Rengka, Filibertus Leonardus
(2012)
Analisis pengaruh variabel fundamental terhadap indeks harga saham sektoral (ihss) mining & consumer goods periode 2005 - 2012.
Bachelor Thesis thesis, Universitas Multimedia Nusantara.
Abstract
Changes or developments in the macroeconomic fundamental variables
have an influence on the world capital market in Indonesia. There are quite a few
variables that affect the movement of the stock sectoral price index in Indonesia,
GDP, inflation, real interest rates and the exchange rate of Rp / U.S. $. Four are
considered as macroeconomic variables that affect the company's operations. This
study aimed to determine the effect of the fundamental variables of the sectoral
stock price indices, namely mining and consumer goods 2005 - 2012 period either
partialy as well as to determine which variables are dominant to IHSS.
In this research uses descriptive quantitative research approach. The test is
performed using multiple linear regression by considering four classical
assumption of normality, autocorrelation, multicollinearity, and
heteroscedasticity. From the analysis of GDP has a positive effect, variable
inflation and interest rates and a negative effect for the variable rate of Rp / U.S. $
inverse effect occurs between the mining sector and consumer goods. It is
therefore significant that the four variables could be a reference to predict the
stock price index, sectoral (IHSS) mining and consumer goods.
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