Cendrawati, Vinda (2024) Analisis Pengaruh Faktor-Faktor Makro Ekonomi dan Fundamental Terhadap Performa Harga Saham Perbankan KBMI 4. Undergraduate thesis, UPN Veteran Jawa Timur.
![[img]](https://repository.upnjatim.ac.id/style/images/fileicons/text.png) |
Text
COVER.pdf Download (1MB) |
|
Text
BAB I.pdf Download (308kB) |
|
Text
BAB II.pdf Restricted to Repository staff only until 4 June 2026. Download (1MB) |
|
Text
BAB III.pdf Restricted to Repository staff only until 4 June 2026. Download (352kB) |
|
Text
BAB IV.pdf Restricted to Repository staff only until 4 June 2026. Download (4MB) |
|
Text
BAB V.pdf Download (166kB) |
|
Text
DAFTAR PUSTAKA.pdf Download (220kB) |
|
Text
LAMPIRAN.pdf Restricted to Repository staff only until 4 June 2026. Download (351kB) |
Abstract
Penelitian ini menganalisis pengaruh variabel makroekonomi dan fundamental perusahaan terhadap performa harga saham sektor perbankan KBMI 4 di Indonesia. Data yang digunakan berasal dari periode 2013-2023 dan dianalisis menggunakan aplikasi Eviews13. Hasil uji F menunjukkan bahwa variabel Inflasi US, FED Rate, Inflasi Indonesia, BI Rate, NIM, dan ROE secara simultan berpengaruh terhadap harga saham perbankan KBMI 4. Secara parsial, variabel FED Rate, BI Rate, NIM, dan ROE berpengaruh signifikan terhadap harga saham, sementara variabel Inflasi US dan Inflasi Indonesia tidak berpengaruh secara parsial. Penelitian ini menunjukkan bahwa inflasi AS tidak memiliki pengaruh signifikan terhadap harga saham perbankan di Indonesia. Stabilitas ekonomi domestik yang dijaga oleh Bank Indonesia (BI) dan proyeksi inflasi Indonesia yang tetap rendah membuat tekanan eksternal dari inflasi AS tidak signifikan. Selain itu, penelitian ini menyoroti dampak FED Rate, BI Rate, NIM, dan ROE terhadap harga saham. FED Rate mempengaruhi harga saham melalui pengaruhnya terhadap biaya pinjaman bank, sementara BI Rate menentukan biaya modal perbankan. Hasil penelitian juga menunjukkan bahwa NIM dan This study analyzes the impact of macroeconomic variables and company fundamentals on the stock prices performance of the KBMI 4 banking sector in Indonesia. The data used covers the period from 2013 to 2023 and is analyzed using the Eviews13 application. The F-test results show that the variables of US Inflation, FED Rate, Indonesian Inflation, BI Rate, NIM, and ROE simultaneously affect the stock prices of KBMI 4 banks. Partially, the variables of FED Rate, BI Rate, NIM, and ROE have a significant impact on stock prices, while the variables of US Inflation and Indonesian Inflation do not have a partial effect. This study indicates that US inflation does not have a significant impact on bank stock prices in Indonesia. The domestic economic stability maintained by Bank Indonesia (BI) and the projection of low Indonesian inflation render the external pressure from US inflation insignificant. Additionally, this research highlights the impact of the FED Rate, BI Rate, NIM, and ROE on stock prices. The FED Rate affects stock prices through its influence on banks' borrowing costs, while the BI Rate determines the cost of banking capital. The results also show that NIM and ROE significantly impact stock prices. A high NIM reflects efficiency in the management of bank assets and liabilities, while a high ROE indicates the company's efficiency in generating profits from invested equity. This research provides important insights for investors in understanding the factors influencing banking stock prices in Indonesia, emphasizing the importance of monitoring macroeconomic variables and company fundamentals. Keywords : Stock Prices, Macroeconomics, Banking, Fundamental
| Item Type: | Thesis (Undergraduate) | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Contributors: |
|
||||||||
| Subjects: | H Social Sciences > HC Economics H Social Sciences > HG Finance H Social Sciences > HG Finance > HG1501-3550 Banking H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation |
||||||||
| Divisions: | Faculty of Economic > Departement of Economics | ||||||||
| Depositing User: | Vinda Cendrawati | ||||||||
| Date Deposited: | 04 Jun 2024 06:56 | ||||||||
| Last Modified: | 04 Jun 2024 06:56 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/24071 |
Actions (login required)
 |
View Item |