scholarly journals PENGARUH INDEKS BURSA GLOBAL DAN VARIABEL MAKRO EKONOMI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PRIODE 2018-2020

2021 ◽  
pp. 1-17
Author(s):  
Agus Salihin Salihin
Keyword(s):  
Exchange Rates ◽  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Data Types ◽  
Jones Index ◽  
Stock Price Index ◽  
Positive Effect

This study aims to determine the effect of the Dow Jones Index, Nikkei 225, Hang Seng, Inflation and Exchange Rates on the Composite Stock Price Index (CSPI). This research includes quantitative research with secondary data types in the form of time series with a sample of 32 months, namely January 2018 to August 2020. The data analysis technique uses multiple linear regression analysis techniques. Based on the results of the study it can be explained that partially the Dow Jones Index, Nikkei 225 and Hang Seng have a significant positive effect on the Composite Stock Price Index (IHSG) for the 2018-2020 period. While inflation and the exchange rate did not have a positive effect on the 2018-2020 Composite Stock Price Index (CSPI). The simultaneous Dow Jones Index, Nikkei 225, Hang Seng, Inflation and Exchange rates have a positive significant effect on the Composite Stock Price Index (IHSG) for the period of 2018-2020. From the results of the analysis of the coefficient of determination of the Dow Jones Index, Nikkei 225, Hang Seng, Inflation and Exchange rates can affect the Composite Stock Price Index (CSPI) of 80%.

scholarly journals Pengaruh Harga Emas Dan Minyak Dunia Terhadap Indeks Harga Saham Gabungan (IHSG) Periode 2016-2019

2020 ◽  
Vol 5 (1) ◽  
pp. 42-51
Author(s):  
ABDUL BASIT
Keyword(s):  
Stock Price ◽  
Price Index ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Coefficient Of Determination ◽  
Test Results ◽  
Data Types ◽  
Test Statistic ◽  
Analysis Technique

The purpose of this study was to determine the effect of world gold and oil prices on the 2016-2019 period composite stock price index (IHSG). This research is a quantitative study with panel funds regression estimation (time series). This study uses secondary data types in the form of gold, world oil and IHSG prices. This data analysis technique uses multiple linear regression analysis. Based on the analysis results it can be explained that the partial test / t-test statistic shows that the gold price variable has no influence on the 2016-2019 IHSG period. While world oil has an influence on the 2016-2019 IHSG. The F Test results can be explained that simultaneously the world gold and world oil price variables have an influence on the 2016-2019 IHSG period. From the results of the test of the coefficient of determination can be found that the variable world price of gold and oil can affect the CSPI by 75%.  

scholarly journals ANALISIS FAKTOR PENENTU INDEKS HARGA SAHAM GABUNGAN DI INDONESIA

2019 ◽  
Vol 1 (4) ◽  
pp. 37
Author(s):  
Yulizar Fikri ◽  
Ali Anis
Keyword(s):  
Economic Growth ◽  
Foreign Exchange ◽  
Stock Price ◽  
Price Index ◽  
Time Series Data ◽  
Secondary Data ◽  
Coefficient Of Determination ◽  
Series Data ◽  
Foreign Exchange Reserves ◽  
Stock Price Index

This study aims to determine the analysis of the determinants of the composite stock price index in Indonesia. The independent variables in this study are inflation as X1, foreign exchange reserves as X2, exchange rates as X3, and economic growth as X4, and the dependent variable of the composite stock price index as Y. The data used are secondary data in the formof time series data from 2010Q1 until 2019Q2, with data collection techniques, namely documentation from Bank Indonesia publications, the Central Statistics Agency, investing. comsite and library research. The research methods used are: (1) Multiple Linear Regression, (2) Classical Assumption Test (3) coefficient of determination. The results of this study indicate that:(1) inflation does not significantly influence the composite stock price index. (2) foreign exchange reserves have a significant positive effect on the composite stock price index. (3) the rupiah exchange rate has an influence on the composite stock price index and (4) economic growth hasno significant effect on the composite stock price index.

