Faktor Penentu Fluktuasi Pergerakan Indeks Harga Saham Gabungan (Ihsg) Di Bursa Efek Indonesia (Bei)

Handika, Hangga; Damajanti, Anita; Rosyati, Rosyati

doi:10.26623/slsi.v19i3.3503

Cited by 7 publications

(6 citation statements)

References 4 publications

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“…IHSG penting untuk analisis pasar, termasuk analisis fundamental, yang mempertimbangkan faktor keuangan perusahaan, berita ekonomi makro, dan pengaruh eksternal, serta analisis teknikal yang berfokus pada data historis seperti pola grafik dan volume perdagangan (Widodo, 2018). Berbagai faktor mempengaruhi IHSG, termasuk kondisi ekonomi makro, kebijakan pemerintah dan Bank Indonesia, fluktuasi harga komoditas global, serta situasi politik dan keamanan domestik (Handika et al, 2021).…”

Section: Pendahuluanunclassified

Analisis Kointegrasi Indeks Saham Filipina Psei, Indeks Saham Malaysia Klci, Indeks Saham as Djia Dan Variabel Makroekonomi Dengan Ihsg

Nabiilah,

Hartono,

Haryono

2024

JIMEA

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Penelitian ini menggunakan metode eksplanatif dengan pendekatan kuantitatif untuk menganalisis hubungan antara beberapa indeks ekonomi (Makroekonomi Indonesia, Indeks KLCI, Indeks PSEi, dan Indeks DJIA) dengan Indeks Harga Saham Gabungan (IHSG) selama periode 2017-2021. Tujuan penelitian ini adalah untuk menjelaskan, memprediksi, dan mengontrol dinamika pasar saham di Indonesia. Dengan menerapkan filosofi positivisme, penelitian ini mengumpulkan data harga penutupan bulanan dari berbagai indeks dan variabel ekonomi lainnya, seperti nilai tukar, inflasi, suku bunga, dan harga minyak mentah dunia, menggunakan pendekatan sampling jenuh. Sebanyak 480 sampel dianalisis menggunakan teknik statistik untuk menguji hipotesis yang telah ditetapkan. Hasil penelitian menunjukkan bahwa terdapat hubungan yang signifikan antara DJIA dan IHSG, dengan p-value (0,0000) yang lebih kecil dari α (0,05), serta hubungan yang positif berdasarkan koefisien yang diperoleh. Demikian pula, hubungan antara PSEi dan IHSG juga signifikan dengan p-value (0,000) yang lebih kecil dari α (0,05), menunjukkan hubungan positif. Namun, untuk Suku Bunga, tidak terdapat cukup bukti akan hubungan jangka pendek dengan IHSG, sebagaimana ditunjukkan oleh p-value (0,7016) yang lebih besar dari α (0,05), meskipun koefisien positif mengindikasikan adanya hubungan. Kesimpulan ini memberikan wawasan baru tentang bagaimana indeks pasar saham internasional dapat mempengaruhi pasar saham domestik, khususnya dalam konteks Indonesia.

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Section: Pendahuluanunclassified

Analisis Kointegrasi Indeks Saham Filipina Psei, Indeks Saham Malaysia Klci, Indeks Saham as Djia Dan Variabel Makroekonomi Dengan Ihsg

Nabiilah,

Hartono,

Haryono

2024

JIMEA

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“…In its journey, the Indonesia Stock Exchange (IDX), previously known as Indeks Harga Saham Gabungan (IHSG/composite stock price index), has a vital role in recording the development of the Indonesian capital market through its indicators. The IHSG movement was volatile following global and macroeconomic conditions, and other movements were still significant (Handika, Damajanti, & Rosyati, 2021). Some significant movements relate to state security and political conditions (Setiawan & Mulyani, 2020).…”

Section: Definition Of Capital Marketmentioning

confidence: 99%

Law and Regulation as Safeguards for Investors Against Crime in Capital Market Sector

