PERGERAKAN INDEKS HARGA SAHAM GABUNGAN SEBAGAI DAMPAK DARI VARIABEL MAKRO

Analysis of Determinants of Stock Transaction Volume and Its Effect on the LQ45 Stock Price Index on IDX 2010-2020 Period

10.31219/osf.io/t2hjk ◽

2021 ◽

Author(s):

Mohammad Noor Salim ◽

Gabriel Anugrah Pratama

Keyword(s):

Exchange Rate ◽

Interest Rate ◽

Interest Rates ◽

Stock Price ◽

Linear Regression Analysis ◽

Composite Index ◽

Multiple Linear Regression Analysis ◽

Stock Index ◽

Company Performance ◽

Dollar Exchange Rate

The LQ45 stock index is a stock index that concerns investors in monitoring the development of company performance that is included in the LQ45 index calculation. Several factors that can cause the movement of the LQ45 stock index include BI interest rates, exchange rates, and global stock exchanges such as the Shanghai Composite Index. The study was conducted to determine the effect of the BI interest rate, dollar exchange rate, yuan exchange rate and the Shanghai Composite Index (SSE) on the LQ45 stock index. The study was conducted using 121 samples consisting of monthly data for all variables from 2010 to 2020. Data analysis was performed using multiple linear regression analysis techniques. The results show the BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously have a significant effect on the LQ45 stock index. BI interest rate and yuan exchange rate partially have a significant effect on the LQ45 stock index. The dollar exchange rate and Shanghai Composite index have no significant effect on the LQ45 stock index. The BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously affect volume of transactions. Partially, BI interest rate, dollar exchange rate, yuan exchange rate have a significant effect on transaction volume, while Shanghai Composite index has no significant effect on transaction volume. Simultaneously, BI interest rate, dollar exchange rate, yuan exchange rate, and Shanghai Composite index have a significant effect on the LQ45 stock index with transaction volume as an intervening variable.

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Analysis of Determinants of Stock Transaction Volume and Its Effect on the LQ45 Stock Price Index on IDX 2010-2020 Period

Journal of Economics and Business ◽

10.31014/aior.1992.04.02.351 ◽

2021 ◽

Vol 4 (2) ◽

Author(s):

Mohammad Noor Salim ◽

◽

Gabriel Anugrah Pratama

Keyword(s):

Exchange Rate ◽

Interest Rate ◽

Interest Rates ◽

Stock Price ◽

Linear Regression Analysis ◽

Composite Index ◽

Multiple Linear Regression Analysis ◽

Stock Index ◽

Company Performance ◽

Dollar Exchange Rate

The LQ45 stock index is a stock index that concerns investors in monitoring the development of company performance that is included in the LQ45 index calculation. Several factors that can cause the movement of the LQ45 stock index include BI interest rates, exchange rates, and global stock exchanges such as the Shanghai Composite Index. The study was conducted to determine the effect of the BI interest rate, dollar exchange rate, yuan exchange rate and the Shanghai Composite Index (SSE) on the LQ45 stock index. The study was conducted using 121 samples consisting of monthly data for all variables from 2010 to 2020. Data analysis was performed using multiple linear regression analysis techniques. The results show the BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously have a significant effect on the LQ45 stock index. BI interest rate and yuan exchange rate partially have a significant effect on the LQ45 stock index. The dollar exchange rate and Shanghai Composite index have no significant effect on the LQ45 stock index. The BI interest rate, dollar exchange rate, yuan exchange rate and Shanghai Composite index simultaneously affect volume of transactions. Partially, BI interest rate, dollar exchange rate, yuan exchange rate have a significant effect on transaction volume, while Shanghai Composite index has no significant effect on transaction volume. Simultaneously, BI interest rate, dollar exchange rate, yuan exchange rate, and Shanghai Composite index have a significant effect on the LQ45 stock index with transaction volume as an intervening variable.