scholarly journals Analisis Pengaruh Nilai Tukar Rupiah, Inflasi Dan Indeks Dow Jones Terhadap Indeks Harga Saham Gabungan (IHSG) Di Bursa Efek Indonesia (BEI)

KINDAI ◽  
2021 ◽  
Vol 16 (3) ◽  
pp. 542-562
Author(s):  
Delila Putri Syarina
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Stock Price ◽  
Quantitative Method ◽  
Price Index ◽  
Stock Exchange ◽  
Sampling Techniques ◽  
Jones Index ◽  
Stock Price Index

Abstract: This study aims to study both partially and simultaneously, large, Analysis, Analysis, Value, Exchange, Inflation, and the Dow Jones Index Against the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange (BEI) and the dominant dominant variable on the Price Index Joint Stock (CSPI)).The method used in this study is a quantitative method and with a population of 10 (ten) years, samples were taken with census sampling techniques of 10 (ten) years per year-end period, research instruments using classical data assumptions - data used using regression linear multiple.The results of this study indicate that (1) Rupiah Exchange Rates, Inflation and the Dow Jones Index influence simultaneously on the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange (2) the Dow Jones Index is partially related to the Composite Stock Price Index (CSPI) in The Indonesian Stock Exchange, while the Rupiah Exchange Rate and Inflation are not partially on the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange (3) The dominant dominant variable on the Composite Stock Price Index (CSPI) on the Indonesia Stock Exchange is the Dow Jones Index..Keywords  : Rupiah Exchange Rate, Inflation, Dow Jones Index and Composite Stock Price Index (CSPI)   Abstrak: Penelitian ini bertujuan untuk mengetahui baik secara parsial dan simultan seberapa besar Analisis Pengaruh Nilai Tukar Rupiah, Inflasi Dan Indeks Dow Jones Terhadap Indeks Harga Saham Gabungan (IHSG) Di Bursa Efek Indonesia (BEI) serta variabel yang berpengaruh dominan terhadap Indeks Harga Saham Gabungan (IHSG). Metode yang digunakan dalam penelitian ini adalah metode kuantitatif dan dengan populasi sebanyak 10 (sepuluh) tahun, diambil sampel dengan teknik sampling sensus sebanyak 10 (sepuluh) tahun per periode akhir tahun, instrument penelitian uji asumsi klasik data – data diuji dengan menggunakan regresi linear berganda. Hasil penelitian ini menunjukkan bahwa (1) Nilai Tukar Rupiah, Inflasi dan Indeks Dow Jones berpengaruh secara simultan terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (2) Indeks Dow Jones berpengaruh secara parsial terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia, sedangkan Nilai Tukar Rupiah dan Inflasi tidak berpengaruh secara parsial terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (3) Variabel yang berpengaruh dominan terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia adalah Indeks Dow Jones. . Kata kunci :     Nilai Tukar Rupiah, Inflasi, Indeks Dow Jones dan Indeks Harga Saham Gabungan (IHSG).

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 The Effects of Inflation, Interest Rates and Exchange Rates on Composite Stock Price Index During the Covid-19 Pandemic

2021 ◽  
Vol 5 (2) ◽  
pp. 77-85
Author(s):  
Ifa Nurmasari ◽  
Siti Nur'aidawati
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Stock Price ◽  
Research Method ◽  
Price Index ◽  
Hypothesis Test ◽  
Secondary Data ◽  
The World ◽  
Stock Price Index ◽  
Quantitative Descriptive

The COVID-19 pandemic that hit Indonesia and even the world, caused changes in various sectors and decline in the Indonesian economy. To improve the economy, it is necessary to increase investment. This research aims to find out how the influence of inflation, bank interest rates and currency rates on Composite Stock Price Index both partially and simultaneously at the time of the covid-19 pandemic. The research method used in this study is quantitative descriptive, which discusses the problems faced that describe the state of a country expressed in numbers. The data used in this study is secondary data. It was taken during the covid-19 period from March 2020 to July 2021. The analytical methods are used multiple linear regression, classical assumption test, hypothesis test, and determination coefficient test. The novelty of this research is to use macroeconomic data during the COVID-19 pandemic. The results showed that simultaneously, inflation, bank interest rates, and currency rates had a significant effect on Composite Stock Price Index. Inflation, bank interest rates, and currency rates exert a 94.9% effect on Composite Stock Price Index. The remaining 5.1% was affected by other factors not used in the study. Partially, inflation is positive and significant to Composite Stock Price Index. Bank interest rates and currency rates negatively and significantly affect Composite Stock Price Index.  

