PENGARUH INFLASI, TINGKAT SUKU BUNGA, KURS, HARGA MINYAK DUNIA DAN HARGA EMAS DUNIA TERHADAP IHSG DAN JII DI BURSA EFEK INDONESIA

2017 ◽  
Vol 2 (2) ◽  
pp. 285
Author(s):  
Umi Sartika
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
T Test ◽  
Gold Price ◽  
Oil Price ◽  
F Test ◽  
Closing Price ◽  
The Exchange Rate

ABSTRACT  The research aims to investigate empirically the influence of selected macroekonomic variables. The research design is associative. Independent variabel  are  inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price on Indonesia Composite Index and Jakarta Islamic Index at The Indonesia Stock Exchange (IDX). This paper examines the direct effect of selected macroeconomic variabel on Indonesia Composite Index and Jakarta Islamic Index. The data is taken from the monthly closing price of each dependent and independent variables. The sampling method used in this study is the sample saturated and obtained a sample of 60 months of data closing price. The data used are secondary data collection methods of data documentation. The analysis which used in this research is multiple linier regression analysis, F test and t test. The result of calculations using Eviews 8, showed that: the result hypothesis F test, obtained value of Fcompute > Ftable, means that there is the influence of inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price together on Indonesia Composite Index and Jakarta Islamic Index. While result of the hypothesis t test, showed that inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price partially had not influence on Indonesia Composite Index and Jakarta Islamic Index

scholarly journals PENGARUH INFLASI, TINGKAT SUKU BUNGA, KURS, HARGA MINYAK DUNIA DAN HARGA EMAS DUNIATERHADAP IHSG DAN JIIDI BURSA EFEK INDONESIA

2018 ◽  
Vol 3 (2) ◽  
pp. 173
Author(s):  
Umi Sartika
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
T Test ◽  
Gold Price ◽  
Oil Price ◽  
F Test ◽  
Closing Price ◽  
The Exchange Rate

The research aims to investigate empirically the influence of selected macroekonomic variables. The research design is associative. Independent variabel  are  inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price on Indonesia Composite Index and Jakarta Islamic Index at The Indonesia Stock Exchange (IDX). This paper examines the direct effect of selected macroeconomic variabel on Indonesia Composite Indexand Jakarta Islamic Index.The data is taken from the monthly closing price of each dependent and independent variables. The sampling method used in this study is the sample saturated and obtained a sample of 60 months of data closing price. The data used are secondary data collection methods of data documentation. The analysis which used in this research is multiple linier regression analysis, F test and t test. The result of calculations using Eviews 8, showed that: the result hypothesis F test, obtained value of Fcompute > Ftable, means that there is the influence of inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Pricetogether on Indonesia Composite Index and Jakarta Islamic Index.While result of the hypothesis t test, showed that inflation, Bank Indonesia certificate rate, the exchange rate of IDR, World Oil Price and World Gold Price partially had not influence on Indonesia Composite Index and Jakarta Islamic Index

scholarly journals Analisis Pengaruh Variabel Makro Ekonomi Dan Harga Komoditas Terhadap Jakarta Islamic Index (JII)

2017 ◽  
Vol 3 (9) ◽  
pp. 713
Author(s):  
Ika Fitriyanti ◽  
Leo Herlambang
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Significant Influence ◽  
T Test ◽  
Gold Price ◽  
Oil Price ◽  
F Test ◽  
Macroeconomic Variables ◽  
Research Show

The purpose of this research is to determine the effects of macroeconomic variables to Jakarta Islamic Index in the period January 2013 – October 2015. The results of this research show that in partially world gold price (X1) does not have a significant influence to Jakarta Islamic Index (Y) which is indicated with t-test a significance value of 0.982. World oil price variable (X2) partially does not have a significant influence to Jakarta Islamic Index as evidenced by t test significant value of 0.090. Exchange Rate (X3) partially has a significant influence to Jakarta Islamic Index as evidenced by t test significant value of 0,003. Interest rate of Bank Indonesia (X4) has no significant influence to Jakarta Islamic Index as evidenced by t test significant value of 0.405. The result of all variables simultaneously have significant influence to Jakarta Islamic Index as evidenced by f test significant value of 0.03.

scholarly journals The Effect of USD/IDR Exchange Rate, Interest Rate, and World Oil Price To Jakarta Composite Index (JCI)

2019 ◽  
Vol 3 (2) ◽  
pp. 191
Author(s):  
Ummu Salma Al-Azizah ◽  
Yusdi Daulay ◽  
Naufal Krisnanto
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Interest Rate ◽  
Time Series Data ◽  
Stock Exchange ◽  
Composite Index ◽  
Oil Price ◽  
Series Data ◽  
Macroeconomic Variables ◽  
The Exchange Rate

This research aims to investigate effect of selected macroeconomic variables, i.e., USD/IDR exchange rate, interest rate, and world oil price to indonesia composite index at the indonesia stock exchange (IDX). This paper examine the direct effect of selected macroecomonic variable on Indonesia Composite Index. The study used time series data from the 2012-2017. By using an regression technique analysis, the result from showed that simultaneously the exchange rate, interest rate, and world oil price have a significant effect on Indonesia Composite Index. Partially, only the exchange rate has a significant effect on Indonesia Composite Index, interest rate and world oil price have no significant effect on Indonesia Composite Iindex. The amount of influece caused by the three variables is 58% and the rest is explained by other variables.