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FAKTOR – FAKTOR YANG BERPENGARUH TERHADAP INDEKS HARGA SAHAM GABUNGAN PADA BURSA EFEK INDONESIA

Jurnal Bisnis Dan Kajian Strategi Manajemen ◽

10.35308/jbkan.v1i2.903 ◽

2018 ◽

Vol 1 (2) ◽

Author(s):

Yohandes Rabiqy

Keyword(s):

Exchange Rates ◽

Interest Rates ◽

Sampling Method ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Monthly Data ◽

Negative Effect ◽

Positive Effect ◽

Selection Of

Abstract: The purpose of this study was to determine the effect of the inflation, IBCinterest rate, and exchange rate on CSPI. The research was conducted on the Indonesia Stock Exchange (ISE) by using sample of 72 consisted of the entire variable monthly data during 2010 to 2015 with the selection of the sample through a non probability sampling method by purposive sampling method and the data were analyzed with multiple linear regression analysis techniques. Based on the analysis found inflation, IBC interest rates, and exchange rates simultaneously affect the CSPI. The Inflation and IBC interest rates partially significant negative effect on the CSPI, this means an increase in inflation and IBC interest rates may result decrease value of CSPI. Exchange rates partially significant positive effect on CSPI. This means that the increase occurred in exchange rates can increase the value of CSPI.Kata kunci: Inflasi, Suku Bunga, Kurs, Indeks Harga Saham Gabungan (IHSG)

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ANALISIS PENGARUH TINGKAT INFLASI , TINGKAT SUKU BUNGA TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK JAKARTA PERIODE TAHUN 2018

DIALEKTIKA : Jurnal Ekonomi dan Ilmu Sosial ◽

10.36636/dialektika.v5i1.411 ◽

2020 ◽

Vol 5 (1) ◽

pp. 53-56

Author(s):

Moch.Tody Arsiyanto

Keyword(s):

Interest Rates ◽

Stock Price ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Monthly Data ◽

Purposive Sampling ◽

Analysis Technique ◽

Negative Effect ◽

Selection Of

Abstrak Indeks Harga Saham Gabungan (IHSG) merupakan cerminan perekonomian Indonesia, saat IHSG menunjukan peningkatan berarti perekonomian Indonesia berada dalam keadaan yang kondusif dan sebaliknya. Untuk dapat mengetahui apa saja yang dapat membantu pergerakan IHSG perlu diperhatikan beberapa faktor seperti tingkat suku bunga SBI, inflasi. Tujuan penelitian ini adalah untuk mengetahui pengaruh suku bunga SBI, Inflasi terhadap IHSG. Penelitian ini dilakukan di BEI dengan menggunakan sampel sebanyak 12 (Tahun 2018) terdiri dari data bulanan seluruh variable selama tahun 2018 dengan pemilihan sampel melalui metode non probabability sampling yaitu dengan metode purposive sampling dan data dianalisis dengan teknik analisis regresi linier berganda. Berdasarkanhasil analisis ditemukan suku bunga SBI, inflasi,berpengaruh terhadap IHSG. Suku bunga SBI, inflasi secara parsial berpengaruh negatif signifikan terhadap IHSG, hal ini berarti peningkatan suku bunga SBI, inflasi dapat mengakibatkan penurunan nilai IHSG. Kata kunci: IHSG,SBI,inflasi Abstract Composite Stock Price Index (CSPI) is a reflection of the Indonesian economy, while JCI showed significant improvement of the Indonesian economy is in a state that is conducive and vice versa. To be able to know anything that can help JCI to consider several factors such as SBI interest rate, inflation. The purpose of this study was to determine the effect of SBI rates, inflation against JCI. The research was conducted on the Stock Exchange by using a sample of 12 (2018) consists of monthly data across variables during 2018 with the selection of the sample through a non probabability method is the method of purposive sampling samplingdan Data were analyzed by multiple linear regression analysis technique. Berdasarkanhasil analysis found SBI interest rates, inflation, affect the JCI. SBI interest rates, inflation partially significant negative effect on the JCI, this means an increase in SBI rates inflation can lead to impairment of JCL. Keywords: JCI, SBI, inflation

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

JURNAL ADMINISTRASI BISNIS ◽

10.35797/jab.8.2.2019.23565.75-82 ◽

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.

