Pengaruh Indeks Global dan Variabel Makro Ekonomi Terhadap Indeks LQ45 di Bursa Efek Indonesia Periode Januari 2016 - Juli 2021

Pahlevi, Mochamad Rizal (2022) Pengaruh Indeks Global dan Variabel Makro Ekonomi Terhadap Indeks LQ45 di Bursa Efek Indonesia Periode Januari 2016 - Juli 2021. Undergraduate thesis, UPN Veteran Jawa Timur.

[img]
Preview
Text (Cover)
Cover.pdf

Download (647kB) | Preview
[img]
Preview
Text (Bab 1)
Bab 1.pdf

Download (265kB) | Preview
[img] Text (Bab 2)
Bab 2.pdf
Restricted to Registered users only until 10 May 2024.

Download (212kB)
[img] Text (Bab 3)
Bab 3.pdf
Restricted to Registered users only until 9 May 2024.

Download (198kB)
[img] Text (Bab 4)
Bab 4.pdf
Restricted to Registered users only until 9 May 2024.

Download (433kB)
[img]
Preview
Text (Bab 5)
Bab 5.pdf

Download (11kB) | Preview
[img]
Preview
Text (Daftar Pustaka)
Daftar Pustaka.pdf

Download (151kB) | Preview
[img] Text (Lampiran)
Lampiran.pdf
Restricted to Registered users only until 9 May 2024.

Download (401kB)

Abstract

This study aims to determine the simultaneous and partial effect of the Dow Jones Industrial Average (DJIA), the Shanghai Stock Exchange Composite (SSEC), Inflation and the USD/IDR Exchange Rate on the LQ45 Index. This study uses secondary data in the form of a summary monthly index report from a financial website. The population in this study is the amount of time series data, totaling 67 months during the period January 2016 to July 2021. The sampling technique in this study uses a saturated sample. Data analysis using multiple linear regression analysis technique with SPSS application. The hypothesis was tested using the F test and t test. The results of the analysis show that the Dow Jones Industrial Average (DJIA), Shanghai Stock Exchange Composite (SSEC), Inflation and the USD/IDR Exchange Rate have a significant effect on the LQ45 Index on the Indonesia Stock Exchange (IDX). Partially DJIA and Inflation have a positive and significant effect on the LQ45 Index. The SSEC index has a negative and insignificant effect on the LQ45 Index. Meanwhile, the USD/IDR exchange rate has a negative and significant effect on the LQ45 Index. The managerial implication of this research is that it is expected to help companies, especially those listed on the LQ45 Index, in optimizing company value in order to maintain performance and existence so as to be able to prosper the company's shareholders. For potential investors who will start or invest, especially in companies on the LQ45 Index, so that they can analyze the movement of the global index and macroeconomic conditions so that this can be a guide in making investment decisions. Keywords: Dow Jones Industrial Average (DJIA), Shanghai Stock Exchange Composite (SSEC), Inflation and Exchange Rate USD/IDR, LQ45 Index.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorNurhadi, NurhadiNIDN0001026909nurhadi.ab@upnjatim.ac.id
Subjects: H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions: Faculty of Social and Political Sciences > Departement of Business Administration
Depositing User: Mochamad Rizal Pahlevi
Date Deposited: 10 May 2022 01:38
Last Modified: 10 May 2022 01:38
URI: http://repository.upnjatim.ac.id/id/eprint/5998

Actions (login required)

View Item View Item