Pengaruh Faktor Fundamental, Risiko Sistematis Dan Ekonomi Makro Terhadap Return Saham Syariah Yang Tergabung Di Jakarta Islamic Index (JII) Pada Periode 2010 – 2014

2017 ◽  
Vol 24 (1) ◽  
pp. 54-70
Author(s):  
Hasanah Setyowati ◽  
Riyanti Ningsih
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Systematic Risk ◽  
Secondary Data ◽  
Analysis Model ◽  
Macroeconomic Factors ◽  
Return On Equity ◽  
Equity Ratio ◽  
Regression Techniques ◽  
The Exchange Rate

This study aimed to obtain empirical evidence on the influence of fundamental factors, systematic risk and macroeconomics on the returns Islamic stock of companies incorporated in the Jakarta Islamic Index in 2010-2014. The variables used were the fundamental factors that are proxied by Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER); Systematic risk is proxied by Beta Shares; macroeconomic factors is proxied by the inflation rate and the exchange rate. The samples of this study are the enterprises incorporated in Jakarta Islamic Index (JII) at the Indonesian Stock Exchange. The sampling method was using purposive sampling. There were 12 samples of Islamic stocks that meet the criteria to be used as samples. The analysis model used is multiple linear regression techniques and the type of data used is secondary data. The study found that all variables, which are Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER), Beta stock, inflation and the exchange rate do not significantly affect the return of sharia stock either simultaneously or partially.

scholarly journals Pengaruh ekspor, tingkat inflasi dan nilai tukar mata uang terhadap cadangan devisa (studi di Indonesia dan Malaysia)

2021 ◽  
Vol 9 (1) ◽  
pp. 1-12
Author(s):  
Nanda Eulia ◽  
Syaparuddin Syaparuddin ◽  
Parmadi Parmadi
Keyword(s):  
Exchange Rate ◽  
Foreign Exchange ◽  
Secondary Data ◽  
T Test ◽  
Regression Equations ◽  
Foreign Exchange Reserves ◽  
Test Analysis ◽  
Partial Regression Coefficient ◽  
The Exchange Rate ◽  
Analytical Tools

This study aims at the implications of the development of foreign exchange reserves, exports, inflation, and the exchange rate of the rupiah and Malaysian ringgit for the period 2000-2017, the implications of the effect of exports, inflation, and the rupiah exchange rate on foreign exchange reserves in Indonesia and the effect of exports, inflation and the value of the rupiah. exchange rate ringgit against Foreign Exchange Reserves in Malaysia. The type of data used in this study is secondary data which is periodic data from 2000 – 2017, hypothesis testing itself using multiple linear regression equations. The analytical tools used are the joint test (F-Test), Partial Regression Coefficient Test (t-test), and Classical Assumption Test. Based on the t-test analysis, it can be seen that exports cannot affect foreign exchange reserves. Meanwhile, inflation has a negative and significant effect on foreign exchange reserves with a coefficient of 0.159% and the exchange rate has a positive and significant effect on foreign exchange reserves with a coefficient of 1.446%. Keywords: Exports, Inflation, Exchange rates, Foreign reserves

scholarly journals Pengaruh Capital Adequacy Ratio, Return on Asset, Loan to Deposit Ratio dan Non Performing Loan Terhadap Laba Bersih pada Bank BUMN yang Terdaftar di Bursa Efek Indonesia Periode 2014 – 2018

2020 ◽  
Vol 5 (1) ◽  
pp. 113
Author(s):  
Yunan Surono ◽  
Saiyid Syeikh ◽  
Ade Rinaldi
Keyword(s):  
Multiple Regression ◽  
Stock Exchange ◽  
Secondary Data ◽  
T Test ◽  
Capital Adequacy ◽  
Multiple Regression Equation ◽  
F Test ◽  
Capital Adequacy Ratio ◽  
Net Profit ◽  
Public Banks

