Maulana, Mellisa P
(2010)
Analisis harga saham perusahaan di Bursa Efek Indonesia berdasarkan inflasi, kurs dolar Amerika Serikat dan suku bunga = Analysis of stock price of companies in Indonesia stock exchange based on inflation, United States exchange
and interest.
Bachelor thesis, Universitas Pelita Harapan.
Full text not available from this repository.
Abstract
Analisa terhadap nilai saham merupakan langkah mendasar yang harus dilakukan oleh investor sebelum melakukan investasi. Dalam aktivitas perdagangan saham sehari-hari, harga saham mengalami fluktuasi baik berupa kenaikan maupun penurunan, yang disebabkan oleh banyak faktor, antara lain inflasi, kurs dolar Amerika Serikat, dan suku bunga. Analisis harga saham perusahaan di Bursa Efek Indonesia (BEI) berdasarkan inflasi, kurs dolar Amerika Serikat, dan suku bunga dapat ditelaah dengan menggunakan analisis regresi berganda, yaitu model probabilitas yang dapat digunakan untuk mengestimasi harga saham. Variabel dependen dalam model adalah harga saham perusahaan, dan variabel independen adalah inflasi, kurs dolar Amerika Serikat, dan suku bunga. Data yang digunakan diambil sejak Januari 2006 hingga Desember 2008.
Harga saham yang digunakan adalah saham-saham dari perusahaan yang termasuk dalam sektor industri barang konsumsi, yaitu Aqua Golden Mississippi Tbk. (AQUA), Gudang Garam Tbk. (GGRM), Unilever Indonesia Tbk. (UNVR), dan Kedawung Setia Industrial Tbk. (KDSI). Hasil analisis menunjukkan bahwa inflasi, kurs dolar Amerika Serikat, dan suku bunga mempunyai pengaruh terhadap harga saham AQUA, GGRM, UNVR, KDSI, dengan pengaruh yang berbeda terhadap masing-masing harga saham perusahaan.
/
The process of analyzing a company’s stock value is a fundamental step that has to be done by investor before investing in the certain company. In the process of daily trading activities, stock prices face fluctuation, whether it increases or decreases, that caused by many factors such as inflation, exchange rates, and interest. The analysis of stock prices of companies registered in Indonesia Stock Exchange (IDX) based on inflation, U.S. dollar exchange and interest rate can be examined by using multiple regression analysis, which is a probability model that can be used to estimate the stock prices. The dependent variable in the model is the companies’ stock prices, and the independent variables are inflation, U.S. dollar exchange rate, and interest. The data that will be used are taken since January 2006 until December 2008. The stock prices that will be used are the stocks from companies that are in consumer goods industry which are Aqua Golden Mississippi Tbk. (AQUA), Gudang Garam Tbk. (GGRM), Unilever Indonesia Tbk. (UNVR), and Kedawung Setia Industrial Tbk. (KDSI). The result of the analysis shows that inflation, exchange rate, and interest rate have impacts to the stock prices of AQUA, GGRM, UNVR, KDSI, with different impacts for each companies’ stock prices.
Actions (login required)
 |
View Item |
