  
M. Noor Salim
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Data Analysis ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Macroeconomic Variables ◽  
Jones Index ◽  
Stock Price Index

<em>This study aims to analyze the macroeconomic variables that affect the Composite Stock Price Index </em>(<em>CSPI)</em>. <em>Data analysis using multiple linear regression analysis with 32 stock samples during the period of Quarter I 2009 to Quarter IV 2016. <em>The results showed that the Exchange Rate and Dow Jones Index had a positive and significant effect on the Composite Stock Price Index (CSPI), Inflation and the BI Rate had no significant effect on the Composite Stock Price Index (CSPI).</em></em><em></em>

scholarly journals The Influence of The Inflation Rate and The Interest Rate of Bank Indonesia Certificates on The Composite Stock Price Index With The Us Dollar Exchange Rate As A Moderating Variable on The Indonesia Stock Exchange

2020 ◽  
Vol 3 (3) ◽  
pp. 212
Author(s):  
Dwi Septiani
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Price Index ◽  
Inflation Rate ◽  
Dollar Exchange Rate ◽  
The Us ◽  
Us Dollar ◽  
Stock Price Index ◽  
The Interest Rate

This study aims to determine how the influence of the inflation rate and the interest rate of Bank Indonesia Certificates (SBI) on the Composite Stock Price Index (IHSG) with the US dollar exchange rate as a moderating variable on the Indonesia Stock Exchange 2007-2016. The data of this research consists of inflation rate reports, Bank Indonesia Certificate interest rate reports, US dollar exchange rate reports and reports on the Composite Stock Price Index for 120 (one hundred and twenty) months, starting from 2007 to 2016. Methods The research used in this research is associative research with quantitative data analysis. Data calculation was performed by using multiple regression analysis of the relationship, t test, F test and the coefficient of determination R2. Meanwhile, to test the moderating variable using the interaction test. The inflation rate variable (X1) and the interest rate for Bank Indonesia Certificates (SBI) (X2) with the US dollar exchange rate (X3) as the moderating variable simultaneously have a positive and insignificant effect on the Composite Stock Price Index (IHSG) (Y) on the Stock Exchange. Indonesia 2007-2016. The coefficient of determination of 0.596065 means it is known that the influence of the inflation rate variable (X1) and the interest rate for Bank Indonesia Certificate (SBI) (X2) with the US dollar exchange rate (Z) as the moderating variable is 59.61% while the rest 40.39% is explained by other variables that are not explained and examined in this study. Keywords: Inflation Rate, Bank Indonesia Certificate Interest Rate, US Dollar Exchange Rate and Composite Stock Price Index

scholarly journals Effect of Rupiah Exchange Rate, GDP Growth, and Dow Jones Index on Composite Stock Price Index in Indonesia Stock Exchange

2018 ◽  
Vol 1 (01) ◽  
pp. 23-32
Author(s):  
Wiwik Handayani ◽  
Safitri Oktavia
Keyword(s):  
Exchange Rate ◽  
Capital Market ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Gdp Growth ◽  
Jones Index ◽  
Stock Price Index

  A capital market is a meeting place for stock sellers and buyers with the aim of getting maximum profits. To get these benefits, investors need information about the stock price index. Factors that influence the Stock Price Index are important information for investors. The composite stock price index (CSPI) is one of the main indicators that reflects the performance of the capital market whether it is experiencing an increase or is experiencing a decline. These factors include the rupiah exchange rate, GDP growth, and the Dow Jones index. This study aims to prove and analyze the effect of the rupiah exchange rate, GDP growth, and the Dow Jones index Average (DJIA) on the composite stock price index on the Indonesia stock exchange for the period 2012-2015. The population and sample of this study are forty-eight CSPI data from the Indonesia Stock Exchange. Data is collected by means of documentation and then analyzed. The data analysis technique used in this study is multiple linear regression analysis techniques. Based on the results of the analysis it is known that the rupiah exchange rate has no effect on the Composite Stock Price Index (CSPI). While GDP growth and the Dow Jones index Average (DJIA) have affected the Composite Stock Price Index (CSPI). For further research, it is considered necessary to review other factors that can influence the movement of the stock price index, for example, the company's fundamental factors such as profit, loss, financial ratios, and others. Keywords: Exchange Rate, GDP Growth, The Dow Jones (DJIA), Composite Stock Price Index (CSPI).

scholarly journals Pengaruh Inflasi, BI Rate Dan Nilai Kurs Dollar As Terhadap Indeks Harga Saham Gabungan (IHSG) Yang Terdaftar Di Bursa Efek Indonesia (BEI)

2021 ◽  
Vol 4 (2) ◽  
pp. 779-786
Author(s):  
Syawitri Wulandari ◽  
Sonia Angela Hutabarat ◽  
Teresia Sihombing ◽  
Michael Simanjuntak ◽  
Rafida Khairani
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Coefficient Of Determination ◽  
Exchange Value ◽  
Us Dollar ◽  
Stock Price Index

This study aims to test either simultaneously or partially. The Effect of Inflation, BI Rate and US Dollar Exchange Value on the Composite Stock Price Index listed on the Indonesia Stock Exchange in the period 2008 - 2018. Using multiple linear regression analysis method to test classical assumptions such as normality, multicollinearity, autocoleration and heteroscedasticity. The results of the F test study showed that the value of Fcount was 9.734> Ftable 4.35 with a significant value of 0.007 <0.005, so that inflation, BI Rate and Exchange Rate together have a significant and significant effect on the Composite Stock Price Index. In the t test, the inflation variable has no and significant effect on the Composite Stock Price Index, the BI Rate has a negative and significant effect on the Composite Stock Price Index and the Exchange Value has a positive and significant effect on the Composite Stock Price Index. With this the coefficient of determination can be seen from the Adjusted R Square value of 0.724. This means that the independent variable can explain the dependent variable by 72.4%, while the remaining 27.6% is explained by other variables not examined. Keywords: BI Rate, IHSG, Inflation, US Dollar Exchange Rate

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