This research aims to analyze the effect of simultaneous capital adequacy ratio, return on asset, loan to deposit ratio and non performing loan on the net profit of government public banks in Indonesia Stock Exchange. The effect of partial capital adequacy ratio, return on asset, loan to deposit ratio and non performing loan on the net profit of government public banks in Indonesia Stock Exchange. The research methodology is descriptive and quantitative analysis methods. Data used is secondary data. The population become object in this research is government public bank period of year of 2014-2018. Amount sample the used is the fourth (4)  government public bank and still stand up during period of perception and also publicized of year of 2014-2018 by Indonesian Stock Exchange the analysis multiple regression, hypotesis test so determinant coefficient F test  and  t test. The object of this research is foreign exchange bank listed on the Stock Exchange Indonesia 2014-2018. The sampel in the receach is PT Bank Negara Indonesia,Tbk (BBNI), PT Bank Rakyat Indonesia,Tbk (BBRI), PT Bank Tabungan Negara,Tbk (BBTN), PT Bank Mandiri,Tbk (BMRI), Results of multiple regression equation is Y =  11,469 + 1,30X1  +  1,599X2  - 5,069X3  + 0,481X4  + e,  F test result, it is known that  capital adequacy ratio, return on asset, loan to deposit ratio and non performing loan simultaneously on the net profit. F count larger than F table (52,763 > 3,06) or comparing the significant level of 0.05 then (0.000 < 0.05) then Ho is rejected and Ha accepted. Based on the results of the t test capital adequacy ratio, return on asset and loan to deposit ratio have significant effect between the net profit  (tcount> ttable).Conclusion is the capital adequacy ratio, return on asset, loan to deposit ratio and non performing loan simultaneously on the net profit.. While partially have variable capital adequacy ratio, return on asset and loan to deposit ratio have significant to net profit

scholarly journals The Effect of Inflation, Exchange Rate, BI Rate and Dow Jones Index to Indonesia Composite Index in Indonesia Stock Exchange on the Year 2013-2018

2021 ◽  
Vol 3 (3) ◽  
pp. 50-60
Author(s):  
Hasanudin
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Interest Rates ◽  
Structural Equation ◽  
Work Motivation ◽  
Stock Exchange ◽  
Composite Index ◽  
Equation Modeling ◽  
Jones Index ◽  
The Exchange Rate

The purpose of this study is to demonstrate the influence of inflation, currency exchange rates, SBI interest rates, and the Dow Jones index on the Jakarta Composite Index on the Indonesian Stock Exchange from 2013 to 2018. Methods of quantitative research utilizing Structural Equation Modeling (SEM) analytic techniques in conjunction with the use of SmartPLS 3. The findings of this study indicate that inflation has a substantial negative influence on the CSPI. This indicates that as inflation increases, the JCI decreases. The exchange rate has a substantial negative effect on the JCI. This demonstrates that the exchange rate variable has a direct effect on the direction of the high exchange rate, lowering the JCI in the process. The SBI interest rate has no effect on the JCI and is rather detrimental to it. This indicates that when the number of SBI interest rates increases, the CSPI remains same. The Dow Jones index has a sizable positive correlation with the CSPI. This indicates that the Dow Jones index's rise has an effect on the JCI. By a factor of 0.982, the Dow Jones Index has the greatest effect on work motivation, followed by inflation, exchange rates, and SBI interest rates on the IHSG on the 2013-2018 Stock Exchange.

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 INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA

Media Ekonomi ◽  
2014 ◽  
Vol 22 (2) ◽  
pp. 133
Author(s):  
Pardomuan Sihombing, ◽  
Rizal ,
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Economic Indicator ◽  
United States Dollar ◽  
Independent Variables ◽  
Stock Indices ◽  
Global Stock

<p>The objective of this research is to examine the effect of global stock indices and marco economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The global stock indices that had been analyzed in this research are Dow Jones Industrial Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic indicator that had been analyzed in this research are exchange rate United States dollar to Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data. Research periods are 10 years for 120 months since January 2008 until December 2012. This study was analyzed by using error correction model (ECM). By using this method, it can be analyzed the short and long term influence from the independent variables to the dependent variable with its analysis techniques to correct long term imbalances. The result shows that in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted R-square value of 0.444987 can illustrate that the dependent variable is explained by the independent variables for 44.499 percent, while the rest are influenced by the other variables.</p><p> </p>

scholarly journals Pengaruh Tingkat Kurs Rupiah, Harga Emas dan Harga Minyak terhadap Indeks LQ 45 Periode Maret 2013 – Juni 2016

2020 ◽  
Vol 4 (2) ◽  
pp. 86-90
Author(s):  
Muhammad Ikhwan Nugraha
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Hypothesis Testing ◽  
Stock Exchange ◽  
Gold Price ◽  
Oil Price ◽  
Monthly Data ◽  
Macroeconomic Variables ◽  
Independent Variables ◽  
Time Period

This research aimed to analyze the effects of some macroeconomic variables for the movement of LQ 45 Index. Those macroeconomic variables used among other things were rupiah exchange rate, gold price and oil price.The population of this research was LQ 45 Index in Indonesia Stock Exchange (BEI) from March 2013 to June 2016 and the independent variables in the same time period. The total samples, the same as the population, were 40 monthly data which were determined through a census method. The data were obtained from Indonesian Stock Exchange and other reputable websites. The data analysis was performed with the classical assumption and hypothesis testing by multiple regression.The results of this study showed that rupiah exchange rate and oil price had a significant effect towards LQ 45 Index, while gold price did not have a signifiant effect towards LQ 45 Index.

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