scholarly journals DAMPAK VARIABEL MAKROEKONOMI DAN INDEKS SAHAM GLOBAL TERHADAP INDEKS HARGA LQ45 DI BURSA EFEK INDONESIA

2017 ◽  
Vol 21 (3) ◽  
Author(s):  
Nuryasman MN ◽  
Verencia Permatasari
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Price Index ◽  
Sampling Technique ◽  
Gold Price ◽  
Significance Level ◽  
Dow Jones Industrial Average ◽  
Stock Price Index ◽  
Global Stock

The objective of this research was to examine the macroeconomics variable and global stock price index that influencing LQ45 stock price. There were three fundamental macroeconomics variables in this study such as Exchange rate of Rupiah, Interest Rate (SBI), and gold prices which used with global stock price index (Dow Jones Industrial Average) to examine their influence to LQ45 stock price.The sampling data used are 69 months from 2009 January until 2014 September. The selection ofthe sample usedisa non-probability sampling method, using purposive sampling technique. The method usedis multiple regression analysis and Error Correction Model (ECM)using softwareEviews6.0witha significance level of5%. The result of t-test show that gold prices have not influence LQ45 stock price. While the Exchange rate of Rupiah, Interest Rate (SBI), and Dow Jones Industrial Average have influence LQ45 stock price.The result of F- test (jointly test) showthat there are significantjointlybetween Exchange rate of Rupiah, Interest Rate (SBI), gold price, and Dow Jones Industrial Averageon LQ45 stock price.The result of ECM Models show that  between Exchange rate of Rupiah, Interest Rate (SBI), gold price, and Dow Jones Industrial Averageon LQ45 stock price, there was notable toachieve abalance inthe long run.

scholarly journals Analysis of Global Stock Exchange Index, Foreign Exchange Rate, Interest Rate and Inflation Rate Influences CSPI in Indonesia Stock Exchange (Period of January 2014 – 2015)

2019 ◽  
Vol 4 (6) ◽  
Author(s):  
Dahlia Br. Pinem
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Developed Countries ◽  
Stock Index ◽  
Stock Price Index ◽  
Global Stock

The economics of one country with other countries are interconnected because of the business relationship, especially since the developed countries greatly affect the economics of developing countries, so that the stock market in developed countries such as Dow Jones (DJIA) index, Footsie London Index (FTSE), Singapore Index (STI), Tokyo Nikkei Index (N225), Korea KOSPI Index (KS11), Hang Seng Hongkong Index (HSI) affect the Composite Stock Price Index (CSPI). The purpose of this study is to determine the influence of global stock indices on the Composite Stock Price Index (CSPI). In addition to the global macroeconomics index of Indonesia's Stock Index like the US Dollar against the rupiah, interest rates greatly affect the Composite Stock Price Index. The method of the sample research was conducted by judgment sampling. Hypothesis testing in this research is conducted by Multiple Regression. The results obtained simultaneously (F test) variables (FTSE, Dow Jones index, STI, KS 11, Hangseng, Nikkei 225, Dollar/USD exchange rate, interest rate, Inflation) have a significant effect on CSPI. Yet, only partially variable interest rate is not significant, while the other partially affects the CSPI.

Pengaruh Makroekonomi dan Indeks Global terhadap Indeks Harga Saham Gabungan Selama Pandemi COVID-19 di Indonesia

2021 ◽  
Vol 9 (2) ◽  
pp. 681
Author(s):  
Algia Artha ◽  
R.A. Sista Paramita
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Point Of View ◽  
Index Set ◽  
Economic Point ◽  
Stock Price Index

The COVID-19 pandemic has affected many sectors, one of which is the capital market. The Coronavirus has claimed lives and can shake the order of life of a country. From an economic point of view, almost all countries experience a recession, a reduction in economic activity, increased unemployment, and a decline in people's purchasing power. This research examines the effect of the BI interest rate, exchange rate, inflation, SSEC index, KLSE index, SET index, and DJIA index on the Composite Stock Price Index. The research population is daily data during the COVID-19 pandemic in Indonesia from March 2020 to November 2020. The sampling technique uses purposive sampling. The number of samples is 111 data. The data analysis method uses multiple linear regression with IBM SPSS 25 software tools. The results show that the rupiah exchange rate against the US dollar has a negative effect and the Kuala Lumpur Stock Exchange has a positive effect on the Composite Stock Price Index, while the BI interest rate, inflation, SSEC index, the SET index and the DJIA index have no impact on the Composite Stock Price Index. However, all independent variables simultaneously affect the Composite Stock Price Index.

scholarly journals Performance Analysis of Indonesia’s Mining Sector Price Index

2017 ◽  
Vol 6 (2) ◽  
pp. 357-370
Author(s):  
Hastra Reza Satyatama ◽  
Riwi Sumantyo
Keyword(s):  
Exchange Rate ◽  
Stock Price ◽  
Price Index ◽  
Gold Price ◽  
Mining Sector ◽  
Correction Model ◽  
Monthly Data ◽  
Jones Index ◽  
Dow Jones Industrial Average ◽  
Stock Price Index