PENGARUH KURS RUPIAH, INFLASI,BI RATE, FED RATE, DAN SHANGHAI STOCK EXCHANGE COMPOSITE (SSEC) TERHADAP INDEKS HARGA SAHAM SEKTOR PROPERTI, REAL ESTAT, DAN KONSTRUKSI BANGUNAN (Studi Kasus pada Bursa Efek IndonesiaPeriode 2014-2018)

2019 ◽  
Vol 2 (2) ◽  
pp. 92
Author(s):  
Arthit Jayanti Hardiman ◽  
Sri Widiyati Widiyati ◽  
Moch. Abdul Kodir
Keyword(s):  
Exchange Rate ◽  
Real Estate ◽  
Stock Price ◽  
Price Index ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Building Construction ◽  
Coefficient Of Determination ◽  
Stock Price Index ◽  
Research Show

This research aims to analyze the influence of the rupiah exchange rate, inflation, BI rate, FED rate, and SSEC onThe Stock Price Index of Property, Real Estate and Building Constructionon Indonesia Stock Exchange during 2014-2018. This research used secondary data. The sampling methodused total sampling, so the sample is the entire population or all of companies listed in property, real estate, and building construction sector on Indonesia Stock Exchange during 2014-2018. The research statistical model used multiple linear regression analysis model processed by software SPSS 25. The equation of this regression model estimation on this research: IHSSP = 339.651 – 0.019KU -837.814IN + 460.140BR + 141.072FR + 0.023IS + ℯ. The F testresult of this research show the rupiah exchange rate, inflation, the BI rate, the FED rate, and SSEChave significant simultaneously influence on the Sector Stock Price Index of Property, Real Estate, and Building Construction. Then the t test result of this research show the rupiah exchange rate has significant partially influence, so H1 was accepted. Inflation has significant partially influence, so H2 was accepted. BI rate has not significant partially influence, so that H3 was rejected. FED rate has not significant partially influence, so H4 was rejected. SSEC has significant partially influence, so H5 was accepted on the Sector Stock Price Index of Property, Real Estate, and Building Construction. The coefficient of determination is 0.826., so the ability variation of the independent variables (rupiah exchange rate, inflation, BI rate, FED rate, and SSEC) in explaining the variation of the dependent variable (Sector Stock Price Index of Property, Real Estate, and Building Construction) was 82.6%, while the rest was explained by other independet variable soutside this research

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 FAKTOR FUNDAMENTAL YANG MEMPENGARUHI HARGA SAHAM PERUSAHAAN BUMN YANG TERDAFTAR DI BEI TAHUN 2016-2018

2020 ◽  
Vol 1 (1) ◽  
pp. 253-261
Author(s):  
Sixma Goodta Rama ◽  
Mohamad Afrizal Miradji
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Quantitative Methods ◽  
Price Index ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Coefficient Of Determination ◽  
Research Writing

The purpose of this study was to determine the influence of fundamental factors on the price of shares on the Indonesia Stock Exchange (IDX). The background of this writing because there are only few companies listed on the IDX and show a decline in the Composite Stock Price Index (CSPI). This study used 39 samples from 13 state own companies (BUMN) with reporting period of 3 years. Data is used secondary data. Research writing method uses quantitative methods, where the analysis of data with classic assumption test, multiple linear regression analysis, and the coefficient of determination. While testing the hypothesis by t test and f test. This study shows the results of hypothesis testing with CTO and ATO significantly influence stock prices. While DAR, ROA, and PER have no significant effect on stock prices. Simultaneously the ratio of CTO, DAR, ATO. ROA, and PER signifacnly influence the stock prices of BUMN companies.

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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