Analisis pengaruh variabel fundamental terhadap indeks harga saham sektoral (ihss) mining & consumer goods periode 2005 - 2012
Total View This Week0
Total View This Week0
Institusion
Universitas Multimedia Nusantara
Author
Rengka, Filibertus Leonardus
Subject
HG Finance
Datestamp
2017-09-27 03:12:28
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.
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.
Download
book
BibTex
Latex, Jabref
cloud_download
Original Resource
url resource Institution
