Analisa pengaruh inflasi, bi rate, dan nilai tukar rupiah/us $ terhadap indeks harga saham sektor keuangan di bursa efek Indonesia tahun 2006-2010

Malo, Matheus (2011) Analisa pengaruh inflasi, bi rate, dan nilai tukar rupiah/us $ terhadap indeks harga saham sektor keuangan di bursa efek Indonesia tahun 2006-2010. Bachelor thesis, Universtitas Pelita Harapan.

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Abstract

Instability of monetary situation which is reflects by inflation rate, BI rate and currency rate affect chaos in economic situation. The case above shows that macro economics has close correlation with stock price index in the Indonesian Stock Exchange. The purpose of this research is to analyze examine the effect of inflation rate, BI rate and Currency rate in the financial stock price index during 2006-2010. The method used in this research is multiple regression analysis. Historical data was taken from Statistic Center Bureau Banks of Indonesian monthly report, and Indonesian Stock Exchange. The result shows that inflation rate, BI rate and Currency rate has significant simultaneous influence toward financial stock price index. Inflation rate not significant influence toward financial stock price index but BI rate and Currency rate has negative significant influence toward financial stock price index when it was tested partially / Ketidakstabilan situasi moneter yang tercermin dari inflasi, BI rate, dan nilai tukar rupiah mengakibatkan kekacauan dalam perekonomian. Hal tersebut menujukkan bahwa eratnya pengaruh makroekonomi terhadap indeks harga saham di pasar saham. Tujuan dari penelitian ini adalah mengkaji mengenai pengaruh indikator ekonomi makro, tingkat inflasi, BI rate, dan nilai tukar terhadap indeks harga saham sektor keuangan selama periode tahun 2006-2010. Metode yang digunakan dalam penelitian ini adalah menggunakan regresi linier berganda. Data yang diperoleh dari Bursa Efek Indonesia, indikator ekonomi dari Badan Pusat Statistik, Laporan bulanan Bank Indonesia. Pengambilan sampel menggunakan purposive sampling dan data dikumpulkan dengan teknik mencatat. Hasil penelitian menunjukkan bahwa variabel inflasi, BI rate, dan nilai tukar memiliki pengaruh positif signifikan terhadap indeks sektor keuangan apabila diuji secara simultan. Variabel inflasi tidak memiliki pengaruh yang signifkansi terhadap indeks hargsa saham sektor keuangan tetapi BI rate dan nilai tukar memiliki pengaruh negatif signifkan terhadap indeks sektor keuangan apabila diuji secara parsial

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