Chamdani,

Indradjaja,

Wijaya

2024

NLR-JoLCI

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As a country with potency in economic growth, Indonesia is supported by several essential sectors, and one of them is through the Capital Market. The capital market enables the growth acceleration for a company or country by providing the needed fund. At least, through this medium, there are reciprocal benefits obtained by both parties involved in the Capital Market: issuers with capital injections, and investors with dividends and price increases. Unfortunately, there are big risks that investors have to deal with in capital markets, and some of them are related to fraud, market manipulation and insider trading. The results of this research found that government has enacted regulations that protect investors' rights through the Capital Market Law and the Financial Services Authority Law. However, there are still weaknesses in this regulation, especially for types of crimes that are still not regulated in this regulation. Moreover, it is necessary to have sufficient prowess from the authorized institution, especially the Financial Services Authority (OJK), to resolve cases in accordance with the applicable law aiming to protect investors' rights.

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“…Perusahaan yang berkualitas baik dengan sengaja akan memberikan sinyal pada pasar, sehingga pasar diharapkan dapat membedakan perusahaan yang berkualitas baik dan buruk. Agar sinyal tersebut efektif, maka harus dapat ditanggapi oleh pasar dan dipersepsikan baik, serta tidak mudah ditiru oleh perusahaan yang berkualitas buruk (Handika et al, 2021).…”

Section: Landasan Teori Teori Sinyal (Signalling Theory)unclassified

The Effect of Inflation, Exchange Rate, Bi rate, Dow Jones Index on the Composite Stock Price Index (Empirical Studies on the Indonesian Stock Exchange in 2018-2022)

NoviaSari,

Setiorini,

Yusmaniarti

et al. 2023

j.ekonomi, j.manajemen, j.bisnis, j.akuntansi

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The Composite Stock Price Index (IHSG) is a reflection of the Indonesian economy, when the JCI shows an increase, it means that the Indonesian economy is in a conducive condition and vice versa. To be able to find out what can help the movement of the JCI, several factors need to be considered, such as inflation, the exchange rate, the BI rate and the Dow Jones index. The purpose of this study was to determine the effect of inflation, exchange rates, the BI rate and the Dow Jones index (DJIA) on the JCI. This research was conducted at the IDX using a sample of 60 consisting of monthly data for all variables from 2018 to 2022 by determining the sample using a saturated sample or census sample. The data analysis technique used was the Classical Assumption Test and Partial Hypothesis Test (T Test) and Simultaneous (F Test) with the help of the SPSS 22 Program. The results showed that partially Inflation (X1) had no effect on the JCI with a significant value of 0.358> 0 .05 and t count 0.927<2.004, Exchange Rate (X2) has no effect on JCI with a significant value of 0.389>0.05 and t count -0.869<2.004, BI Rate (X3) has no effect on JCI with a significant value of 0.242>0, 05 and t count -1.182 <2.004, the Dow Jones Index (X4) has an effect on the JCI with a significant value of 0.000 <0.05 and t count 4.962>2.004. While simultaneously Inflation, Exchange Rate, BI Rate, and the Dow Jones Index have a joint effect on the JCI with a sig value of 0.000<0.0.

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Faktor Penentu Fluktuasi Pergerakan Indeks Harga Saham Gabungan (Ihsg) Di Bursa Efek Indonesia (Bei)

Cited by 7 publications

References 4 publications

Analisis Kointegrasi Indeks Saham Filipina Psei, Indeks Saham Malaysia Klci, Indeks Saham as Djia Dan Variabel Makroekonomi Dengan Ihsg

Analisis Kointegrasi Indeks Saham Filipina Psei, Indeks Saham Malaysia Klci, Indeks Saham as Djia Dan Variabel Makroekonomi Dengan Ihsg

Law and Regulation as Safeguards for Investors Against Crime in Capital Market Sector

The Effect of Inflation, Exchange Rate, Bi rate, Dow Jones Index on the Composite Stock Price Index (Empirical Studies on the Indonesian Stock Exchange in 2018-2022)

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