The impact of exchange rate, inflation, and interest rate to stock price of companies listed on LQ-45 index

Steven, Steven (2019) The impact of exchange rate, inflation, and interest rate to stock price of companies listed on LQ-45 index. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Capital market becomes the essential part of the country to measure the success of the countries in managing the economy. In addition to the company’s performance, macroeconomic variables are also concerned by the investors to make their investment decision. This research aims to analyze the impact of exchange rate, inflation, and interest rate toward stock price in the companies listed on LQ-45. In addition, this research also aims to determine its impact with the macroeconomics condition during 2007-2018. This study uses quantitative methods. The population in this study is all companies listed in LQ-45 index in the period of 2007-2018. Sample selection technique adopted in this study is purposive sampling method. Based on predetermined criteria, 10 companies are obtained as the samples of the study. Data analysis techniques in this study using multiple linear regression analysis. The result shows that the economic condition affects the movement of stock price. There are two variables showing the impact that contribute to the movement of stock price. Based on the independent sample t-test, there are significant impact of exchange rate and interest rate toward stock price partially, while the inflation does not show a significant impact to the changes of stock price during 2007-2018 partially.

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