PENGARUH VARIABEL MAKRO EKONOMI TERHADAP KINERJA REKSA DANA DENGAN IHSG SEBAGAI VARIABEL INTERVENING

Pandu Prihanantyo, Andika (2023) PENGARUH VARIABEL MAKRO EKONOMI TERHADAP KINERJA REKSA DANA DENGAN IHSG SEBAGAI VARIABEL INTERVENING. Master thesis, Universitas Sultan Ageng Tirtayasa.

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Abstract

This study aims to determine whether the effect of macroeconomic variables proxied by government bond yields and inflation on the performance of mutual funds with the Jakarta Composite Index (IHSG) as an intervening variable. The population used in this research is all stock mutual fund products for the 2016-2021 period. The sample of this research is 65 stock mutual fund products from 182 total population. The data analysis method used in this research is Path Analysis By using the SPSS program. The results of this study show that macroeconomics using government bond yield proxies and inflation have a significant negative effect on mutual fund performance. Then the yield of state bonds and inflation have a significant positive effect on the performance of mutual funds. Then the JCI was able to mediate the relationship between bond yields and mutual fund performance and the relationship between inflation and mutual fund performance.

Item Type:

Thesis (Master)

Contributors:

Contribution	Contributors	NIP/NIM
Thesis advisor	Akhmadi, Akhmadi	19651202002121002
Thesis advisor	Purwanda, Eka	0408015901

Additional Information:

Penelitian ini bertujuan untuk mengetahui apakah pengaruh variabel makro ekonomi yang diproksikan dengan tingkat imbal hasil obligasi negara dan inflasi terhadap kinerja reksa dana dengan indeks harga saham gabungan (IHSG) sebagai variabel intervening. Populasi yang digunakan dalam penelitian ini adalah seluruh produk reksa dana saham periode tahun 2016-2021. Sampel penelitian ini berjumlah 65 produk reksa dana saham dari 182 jumlah populasi. Metode analisis data yang digunakan dalam penelitian ini adalah Path Analysis (Analisis Jalur) dengan menggunakan program SPSS. Hasil penelitian menunjukan bahwa makro ekonomi dengan menggunakan proksi yield obligasi negara dan inflasi berpengaruh signifikan negatif terhadap kinerja reksa dana. Lalu yield obligasi negara dan inflasi berpengaruh signifikan positif terhadap kinerja reksa dana. Kemudian IHSG dapat memediasi hubungan antara yield obligasi terhadap kinerja reksa dana serta hubungan antara inflasi terhadap kinerja reksa dana.

Uncontrolled Keywords:

government bond yield, inflation, JCI, and mutual fund performance Imbal Hasil Obligasi, Inflasi, IHSG dan Kinerja Reksa dana

Subjects:

H Social Sciences > HG Finance

Divisions:

08-Pascasarjana
08-Pascasarjana > 61101-Magister Manajemen

Depositing User:

Mr Andika Pandu Prihanantyo

Date Deposited:

20 Sep 2023 09:32

Last Modified:

20 Sep 2023 09:32

URI:

http://eprints.untirta.ac.id/id/eprint/29417

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