Subprime mortage’s crisis in United States 2008 giving effect to the global capital markets especially the stock price index of the mining sector Indonesia. This research analyzes the effect of BI Rate, exchange rate, world gold price, crude oil price, and Dow Jones Industrial Average on the stock price index of the mining sector. This research employs time series monthly data of 2009-2016 with Error Correction Model-Engle Granger (ECM-EG) as the method. The analysis showed that the BI rate, exchange rate and world gold price, has a negative and significant effect. World oil prices affect positively but not significant meanwhile the Dow Jones Industrial Average has a positive and significant impact on the stock price index of the mining sector. For investors in the mining sector, should pay attention to the exchange rate of the rupiah and Dow Jones Index significantly in the mining sector of the stock price index.DOI: 10.15408/sjie.v6i2.5395 

scholarly journals Pengaruh inflasi, nilai tukar rupiah per dollar Amerika, harga minyak mentah dunia dan indeks harga saham gabungan terhadap harga emas di Indonesia

2020 ◽  
Vol 8 (2) ◽  
pp. 55-64
Author(s):  
Fadhel Kesarditama ◽  
Haryadi Haryadi ◽  
Yohanes Vyn Amzar
Keyword(s):  
Exchange Rate ◽  
Crude Oil ◽  
Stock Price ◽  
Price Index ◽  
Oil Prices ◽  
Gold Price ◽  
Positive Trend ◽  
Macroeconomic Variables ◽  
Crude Oil Prices ◽  
Stock Price Index

This study aims to analyze the trend of macroeconomic variables and gold prices in Indonesia and to determine the effect of macroeconomic variables on gold prices in Indonesia. This study uses a quantitative approach. The data used is secondary data from January 2014-December 2019. The analytical tools and techniques used are trend analysis with a linear trend approach and multiple linear regression models using the Ordinary Least Square method. The five research variables that were processed showed that there were differences in the direction of the data trend. Where the variables of Gold Price, Exchange Rate, and Composite Stock Price Index show a positive trend, while the variables of Inflation and World Crude Oil Prices show a negative trend. Furthermore, the variables of Exchange Rate, world Crude Oil Price, and Composite Stock Price Index show a positive and significant influence on the Gold Price in Indonesia. While the inflation variable shows a negative and significant effect on the Gold Price in Indonesia. Keywords: Inflation, foreign exchange,crude oil prices, idx composite and gold prices

scholarly journals ANALISIS PENGARUH PERTUMBUHAN EKONOMI, INFLASI, SUKU BUNGA DAN HARGA MINYAK DUNIA TERHADAP INDEKS HARGA SAHAM GABUNGAN DI INDONESIA PERIODE TAHUN 2001-2017

2020 ◽  
pp. 10-21
Author(s):  
A. Mahendra
Keyword(s):  
Economic Growth ◽  
Regression Analysis ◽  
Interest Rate ◽  
Multiple Regression Analysis ◽  
Stock Price ◽  
Price Index ◽  
Secondary Data ◽  
Oil Prices ◽  
Sampling Technique ◽  
Stock Price Index

This research is intended to know the influence of economic growth, inflation, interest rate and world oil prices variables to join stock price variable in Indonesia. Population in this research is Indonesia and 68 of them were selected to be the samples for this research through purposive sampling technique. Estimates conducted by the multiple regression analysis. The data that were used in this study were secondary data, consisted of Economic Growth, Inflation, Interest Rate and World Oil Prices to joint stock price index for the year 2001-2017. The results of this research, that Based on the partial test (t test), the Inflation variable has no significant effect while the Economic Growth, Interest Rateand World Oil Prices variables have a significant effect on the variables of the Joint Stock Price Index in Indonesia. But the simultan test (F test), economic growth, inflation, interest rate and world oil prices have a significant effect on the variables of the joint 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 INFLASI, SUKU BUNGA, DAN NILAI TUKAR KURS DOLLAR (USA) TERHADAP INDEKS HARGA SAHAM LQ45 DI BURSA EFEK INDONESIA (PERIODE 2014-2018)

2021 ◽  
Vol 9 (1) ◽  
pp. 46
Author(s):  
Andita Meilasari
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Interest Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Analysis Techniques ◽  
Stock Price Index

This study aims to determine the effect of inflation, interest rates, and the exchange rate of the dollar (USA) on the LQ45 stock price index. Data collection techniques are a method of Documentation. For test instruments using classic assumption tests and tests Statistics. Data analysis techniques using some linear regression for variables using four variables, test F and test t. The results showed that variable inflation (X1), interest rate (X2), and exchange rate (X3) simultaneously LQ45 stock price index on the Indonesia Stock Exchange (Y).

scholarly journals ANALISIS PENGARUH TINGKAT INFLASI, TINGKAT SUKU BUNGA, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2015

2020 ◽  
Vol 6 (2) ◽  
pp. 121
Author(s):  
Daniar Primavistanti ◽  
Aftoni Sutanto
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Exchange Rates ◽  
Interest Rates ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Composite Index ◽  
Inflation Rates ◽  
Stock Price Index

This research aimed to analyze and test the effect of inflation rates, interest rate and exchange rate  on the stok price index  at the stock exchange in 2013–2015. Independent variable used are inflation, interest rates, and exchange rates. While the dependent variable is the stock price index. The object of this research  is in the market listed  on the stock price index. The  inflation  rates, interest rates,  and  the  exchange  rate that  are  taken  from Indonesian Bank. The  analytical  method used is the classic assumption test and regression test. Based  on  the  survey  result revealed  that in partial  inflation and the exchange  rate does not  significantaly  influence the Stock  Exchange  Composite Index. While the variable interest rate significantly influence the Stock Exchange Composite Index. The test results simultaneosly show variable inflation, interest rates and exchange rates have an influence on the Stock Exchange  Composite Index. The coefficient of determination was 28,3%.

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