Pengaruh Inflasi, Nilai Tukar Rupiah, BI Rate Terhadap Net Asset Value Reksa Dana Saham Syariah
Abstract: This research aims
to examine the influence of inflation, Rupiah exchange rate, and BI rate
towards Net Asset Value (NAV) Sharia Equity Fund from January 2011 through
December 2014. This research used the quantitative approach method. The
analysis techniques used is multiple linear regression and the equation is Y =
12,081-1,755(I)-0,131(RER)-84,492(BI rate).
Based on the result of t-test, the rupiah exchange rate has a significant
influence by the value -3,017. Inflation and BI rate partially has not
significant influence to Net Asset Value (NAV) Sharia Equity Fund with result t
-0,144 for Inflation and -1,431 for BI rate. The result of simultaneous test
showed that inflation, rupiah exchange rate, and BI rate has significant effect
to Net Asset Value (NAV) Sharia Equity Fund with significance value 0,004. The suggestions
was investment manager is to keep attention to macro economic factors such as
inflation, rupiah exchange rate, and BI rate. In order to invest in sharia
equity fund can contribute a maximum profit.
Keywords: inflation, rupiah
exchange rate, BI rate, net asset value, sharia equity fund
Penulis: Ainur Rachman, Imron
Mawardi
Kode Jurnal: jpmanajemendd151493
