Sofiati, Siti (2024) Analisis Pengaruh Tingkat Inflasi, Harga Minyak Mentah Dunia, Harga Emas Dunia, dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan (Studi Kasus pada Bursa Efek Indonesia). Undergraduate thesis, Fakultas Ekonomi dan Bisnis Universitas Merdeka Malang.

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Abstract

ABSTRACT This research aims to analyze the influence of the inflation rate, world crude oil prices, world gold prices, and the rupiah exchange rate on the Composite Stock Price Index on the Indonesian Stock Exchange both simultaneously and partially for the 2018- 2022 period. The variable in this research is the Composite Stock Price Index as the dependent variable, while the inflation rate, world crude oil prices, world gold prices and the rupiah exchange rate are independent variables. This research method is associative analysis with a quantitative approach. The data used uses secondary data, which is time series data in the form of monthly data. The data analysis technique applied in this research is multiple linear regression carried out with the SPSS 18 program, while hypothesis testing uses the F test and t test with a significance level of 0.05. Meanwhile, classical assumption tests include normality, multicollinearity, autocorrelation and heteroscedasticity tests. The research results show that simultaneously the inflation rate, world crude oil prices, world gold prices and the rupiah exchange rate have a significant effect on the Composite Stock Price Index. Meanwhile, partial test results on the variables of inflation rate and world crude oil prices have a positive and significant effect on the Composite Stock Price Index, but the world gold price variable shows a positive and insignificant effect on the Composite Stock Price Index. Meanwhile, the rupiah exchange rate variable has a negative and significant effect on the Composite Stock Price Index. The results of the coefficient of determination test show that the four independent variables are inflation rate, world crude oil prices, world gold prices and the rupiah exchange rate are able to explain the dependent variable Composite Stock Price Index by 78.3%, while the remaining 21.7% is explained by other factors which was not examined in this study.

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