Ndada, Yasinta Eltrisan (2023) Pengaruh Inflasi, Suku Bunga SBI dan Nilai Tukar Rupiah terhadap Indeks Harga Saham JII dan LQ45 di Bursa Efek Indonesia. Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

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Abstract

The Indonesian capital market has several stock price indices listed on the Indonesia Stock Exchange, including the Jakarta Islamic Index (JII) and LQ45 stock price index. JII is a stock index that groups the 30 most liquid Islamic stocks, has good financial performance and a large market capitalization, while the LQ45 index is a stock index that groups the top 45 company stocks and is selected based on various conditions such as having high liquidity, large market capitalization, frequency high trading and stable financial conditions. The two indices always fluctuate because they are influenced by several factors, one of which is macroeconomic factors. This study aims to determine and analyze the effect of inflation, SBI interest rates and the rupiah exchange rate on the JII and LQ45 stock price indices on the Indonesia Stock Exchange. The method used in this research is a quantitative method. The population in this study are those registered on the JII and LQ45 indices for the period January 2017 to December 2021. Sampling uses the saturated sample method where all members of the company's population are sampled. The data analysis technique used is multiple linear regression analysis, F test (simultaneous) and t test (partial). The results showed that inflation, SBI interest rates and the rupiah exchange rate simultaneously affected the JII and LQ45 indices. The partial test results show that inflation and SBI interest rates have a positive and significant effect, while the rupiah exchange rate has a negative and significant effect on the JII index. For the partial test results of inflation, SBI interest rates and the rupiah exchange rate on the LQ45 index, it shows that the SBI interest rate has a positive and significant effect and the rupiah exchange rate has a negative and significant effect on the LQ45 index, while inflation has no effect on the LQ45 index.

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