PENGARUH INFLASI, KURS, SUKU BUNGA SBI, DOW JONES, DAN NIKKEI 225 TERHADAP INDEKS HARGA SAHAM GABUNGAN PADA BURSA EFEK INDONESIA PERIODE 2012-2016
Abstract: The purpose of the
study is to determine the effect of inflation, exchange rate, SBI rate, DJIA,
and NIKKEI 225 against Composite Stock Price Index for 2012-2016 Period. The
dependent variable in this study is JCI, while the independent variables
include inflation, exchange rate, SBI rate, Dow Jones, and NIKKEI 225. 60
saturated sampling are used as sample determinant based on monthly schedule
period January 2012 - December 2016. This research use multiple linear
regression analysis method. The study outcomes indicate that inflation,
exchange rate, and SBI rates do not have a negative effect on JCI. NIKKEI 225
has no positive effect on JCI. While Dow Jones has a significant positive
effect on the movement of IHSG. The Adjusted R square value are 0.244 which
means that the movement of IHSG influenced 24.4% by the variables on this study
and 75.6% is explained by variables outside this study.
Keywords: Inflation, Exchange
Rate, SBI Rate, DJIA, NIKKEI 225, IHSG
Penulis: IQBAL IMAN ZABIDI,
NADIA ASANDIMITRA HARYONO
Kode Jurnal: jpmanajemendd180524