MUTIA, RIFA (2025) PENGARUH KEBIJAKAN MONETER, VARIABEL MAKROEKONOMI, PASAR GLOBAL DAN FAKTOR INTERNAL PERUSAHAAN TERHADAP RETURN SAHAM PERUSAHAAN LQ45 DI BURSA EFEK INDONESIA. Master thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aims to identify the influence of monetary policy, macroeconomic variables, global markets and internal factors on stock returns in LQ45 companies on the Indonesia Stock Exchange in the period 2020Q1 to 2024Q3. The results of the estimation using the GMM (Generalized Method of Moment) panel show that BIR has a significant positive and negative influence on stock returns. Meanwhile, INF and EXR have a negative and significant influence on stock returns. However, DJ has a negative and insignificant influence on stock returns. while DER has a positive and significant influence on stock returns. Meanwhile, SIZE, ROA and ROE have a positive and insignificant influence on the return of LQ45 company shares on the Indonesia Stock Exchange. According to the results of the analysis in this study, monetary policy, macroeconomic variables, global markets and internal factors of the company are the most important components that can affect the level of stock return. In this study, the company's management needs to pay attention to aspects that directly affect the company's stock return and for potential investors to consider stock price movements from factors that can affect stock returns. This is important to carry out a strategy in investing.
| Item Type: | Thesis (Master) | |||||||||
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| Additional Information: | Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari kebijakan moneter, variabel makroekonomi, pasar global dan faktor internal perusahaan terhadap return saham (stock return) pada perusahaan LQ45 di Bursa Efek Indonesia pada periode 2020Q1 sampai dengan 2024Q3. Hasil estimasi menggunakan panel GMM (Generalized Method of Moment) menunjukan bahwa BIR memiliki pengaruh positif dan negatif yang signifikan terhadap return saham. Sedangkan INF dan EXR memiliki pengaruh negatif dan signifikan terhadap return saham. Akan tetapi DJ memiliki pengaruh negatif dan tidak signifikan terhadap return saham. sedangkan DER memiliki pengaruh yang positif dan signifikan terhadap return saham. Sementara itu, SIZE, ROA dan ROE memiliki pengaruh positif dan tidak signifikan terhadap return saham perusahaan LQ45 di Bursa Efek Indonesia. Sesuai hasil analisis pada penelitian ini bahwa kebijakan moneter, variabel makroekonomi, pasar global dan faktor internal perusahaan menjadi komponen paling penting yang dapat mempengaruhi tingkat return saham (stock return). Dalam penelitian ini, pihak manajemen perusahaan perlu memperhatikan aspek yang berpengaruh langsung terhadap return saham perusahaan dan bagi para calon investor agar lebih mempertimbangkan pergerakan harga saham dari faktorfaktor yang dapat mempengaruhi return saham. Hal ini penting untuk melakukan strategi dalam berinvestasi. | |||||||||
| Uncontrolled Keywords: | Monetary Policy, BI Rate, Inflation, Exchange Rate, Dow Jones Index, Company Size, DER, ROA, ROE, Stock Return, GMM (Generalized Method of Moment). Kebijakan Moneter, BI Rate, Inflasi, Nilai Tukar, Indeks Dow Jones, Ukuran Perusahaan, DER, ROA, ROE, Return Saham, GMM (Generalized Method of Moment). | |||||||||
| Subjects: | H Social Sciences > H Social Sciences (General) | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis | |||||||||
| Depositing User: | FEB Rifa Mutia Fatmawati | |||||||||
| Date Deposited: | 29 Jul 2025 04:12 | |||||||||
| Last Modified: | 29 Jul 2025 04:12 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/53032 |
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