Fitria, Diana Laili (2020) Pengaruh variabel fundamental perusahaan dan variabel makro ekonomi terhadap harga saham : studi empiris pada perusahaan sektor consumer goods yang terdaftar di Indeks Saham Syariah Indonesia periode 2015-2018. Undergraduate (S1) thesis, Universitas Islam Negeri Walisongo Semarang.

[thumbnail of Skripsi_1605026066_Diana_Laili_Fitria]
Preview
Text (Skripsi_1605026066_Diana_Laili_Fitria)
Skripsi_1605026066_Diana_Laili_Fitria.pdf - Accepted Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.

Download (1MB) | Preview

Abstract

Harga saham merupakan ukuran yang dapat dijadikan sebagai acuan untuk mengetahui besarnya tingkat keuntungan investasi saham. Harga saham terbentuk karena ada permintaan dan penawaran terhadap saham tersebut. Permintaan dan penawaran itu sendiri disebabkan oleh beberapa faktor diantaranya faktor fundamental perusahaan dan faktor yang bersifat makro seperti ekonomi negara.
Penelitian ini bertujuan untuk menganalisa dan memberikan informasi secara empiris mengenai pengaruh variabel fundamental perusahaan dan variabel makroekonomi terhadap harga saham perusahaan sektor consumer goods yang terdaftar dalam Indeks Saham Syariah Indonesia (ISSI) periode 2015-2018. Variabel fundamental yang digunakan dalam penelitian ini berupa return on assets (ROA) dan debt equity ratio (DER), sedangkan variabel makroekonomi yang digunakan berupa inflasi dan nilai tukar (kurs).
Data penelitian diperoleh dari website Indonesia Stock Exchange (IDX), Badan Pusat Statistik (BPS) dan Bank Indonesia (BI) dengan periode tahunan (year to year) selama tahun 2015 hingga 2018. Dalam penelitian ini sampel yang diteliti sebanyak 25 perusahaan dengan melewati tahap purposive sampling. Metode statistik yang digunakan dalam penelitian ini adalah metode regresi berganda.
Hasil penelitian ini menunjukkan bahwa variabel fundamental dan variabel makro ekonomi secara simultan berpengaruh signifikan terhadap harga saham. Secara parsial, variabel fundamental yang diproksikan dengan ROA dan DER berpengatuh signifikan terhadap harga saham. Sedangkan variabel makro ekonomi yang diproksikan dengan inflasi dan nilai tukar tidak berpengaruh signifikan terhadap harga saham perusahaan sektor consumer goods di Indeks Saham Syariah Indonesia (ISSI).

ABSTRACT
Stock price is a measure that can be used as a reference to know the magnitude of the profit investment share. Stock prices are formed due to the demand and supply of these stocks. The demand and offer are caused by several factors such as the company's fundamental factors and macro-like factors such as the country's economy.
This research aims to analyse and provide empirical information on the influence of corporate fundamental variables and macroeconomic variables on the stock price of consumer goods companies listed in Indonesia Sharia stock index (ISSI) period 2015-2018. The fundamental variables used in the study were return on assets (ROA) and debt equity ratio (DER), while macroeconomic variables used were inflation and exchange rates.
Research Data is obtained from the website of Indonesia Stock Exchange (IDX), the central Statistic Agency (BPS) and Bank Indonesia (BI) with the annual period (year to year) during the year 2015 to 2018. In this study samples were researched as many as 25 companies by passing the purposive sampling stage. The statistical methods used in this study were multiple regression methods.
The results of this study showed that the fundamental variables and macroeconomic variables simultaneously significantly affect the stock price. Partially, the fundamental variables that are proscribed with ROA and DER reflect significantly on the stock price. While macroeconomic variables that are proscribed with inflation and exchange rates have no significant effect on the share price of the company's consumer goods sector in the Indonesian Sharia stock index (ISSI).

Item Type: Thesis (Undergraduate (S1))
Uncontrolled Keywords: Fundamental perusahaan; Makro ekonomi; Harga saham; Consumer goods; Indeks Saham Syariah Indonesia
Subjects: 300 Social sciences > 330 Economics > 332 Financial economics > 332.6 Investasi
Divisions: Fakultas Ekonomi dan Bisnis Islam > 60202 - Ekonomi Syariah (Ekonomi Islam) (S1)
Depositing User: Miswan Miswan
Date Deposited: 03 Jul 2021 01:27
Last Modified: 03 Jul 2021 01:27
URI: https://eprints.walisongo.ac.id/id/eprint/13358

Actions (login required)

View Item
View Item

Downloads

Downloads per month over past year

View more statistics