Arisandy, Aditya Yoga (2026) PENGARUH S&P 500, HARGA EMAS DUNIA, DAN FED RATE TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) PADA BURSA EFEK INDONESIA PERIODE TAHUN 2020 – 2024. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyse the influence of the S&P 500, global gold prices, and the Fed rate on the IHSG at the Indonesia Stock Exchange for the period 2020–2024. The study employs a quantitative method using secondary data in the form of monthly time series spanning five years. The analysis was conducted using multiple linear regression after satisfying the classical assumption tests. Hypothesis testing was carried out using the F-test and t-test. The results of the study indicate that, simultaneously, the S&P 500, global gold prices, and the Fed rate have a significant effect on the IHSG, with a calculated F-value of 60.954, which is greater than the critical F-value of 2.77. Partially, the S&P 500 obtained a t-calculated value of 8.178 > t-table 2.00324, the World Gold Price obtained a t-calculated value of -4.595 < t-table -2.00324, and the Fed Rate obtained a t-calculated value of 5.328 > t-table 2.00324. These results indicate that all independent variables have a significant effect on the IHSG. The coefficient of determination (R²) value of 0.766 indicates that 76.6% of the variation in the IHSG can be explained by these three variables. The S&P 500 variable was the most dominant factor influencing the IHSG during the study period. These findings suggest that movements in the IHSG are influenced by global market sentiment, gold prices, and international monetary policy.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| 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: | Aditya Yoga Arisandy | ||||||||
| Date Deposited: | 25 May 2026 10:20 | ||||||||
| Last Modified: | 26 May 2026 01:13 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/52429 |
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