Pengaruh Inflasi, BI Rate Dan Nilai Kurs Dollar As Terhadap Indeks Harga Saham Gabungan (IHSG) Yang Terdaftar Di Bursa Efek Indonesia (BEI)

  • Syawitri Wulandari Universitas Prima Indonesia
  • Sonia Angela Hutabarat Universitas Prima Indonesia
  • Teresia Sihombing Universitas Prima Indonesia
  • Michael Simanjuntak Universitas Prima Indonesia
  • Rafida Khairani Universitas Prima Indonesia

Abstract

This study aims to test either simultaneously or partially. The Effect of Inflation, BI Rate and US Dollar Exchange Value on the Composite Stock Price Index listed on the Indonesia Stock Exchange in the period 2008 - 2018. Using multiple linear regression analysis method to test classical assumptions such as normality, multicollinearity, autocoleration and heteroscedasticity. The results of the F test study showed that the value of Fcount was 9.734> Ftable 4.35 with a significant value of 0.007 <0.005, so that inflation, BI Rate and Exchange Rate together have a significant and significant effect on the Composite Stock Price Index. In the t test, the inflation variable has no and significant effect on the Composite Stock Price Index, the BI Rate has a negative and significant effect on the Composite Stock Price Index and the Exchange Value has a positive and significant effect on the Composite Stock Price Index. With this the coefficient of determination can be seen from the Adjusted R Square value of 0.724. This means that the independent variable can explain the dependent variable by 72.4%, while the remaining 27.6% is explained by other variables not examined.

Keywords: BI Rate, IHSG, Inflation, US Dollar Exchange Rate

References

Appa, Y. (2014). Pengaruh Inflasi dan Kurs Rupiah/Dolar Amerika Terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI). Jurnal ISSN, 2355-5408.
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Sunardi, N., & Ula, L. N. R. (2017). Pengaruh BI Rate, Inflasi dan Kurs Terhadap Indeks Harga Saham Gabungan (IHSG). Jurnal Sekuritas: Saham, Ekonomi, Keuangan dan Investasi, 1(2), 27-41.
Taufiq, M., & Kefi, B. S. (2015). Pengaruh inflasi, BI rate dan kurs terhadap indeks harga saham gabungan. Jurnal Ekonomi Manajemen Akuntansi, 22(38).
Published
2021-05-26
How to Cite
Wulandari, S., Hutabarat, S., Sihombing, T., Simanjuntak, M., & Khairani, R. (2021). Pengaruh Inflasi, BI Rate Dan Nilai Kurs Dollar As Terhadap Indeks Harga Saham Gabungan (IHSG) Yang Terdaftar Di Bursa Efek Indonesia (BEI). COSTING : Journal of Economic, Business and Accounting, 4(2), 779-786. https://doi.org/https://doi.org/10.31539/costing.v4i2.2049
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