Apiun, Apin (2023) PENGARUH SUKU BUNGA, INFLASI, DAN HARGA MINYAK DUNIA TERHADAP HARGA SAHAM DENGAN RISIKO SISTEMATIS SEBAGAI VARIABEL INTERVENING. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
Kinerja sebuah perusahaan dapat dilihat dari harga saham perusahaan tersebut. Harga saham menunjukkan seberapa jauh perusahaan dapat memakmurkan pemegang saham. Harga saham yang fluktuatif dipengaruhi oleh berbagai faktor. Faktor eksternal antara lain dari makroekonomi dan kondisi pasar itu sendiri. Suku bunga, inflasi, dan harga minyak adalah contoh dari banyak faktor-faktor makroekonomi yang dinilai memiliki dampak terhadap harga saham. Penelitian ini bertujuan untuk mengetahui apakah terdapat pengaruh antara suku bunga, inflasi, dan harga minyak dunia terhadap harga saham, dengan menggunakan risiko sistematis sebagai variabel intervening. Jenis penelitian yang digunakan adalah penelitian deskriptif dan asosiatif. Populasi penelitian yaitu perusahaan manufaktur sub sektor logam dan sejenisnya yang terdaftar di BEI periode 2016-2021 sebanyak 14 perusahaan. Data yang digunakan adalah data sekunder. Analisis data menggunakan statistik deskriptif, dan analisis jalur (path analysis) dan uji parsial (uji t) dengan menggunakan program Eviews versi 10. Hasil regresi struktur 1 (satu) menunjukkan bahwa variabel suku bunga, inflasi, dan harga minyak berpengaruh positif signifikan terhadap risiko sistematis. Hasil regresi struktur 2 (dua) menunjukkan bahwa variabel suku bunga, harga minyak, dan risiko sistematis berpengaruh negatif signifikan terhadap harga saham sementara variabel inflasi berpengaruh negatif tidak signifikan. Hasil analisis jalur dan uji sobel menunjukkan bahwa risiko sistematis mampu memediasi pengaruh suku bunga, inflasi, dan harga minyak terhadap harga saham. Dampaknya ketika suku bunga, inflasi, dan harga minyak dunia meningkat maka risiko pasar yang semakin tinggi akan menurunkan harga saham.
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | The performance of a company can be seen from the company's stock price. The stock price shows how far the company can prosper shareholders. Fluctuating stock prices are influenced by various factors. External factors include macroeconomics and market conditions themselves. Interest rates, inflation, and oil prices are examples of many macroeconomic factors that are considered to have an impact on stock prices. This study aims to determine whether there is an influence between interest rates, inflation, and world oil prices on stock prices, using systematic risk as an intervening variable. The type of research used is descriptive and associative research. The research population is manufacturing companies in the metal sub-sector and the like listed on the IDX for the 2016-2021 period as many as 14 companies. The data used is secondary data. Data analysis using descriptive statistics, and path analysis and partial tests (t-tests) using version 10 of the Eviews program. The results of structural regression 1 (one) show that variable interest rates, inflation, and oil prices have a significant positive effect on systematic risk. The results of structural regression 2 (two) show that variable interest rates, oil prices, and systematic risk have a significant negative effect on stock prices while inflation variables have a negative effect insignificant. The results of the track analysis and sobel test show that systematic risk is able to mediate the influence of interest rates, inflation, and oil prices on stock prices. As a result, when interest rates, inflation, and world oil prices increase, higher market risks will reduce stock prices. | |||||||||
| Uncontrolled Keywords: | suku bunga, inflasi, harga minyak, risiko sistematis, harga saham interest rate, inflation, oil price, systematic risk, stock price | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen 05-Fakultas Ekonomi dan Bisnis |
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| Depositing User: | Apin Apiun | |||||||||
| Date Deposited: | 19 Jan 2024 10:31 | |||||||||
| Last Modified: | 22 Jan 2024 10:20 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/32363 |
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