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 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 Pengaruh Nilai Tukar (Kurs), Inflasi dan Tingkat Suku Bunga Tabungan terhadap Volume Tabungan Masyarakat pada Bank Umum Pemerintah di Indonesia (Periode 2013-2017)

2020 ◽  
Vol 3 (1) ◽  
pp. 29-37
Author(s):  
Ni Kadek Rita Yanti ◽  
A. A. Ketut Jayawarsa ◽  
I Gde Agung Wira Pertama
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Commercial Banks ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
T Test ◽  
F Test

This study entitled The Effect of Exchange Rate (Exchange), Inflation, and Interest Rates on Savings Against the Volume of Public Savings in Government Commercial Banks in Indonesia for the period 2013-2017. The formulation of the problem: How the Effect of Exchange Rate (Exchange), Inflation, and Interest Rate Savings Against the Volume of Public Savings at Government Commercial Banks in Indonesia Period 2013-2017 simultaneously and partially. The purpose of this study are: To analyze the effect of Exchange Rate (Exchange ), Inflation, and Interest Rate Savings Against the Volume of Public Savings in Government Commercial Banks in Indonesia Period 2013-2017 simultaneously and partially. This research was conducted at the Government Commercial Bank through the website www.bi.go.id and www.ojk.go.id. The analytical tool used is Multiple Linear Regression Analysis, F Test (F-test), and t Test (t-test), before multiple linear regression analysis is carried out descriptive analysis of data and Classical Assumption Test, Results obtained from regression multiple linear is Y = 13,069 + 0,591 X1 + 0,040 X2 + 0,843 X3.

scholarly journals PENGARUH EARNING PER SHARE (EPS) DAN PRICE BOOK VALUE (PBV) TERHADAP HARGA SAHAM PADA INDUSTRI RETAIL YANG TERDAFTAR DI BEI PERIODE 2013-2016

2018 ◽  
Vol 3 (2) ◽  
pp. 195
Author(s):  
Hana Tamara Putri
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Retail Industry ◽  
Book Value ◽  
Earnings Per Share

The purpose of this studyis to find out how the influence of earnings per share (EPS) and price book value (PBV) simultaneously and parcial to stock prices in retail industry listed on the Stock Exchange Indonesia period 2013-2016. The ojek this analysis is the retail industry listed on the stock exchange indonesia period 2013-2016. Sampel used in this research is as many as 8 retail industry listed on the Stock Exchange Indonesia period 2013-2016. The method used is qualitative and quantitative method. . The analytical tool used in this research is multiple linear regression analysis, the classical assumption test (normality, multicolinearity, hetoroscedasicity, and autocorrelation) and coefficient of determination. Based on the results of multiple linear regression analysis showed the equation Log Y= 2.244 + Log 0,528EPS Log 0,018PBV + e , with F test value of 5,153. Value t test for earning per share (EPS) of 3,159 and the value of T test for price book value (PBV) of 0,113. Rated R Square 26,2%, while the remaining 73,8% explained other factors beyond the study models. And the R value of 0,512. The conclusion of this research indicates that simultaneously independent variable earnings per share (EPS) and price book value (PBV) have an effect on stock price variable. The parcial price (PBV) has no significant effect on stock price dependent and earnings per share (EPS) have a significant effect on stock price variables.

scholarly journals Pengaruh Inflasi, Nilai Tukar, Dan Suku Bunga Terhadap Indeks Harga Saham Gabungan Di Bursa Efek Negara-Negara ASEAN

2020 ◽  
Vol 16 (1) ◽  
pp. 164-178
Author(s):  
Devi Dwi Wulandari ◽  
Novi Puspitasari ◽  
Ana Mufida
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Price Index ◽  
The Other ◽  
Key Variables ◽  
Stock Price Index ◽  
Asean Countries

The stock market of ASEAN at present has experienced various of development rapidly on one side, but on the other side also extremely vulnerable to influence various changes in macro economy, social, and political in the country and overseas. Macro economy conditions can influence composite stock price index. Indicators of macro economy are chosen in research is inflation, exchange rate, and interest rate. The three is part of the key variables of macro economy that can be used to see the activity of a country’s economy. This research analyzed the influence of third macro economy variables to composite stock price index in five ASEAN countries namely Indonesia, Malaysia, Singapore, Philippines, and Thailand were using analysis multiple linear regression with research’s periode January 2014 up to December 2016. Results showing that partially, only exchange rate which have significant effect on composite stock price index, while inflation and interest rate has no significant effect on composite stock price index. Simultaneously the inflation, exchange rate, and interest rate equally had a significant effect on the composite stock price index, but only able to explain as much as 19,1 %. This research is only use 3 economy variables. Further research is expected to add other variables considered more potential.

