PENGARUH FOREIGN DIRECT INVESTMENT (FDI), HARGA MINYAK DUNIA, SUKU BUNGA, DAN NILAI TUKAR TERHADAP RETURN INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE 2018-2022

INDAH AMEILIA SHEDO, . (2023) PENGARUH FOREIGN DIRECT INVESTMENT (FDI), HARGA MINYAK DUNIA, SUKU BUNGA, DAN NILAI TUKAR TERHADAP RETURN INDEKS HARGA SAHAM GABUNGAN (IHSG) PERIODE 2018-2022. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh Foreign Direct Investment (FDI), Harga Minyak Dunia, Suku Bunga, dan Nilai Tukar terhadap Return Indeks Harga Saham Gabungan (IHSG) Periode 2018-2022. Variabel kontrol yang digunakan dalam penelitian ini adalah dummy Covid-19 dan volume perdagangan saham. Sampel penelitian ini adalah perusahaan yang konsisten melakukan perdagangan di Bursa Efek Indonesia periode 2018-2022 (60 observasi). Penelitian ini menggunakan data time series. Teori yang digunakan dalam penelitian ini adalah teori sinyal. Data penelitian diuji menggunakan uji regresi linier berganda. Hasil uji menunjukkan bahwa harga minyak dunia dan suku bunga berpengaruh positif signifikan terhadap return IHSG, sedangkan nilai tukar dan dummy Covid-19 tukar berpengaruh negatif signifikan terhadap return IHSG. Foreign Direct Investment (FDI) dan volume perdagangan saham tidak berpengaruh signifikan terhadap return IHSG. ***** This study aims to test and analyze the effect of Foreign Direct Investment (FDI), World Oil Prices, Interest Rates, and Exchange Rates on the Return of the Composite Stock Price Index (JCI) for the 2018-2022 Period. The control variables used in this study are Covid-19 dummy and stock trading volume. The sample of this study is companies that consistently trade on the Indonesia Stock Exchange for the period 2018-2022 (60 observations). This study uses time series data. The theory used in this research is signal theory. The research data were tested using multiple linear regression tests. The test results show that world oil prices and interest rates have a significant positive effect on JCI returns, while the exchange rate and Covid-19 dummy have a significant negative effect on JCI returns. Foreign Direct Investment (FDI) and stock trading volume have no significant effect on JCI returns.

Item Type:	Thesis (Sarjana)
Additional Information:	1). Dr. Gatot Nazir Ahmad, M.Si. ; 2). Destria Kurnianti, SE, M.Sc.
Subjects:	Manajemen > Manajemen , Business
Divisions:	FE > S1 Manajemen
Depositing User:	Users 18189 not found.
Date Deposited:	07 Aug 2023 01:55
Last Modified:	07 Aug 2023 01:55
URI:	http://repository.unj.ac.id/id/eprint/38936

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