Jambura Journal of Mathematics
Vol 4, No 2: July 2022

Analisis Dampak COVID-19 dan Faktor-Faktor yang Mempengaruhi Indeks Saham Bank Jatim Menggunakan Pendekatan Regresi Time Series

Muktar Redy Susila (Program Studi Manajemen, Sekolah Tinggi Ilmu Ekonomi Indonesia (STIESIA) Surabaya,)
Mochamad Jamil (Program Studi Manajemen, Sekolah Tinggi Ilmu Ekonomi Indonesia (STIESIA) Surabaya,)
Bambang Hadi Santoso (Program Studi Manajemen, Sekolah Tinggi Ilmu Ekonomi Indonesia (STIESIA) Surabaya,)



Article Info

Publish Date
01 Jun 2022

Abstract

Stock is one of the instruments that can be used to invest. The factors suspected of influencing the fluctuations in the stock price index are the Jakarta Composite Index (JCI), the rupiah exchange rate, and the Covid-19. The purpose of this study is to analyze the effect of the JCI, the rupiah exchange rate, and the Covid-19 on the Jatim Bank stock price index. To analyze the effect of the JCI, the rupiah exchange rate, and the Covid-19 on the Jatim Bank stock price index, time series regression analysis was used. The results of the analysis show that the JCI, the rupiah exchange rate, and the Covid-19 have a significant effect on the Jatim Bank stock price index. The p-value of the three variables is less than 0.05. The value of the determination coefficient is 65.56%, so that the diversity of the dependent variable that can be explained by the model is 65.56%.

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Journal Info

Abbrev

jjom

Publisher

Subject

Mathematics

Description

Jambura Journal of Mathematics (JJoM) is a peer-reviewed journal published by Department of Mathematics, State University of Gorontalo. This journal is available in print and online and highly respects the publication ethic and avoids any type of plagiarism. JJoM is intended as a communication forum ...