SEIKO : Journal of Management & Business
Vol 4, No 2 (2021): July - December

Analisis Pengaruh Inflasi, Tingkat Suku Bunga Dan Nilai Tukar Terhadap Indeks Harga Saham (Studi Pada IDX-MES 17 BUMN di BEI Periode 2018-2020)

Dwi Anggreni (PPs STIE Amkop Makassar)
Agus Budi Santosa (Unknown)



Article Info

Publish Date
26 Aug 2022

Abstract

Abstrak Penelitian ini bertujuan untuk menguji pengaruh inflasi, suku bunga dan nilai tukar terhadap indeks harga saham di BEI-MES 17 BUMN. Data penelitianʿiniʿadalahʿdataʿsekunderʿberupaʿlaporanʿtahunanʿperusahaan, sedangkan populasi penelitianʿ ini adalah BEI-MES 17 BUMN periode 2018-2020. Metode purposive sampling digunakan untuk memilih sampel dengan menggunakan 51 data sampel periode 2018-2020. Populasi dalamʿpenelitian ini meliputi inflasi, ʿsukuʿbunga danʿnilaiʿtukarʿdari tahun 2018-2020, dan harga saham perusahaan BEI-MES 17 yangʿterdaftarʿdi BursaʿEfekʿIndonesiaʿdengan menggunakanʿdataʿdariʿtahunʿ2018-2020. Teknik analisis yangʿdigunakan adalah Uji Hipotesis Klasikʲdan Uji Hipotesisʲsecara Parsialʲ (Uji t) ʿdan Simultanʲ (Uji F) ʿdengan penggunaan program SPSS 25 dan hasilnya menunjukkan bahwa variabel inflasi berpengaruh dan tidak signifikan terhadap pasar saham variabel tingkat suku bunga berpengaruh dan tidak signifikan terhadap indeks harga saham, dan nilai tukar berpengaruh dan tidak signifikan terhadap indeks harga saham. Kata Kunci: Inflasi, Tingkat Suku Bunga, Nilai Tukar dan Indeks Harga Saham. Abstract The purpose of this study is to investigate the impact of inflation, interest rates and price fluctuations on the price of sales in IDX-MES 17 BUMN. The research data is secondary data in the form of annual reports of the company, the population of this research is IDX-MES 17 BUMN for the period 2018-2020. A sample of 51 sample data was selected using the purposive sampling method for the period 2018-2020. The population of this study covers inflation, interest rates and exchange rates from 2018 to 2020, as well as the stock prices of IDX-MES 17 companies listed on the Indonesian Stock Exchange with data from 2018 to 2020. The method of analysis used is the classic hypothesis test. In the partial (t-test) and simultaneous (f-test) hypothesis test using the SPSS 25 program, the results show that variable inflation has no effect on the stock market. The stock index and the exchange rate have no significant effect on the stock index. Keywords: Inflation, Interest Rates, Exchange Rates and Stock Price Index

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Journal Info

Abbrev

seiko

Publisher

Subject

Social Sciences

Description

The Journal Management & Business (SEJaman) provides a forum for academics and professionals to share the latest developments and advances in knowledge and practice of management business both theory and practices. It aims to foster the exchange of ideas on a range of important management subjects ...