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PENGARUH DEVIDEND PER SHARE (DPS), EARNING PER SHARE (EPS) DAN NET PROFIT MARGIN (NPM) TERHADAP HARGA SAHAM PADA PERUSAHAAN PERSERO YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2017

JIM UPB (Jurnal Ilmiah Manajemen Universitas Putera Batam) ◽

10.33884/jimupb.v7i2.984 ◽

2019 ◽

Vol 7 (2) ◽

pp. 159

Author(s):

Novalia Selvi Br Parhusip ◽

Raswan Udjang

Keyword(s):

Regression Analysis ◽

Stock Prices ◽

Stock Price ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Profit Margin ◽

Significant Positive Effect ◽

Net Profit ◽

Negative Effect ◽

Positive Effect

This study aims to analyse the effects of Dividend Per Share, Earning Per Share and Net Profit Margin simultaneously and partially on stock price. This study was taken because there are still differences between the research study with each other. The method of purposive sampling was used in this sample of research. The sample of the research from twenty companies, only eleven are selected because the financial statement from each company are complete since 2013-2017. The analysis method used is multiple linear regression analysis. By using regression analysis, this study provides evidence that Devidend per Share have significant positive effect on stock prices. Earning per Share have significant positive effect on stock prices. Net Profit Margin have significant negative effect on stock prices.

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FACTORS INFLUENCING THE PRICE OF INDONESIA SOVEREIGN SUKUK IN SECONDARY MARKET

Journal of Islamic Economics and Finance ◽

10.22373/share.v8i1.4162 ◽

2019 ◽

Vol 8 (1) ◽

Author(s):

Muhammad Fatih Al Aziz ◽

Irfan Syauqi Beik ◽

Achmad Firdaus

Keyword(s):

Time Series Data ◽

Linear Regression Analysis ◽

Composite Index ◽

Multiple Linear Regression Analysis ◽

Secondary Market ◽

Series Data ◽

Significant Positive Effect ◽

Negative Effect ◽

Ministry Of Finance ◽

Positive Effect

The paper analyses four influencing factors toward the Indonesian sovereign sukuk price in the secondary market during the period January 2015 to June 2018, namely liquidity, coupon, maturity and the Indonesia composite index (ICI). The model used is multiple linear regression analysis with time series data obtained from the Ministry of Finance of Indonesia. The results of the analysis show that liquidity had a significant positive effect on the sovereign sukuk price in the secondary market, that coupon also had a significant positive effect; maturity had a significant negative effect, while the Indonesia composite index had a significant positive effect.==============================================================================================Faktor-faktor yang Mempengaruhi Harga Sukuk Indonesia di Pasar Sekunder. Makalah ini menganalisis empat faktor yang mempengaruhi harga sukuk Indonesia di pasar sekunder selama periode Januari 2015 hingga Juni 2018, yaitu likuiditas, kupon, jatuh tempo dan indeks harga saham gabungan (IHSG). Model yang digunakan adalah analisis regresi linier berganda dengan data deret waktu diperoleh dari Kementerian Keuangan Indonesia. Hasil analisis menunjukkan bahwa likuiditas berpengaruh positif signifikan terhadap harga sukuk negara di pasar sekunder, kupon juga berpengaruh positif signifikan, maturitas berpengaruh negatif signifikan, sedangkan indeks harga saham Indonesia berpengaruh positif signifikan terhadap harga sukuk Negara di Pasar Sekunder

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FAKTOR-FAKTOR YANG MEMPENGARUHI BID-ASK SPREAD PADA PERUSAHAAN MANUFAKTUR

Jurnal Akuntansi Indonesia ◽

10.30659/jai.4.2.85-96 ◽

2016 ◽

Vol 4 (2) ◽

pp. 85 ◽

Cited By ~ 1

Author(s):

Adistie Nucke Arista Dewi ◽

Indri Kartika

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Stock Returns ◽

Stock Price ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Significant Positive Effect ◽

