PENGARUH KURS RUPIAH, HARGA MINYAK DUNIA, SUKU BUNGA, DAN INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG)

Dinata, Glenn Alfredo (2024) PENGARUH KURS RUPIAH, HARGA MINYAK DUNIA, SUKU BUNGA, DAN INFLASI TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG). Skripsi thesis, Universitas Tarumanagara.

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Abstract

(A) GLENN ALFREDO DINATA (115210478)
(B) THE INFLUENCE OF RUPIAH EXCHANGE RATE, WORLD OIL
PRICES, INTEREST RATES, AND INFLATION ON THE COMPOSITE
STOCK PRICE INDEX (IHSG)
(C) XV + 79 pages + 13 tables + 4 pictures + 4 attachments
(D) FINANCIAL MANAGEMENT
(E) Abstract: Both the concept and the practice of investing in stocks are well-
known. Among Indonesia's several stock indexes is the Composite Stock
Price Index (IHSG). Rupiah exchange rates, global oil prices, interest rates,
and inflation are among the macroeconomic elements that might impact the
IHSG's volatility. The objective of this research is to determine how the
IHSG is impacted by changes in the following variables: rupiah exchange
rates, global oil prices, interest rates, and inflation. This study makes use of
secondary sources and time series data spanning 2019–2023. The data is
tested using Ordinary Least Squares (OLS) approach, which incorporates
assumption tests, in SPSS version 29 software. The study findings indicate
that the Composite Stock Price Index (IHSG) is significantly impacted by
the simultaneous effect of the following variables: rupiah exchange rate,
global oil prices, interest rates, and inflation (F-test). A partial analysis (T-
test) shows that the variables that have a significant influence on the IHSG
are: rupiah exchange rate and world oil prices. Apart from that, the
variables that do not have a significant effect are: interest rates and
inflation.

(F) Rupiah Exchange Rate, World Oil Price, Interest Rate, Inflation, Composite
Stock Price Index
(G) References: 65 (1987-2024)
(H) Dra. Yusbardini, M.E.

(A) GLENN ALFREDO DINATA (115210478)
(B) PENGARUH KURS RUPIAH, HARGA MINYAK DUNIA, SUKU
BUNGA, DAN INFLASI TERHADAP INDEKS HARGA SAHAM
GABUNGAN (IHSG)
(C) XV + 79 halaman + 13 tabel + 4 gambar + 4 lampiran
(D) MANAJEMEN KEUANGAN
(E) Abstrak: Baik konsep maupun praktik investasi saham sudah dikenal luas.
Diantara beberapa indeks saham Indonesia adalah Indeks Harga Saham
Gabungan (IHSG). Kurs Rupiah, harga minyak dunia, suku bunga, dan
inflasi merupakan beberapa elemen makroekonomi yang mungkin
berdampak pada volatilitas IHSG. Tujuan dari penelitian ini adalah untuk
mengetahui bagaimana IHSG dipengaruhi oleh perubahan variabel-variabel
berikut: kurs Rupiah, harga minyak dunia, suku bunga, dan inflasi.
Penelitian ini menggunakan sumber sekunder dan data time series periode
2019–2023. Data diuji dengan pendekatan Ordinary Least Squares (OLS)
yang mencakup uji asumsi pada software SPSS versi 29. Temuan penelitian
menunjukkan bahwa Indeks Harga Saham Gabungan (IHSG) dipengaruhi
secara signifikan oleh pengaruh simultan dari variabel-variabel berikut: kurs
Rupiah, harga minyak dunia, suku bunga, dan inflasi (uji F). Analisis parsial
(uji T) menunjukkan bahwa variabel yang mempunyai pengaruh signifikan
terhadap IHSG adalah: kurs Rupiah dan harga minyak dunia. Selain itu
variabel yang tidak mempunyai pengaruh signifikan adalah: suku bunga dan
inflasi.

(F) Kurs Rupiah, Harga Minyak Dunia, Suku Bunga, Inflasi, Indeks Harga
Saham Gabungan
(G) Daftar Pustaka: 65 (1987-2024)
(H) Dra. Yusbardini, M.E.

Item Type:	Thesis (Skripsi)
Subjects:	Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions:	Fakultas Ekonomi > Manajemen
Depositing User:	FE Perpus
Date Deposited:	12 Jun 2025 04:35
Last Modified:	12 Jun 2025 04:35
URI:	https://repotest.untar.ac.id/id/eprint/47139

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