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DC Field | Value | Language |
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dc.contributor.advisor | Nugrahani, Endar Hasafah | - |
dc.contributor.advisor | Lesmana, Donny Citra | - |
dc.contributor.author | Nurrizqi, Septiana Tassha | - |
dc.date.accessioned | 2022-07-27T08:11:09Z | - |
dc.date.available | 2022-07-27T08:11:09Z | - |
dc.date.issued | 2022 | - |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/112889 | - |
dc.description.abstract | Investasi saham merupakan salah satu jenis investasi dan memiliki risiko, mulai dari risiko rendah hingga risiko tinggi. Besarnya imbal hasil saham dapat dipengaruhi oleh faktor-faktor makroekonomi. Beberapa faktor yang dibahas adalah nilai tukar dan Indeks Harga Saham Gabungan (IHSG) dengan periode waktu bulanan dari tahun 2009-2015. Saham sektor keuangan yang digunakan dalam penelitian ini adalah saham Bank Mandiri dan Bank Central Asia. Pengaruh faktor makroekonomi terhadap imbal hasil saham dapat diestimasi dengan menggunakan model regresi berganda. Penduga parameter model regresi diperoleh dengan metode Ordinary Least Square (OLS) yang bersifat Best Linear Unbiased Estimator (BLUE). Metode tersebut harus memenuhi asumsi-asumsi model regresi. Apabila varian galat model konstan tidak dipenuhi akan menyebabkan penduga OLS mengalami heteroskedastisitas. Hal ini dapat diatasi dengan menggunakan metode Weighted Least Square (WLS). Hasil dari penelitian ini menunjukkan bahwa nilai tukar dan IHSG berpengaruh nyata terhadap imbal hasil saham sektor keuangan. | id |
dc.description.abstract | Stock investment is one type of investment and has risks, ranging from low risk to high risk. The amount of stock returns can be influenced by macroeconomic factors. Some factors to be considered are the exchange rate and the Jakarta Composite Index with monthly time periods from 2009-2015. Financial sector stocks that used in this study are the shares of Bank Mandiri and Bank Central Asia. The effect of macroeconomic factors on stock returns can be estimated using multiple regression models. The estimator of the regression model parameters is obtained by using the Ordinary Least Square (OLS) method which has Best Linear Unexpected Estimator (BLUE) characteristics. The method must accomplish the assumptions of the regression model. If the constant variance of the model error is not accomplished, it will cause the OLS estimator to have heteroscedasticity. This problem can be overcome by using the Weighted Least Square (WLS) method. The results of this study concluded that exchange rate and Jakarta Composite Index have significant effects on financial sector stock returns. | id |
dc.language.iso | id | id |
dc.publisher | IPB University | id |
dc.title | Analisis Pengaruh Faktor Makroekonomi Terhadap Imbal Hasil Saham Sektor Keuangan | id |
dc.type | Undergraduate Thesis | id |
dc.subject.keyword | multiple regression | id |
dc.subject.keyword | exchange rate | id |
dc.subject.keyword | jakarta composite index | id |
dc.subject.keyword | weighted least square | id |
Appears in Collections: | UT - Mathematics |
Files in This Item:
File | Description | Size | Format | |
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Cover, Lembar Pengesahan, Prakata, Daftar Isi.pdf Restricted Access | Cover | 2.59 MB | Adobe PDF | View/Open |
G54160089_Septiana Tassha Nurrizqi.pdf Restricted Access | Fullteks | 11.21 MB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 5.46 MB | Adobe PDF | View/Open |
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