Bid Ask Spread ◽

Negative Effect ◽

Positive Effect

The amount of information asymmetry faced by dealers will be reflected in the spread. Dealers will try to maintain the bid-ask spreads are optimal, so the need to determine the factors that affect the bid- ask spread . This study aimed to analyze the effect of stock returns, trading volume, variants of stock returns and stock prices to bid-ask spread stock . The population in this study are manufacturing companies that publish financial statements in the period 2010-2012 . The samples with purposive sampling, to obtain the 61 companies . From the data obtained were processed and analyzed using SPSS 19 o’clock, by means of multiple linear regression analysis. Multiple linear regression analysis was preceded with the classical assumption. The results showed that the first, the stock return significant negative effect on the bid- ask spread stock. Second, the volume of stock trading is not a significant positive effect on the bid- ask spread stock . Third, the stock price significant negative effect on the bid- ask spread stock. Fourth, variant stock returns are not significant positive effect terdahap stock bid-ask spread. Future studies could add other variables that stock price fluctuations (volatility) in the given period. Predicted volatility can affect the bid- ask spread stocks as investors memilliki enough information about the investment that not only perform certain transactions on the stock .

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Analisis Rasio Keuangan di Bank Perkreditan Rakyat Kabupaten Badung

E-Jurnal Akuntansi ◽

10.24843/eja.2021.v31.i06.p12 ◽

2021 ◽

Vol 31 (6) ◽

pp. 1505

Author(s):

Kadek Virginiawan Permana Putra ◽

I Ketut Sujana

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Capital Adequacy ◽

Analytical Technique ◽

Capital Adequacy Ratio ◽

Negative Effect ◽

Positive Effect ◽

Selection Of

Changes in profit trend decreased in The People's Credit Bank of Badung Regency and the gap in research became the basis for research on the influence of Non Performing Loan, Capital Adequacy Ratio, Loan to Deposit Ratio and Debt to Asset Ratio on changes in profit at The People's Credit Bank in Badung Regency. The population in this study was 52 units of People's Credit Bank located in Badung Regency. The selection of samples using purposive sampling, so that obtained the number of samples of People's Credit Bank in Badung is as many as 44 banks. The analytical technique used is multiple linear regression analysis. The results of the analysis showed that Non Perfoming Loan has a negative effect on the change in profit, Capital Adequacy Ratio and Loan to Deposit Ratio have a positive effect on the change in profit, while the Debt to Asset Ratio has no effect on the change in profit at the People's Credit Bank in Badung Regency for the period 2015-2019. Keywords: Changes in Profit; NPL; CAR; LDR; DAR.

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STOCK PRICE INDEX (CSPI)IN INDONESIA STOCK EXCHANGE (IDX) PERIOD 2014-2018

Dinasti International Journal of Economics, Finance & Accounting ◽

10.38035/dijefa.v1i1.205 ◽

2020 ◽

Vol 1 (1) ◽

pp. 40-53

Author(s):

Said Djamaluddin ◽

Riki Ardoni ◽

Aty Herawati

Keyword(s):

Exchange Rate ◽

Crude Oil ◽

Interest Rates ◽

Stock Price ◽

Price Index ◽

Composite Index ◽

Oil Prices ◽

Dollar Exchange Rate ◽

Jones Index ◽

Stock Price Index

This study aims to determine the effect of the BI rate, the dollar exchange rate, the yuan exchange rate, the Dow Jones index, the Shanghai index and world oil prices on the composite stock price index (CSPI). The data used is the period from January 2014 to December 2018 with the multiple regression analysis method. The results showed that the BI rate, Dollar Exchange, Yuan Exchange, Dow Jones, SSE Composite Index and WTI were able to explain the 91.8% effect on CSPI and the remaining 8.2% explained by other variables not examined. T test results show that partially BI interest rates, the yuan and Shanghai exchange rates do not have a significant effect on CSPI. While the dollar exchange rate, Dow Jones Index and world crude oil prices have a significant influence on the composite stock price index (CSPI) with coefficients respectively - 0.41705, +0.21245 and -7.86373. The independent variable that has the most dominant influence on CSPI is Crude Oil (WTI).

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