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 ROE DAN DER TERHADAP HARGA SAHAM PADA SEKTOR PERDAGANGAN ECERAN

2018 ◽  
Vol 1 (02) ◽  
pp. 47-54 ◽  
Author(s):  
Nurmala Alfiah ◽  
Lucia Ari Diyani
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Return On Equity ◽  
Sample Technique ◽  
Equity Ratio

This study aims to test the Influence of Return on Equity (ROE) and Debt to Equity Ratio (DER) Against Stock Price. This study was taken because there is still a difference between previous researchers. The study used external secondary data, sample technique used Purposive Sampling from eight (8) companies which met the Sampling criteria existing from 23 companies. The method used is multiple linear regression analysis. The results of this study shows that Return on Equity (ROE) has no significant effect on Stock Price, while Debt to Equity Ratio (DER) has a significant effect on Stock Price. Simultaneously ROE and DER have a significant effect to the stock price that is equal to 22,5% while the rest 77,5% influenced by other factor.

scholarly journals ANALISIS PENGARUH FAKTOR INTERNAL PERUSAHAAN TERHADAP HARGA SAHAM PADA PERUSAHAAN MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI

2019 ◽  
Vol 7 (2) ◽  
pp. 128
Author(s):  
Ahmad Ridho Fachrizal Chaery
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Price ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Internal Factors ◽  
Independent Variables ◽  
Food And Beverage

This research was conducted to test the influence of Internal Factors such as Liqudity, Activity, Solvability, Profitability and Company’s Growth to the Stock Price. The object of this research is a manufacturing company of food and beverage sectors listed in Indonesia Stock Exchange in the period 2013 to 2017. This study uses multiple linear regression analysis that begins with the classical assumption, using a sample of 11 companie of food and beverage sector. The results obtained from this study is partially Solvability and Profitability has an influence on Stock Price, While Liquidity, Activity and Company’s Growth do not affect significantly to Stock Price. Simultaneously the results obtained are all independent variables (Liqudity, Activity, Solvability, Profitability and Company’s Growth) jointly have a significant effect on Stock Price.

scholarly journals Analisis Pengaruh Hari Perdagangan dan Nilai Tukar terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia Tahun 2009

The Winners ◽  
2011 ◽  
Vol 12 (2) ◽  
pp. 103
Author(s):  
Erric Wijaya ◽  
Fatiah Istarini
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Prices ◽  
Hypothesis Test ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Share Price ◽  
Significance Level

Before making investment decisions, investors need to analyze the pattern of trading days which change daily because of investors’ behavior in stock trading activity that affects the pattern of daily stock price movements. Changes in macro variables like exchange rates for instance, also can affect share price. To determine the influence of independent variables (day of the week effect and exchange rate) on the dependent variable (Jakarta Composite Index (JCI)), a research is conducted using multiple linear regression analysis. The initial test uses a test of normality and is resumed by testing multiple linear regression analysis and classical assumption. The hypothesis test uses t-statistics and F-statistics with a significance level of 5%. A descriptive statistics implies that there is an effect of trading days on stock prices. However, using backward stepwise linier regression model and multivariate analysis, the result indicates that there is no effect of trading days on stock prices. Using multivariate data analysis, it is found that stock prices is influenced by exchange rate.

scholarly journals Analysis of Factors Affecting Inflation in Indonesia: an Islamic Perspective

2015 ◽  
Vol 2 (2) ◽  
pp. 67-80
Author(s):  
Elis Ratna Wulan ◽  
Sofia Nurfaiza
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Linear Regression ◽  
Interest Rates ◽  
Multiple Linear Regression ◽  
Money Supply ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Positive Trend ◽  
Factors Affecting

This study aims to determine the factors affecting inflation. The research is descriptive quantitative in nature. The data used are reported exchange rates, interest rates, money supply and inflation during 2008-2012. The research data was analyzed using multiple linear regression analysis. The results showed in the year 2008-2012 the condition of each variable are (1) the rate of inflation has a negative trend, (2) the interest rate has a negative trend, (3) the money supply has a positive trend, (4) the value of exchange rate has a positive trend. The test results by using multiple linear regression analysis result that variable interest rates, the money supply and the exchange rate of the rupiah significant effect on the rate of inflation.

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