Fridayana, I Putu Artha Putra (2025) Pengaruh Indeks Dow Jones, Inflasi, Tigkat Suku Bunga, dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan di Bursa Efek Indonesia. Undergraduate thesis, Politeknik Negeri Bali.
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Abstract
Penelitian ini bertujuan untuk mengkaji pengaruh Indeks Dow Jones, tingkat suku bunga, inflasi, dan nilai tukar rupiah terhadap Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) selama periode 2021–2024. Metode penelitian yang digunakan adalah pendekatan kuantitatif dengan teknik analisis regresi linier berganda. Data yang dianalisis merupakan data sekunder kuartalan yang diperoleh dari investing.com dan Bank Indonesia. Hasil uji asumsi klasik menunjukkan bahwa model regresi memenuhi asumsi normalitas, serta terbebas dari masalah multikolinearitas, autokorelasi, dan heteroskedastisitas. Hasil uji parsial (uji t) mengungkapkan bahwa variabel Indeks Dow Jones memiliki pengaruh signifikan terhadap IHSG, dengan tingkat signifikansi sebesar 0,009 (< 0,05). Sebaliknya, variabel tingkat suku bunga, inflasi, dan nilai tukar rupiah tidak menunjukkan pengaruh yang signifikan secara parsial terhadap IHSG. Uji koefisien determinasi (Adjusted R²) menunjukkan bahwa variabel-variabel independen dalam model ini mampu menjelaskan variasi IHSG sebesar 86,4%, sementara sisanya sebesar 13,6% dipengaruhi oleh faktor lain. Temuan ini menegaskan bahwa pergerakan IHSG secara signifikan dipengaruhi oleh dinamika pasar global, khususnya melalui fluktuasi Indeks Dow Jones, serta memberikan implikasi strategis bagi investor dalam merumuskan keputusan investasi yang berbasis pada indikator ekonomi global dan domestik. This study aims to analyze the influence of the Dow Jones Index, interest rate, inflation, and rupiah exchange rate on the Indonesia Composite Stock Price Index (IHSG) on the Indonesia Stock Exchange (IDX) during the 2021–2024 period. A quantitative approach with multiple linear regression analysis was employed. The data used in this research are secondary quarterly data from 2021 to 2024, obtained from official websites such as investing.com, Yahoo Finance, and Bank Indonesia. The classical assumption tests confirm that the data meet the requirements of normality, and are free from multicollinearity, autocorrelation, and heteroscedasticity. Partial hypothesis testing (t-test) indicates that only the Dow Jones Index has a statistically significant effect on the IHSG, with a significance value of 0.009 (< 0.05). Meanwhile, the interest rate, inflation, and exchange rate variables do not have a significant partial effect on IHSG. The coefficient of determination (R²) test shows that the four independent variables jointly explain 86.4% of the variation in the dependent variable, while the remaining 13.6% is explained by other factors outside the model. These findings highlight that the IHSG is significantly influenced by global market dynamics, particularly through movements in the Dow Jones Index, and provide important implications for investors in developing investment strategies based on both global and domestic indicators
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Uncontrolled Keywords: | investasi, pasar modal, IHSG, indeks dow jones, inflasi, tingkat suku bunga, nilai tukar rupiah, BEI |
| Subjects: | Ilmu Ekonomi > Ilmu Manajemen |
| Divisions: | Jurusan Akuntansi > Prodi D4 Akuntansi Manajerial > Skripsi |
| Depositing User: | I Putu Artha Putra Fridayana |
| Date Deposited: | 15 Sep 2025 04:06 |
| Last Modified: | 15 Sep 2025 04:06 |
| URI: | https://repository.pnb.ac.id/id/eprint/17749 |
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