Puspitasari, Wahyu (2019) Analisis pengaruh faktor makroekonomi terhadap harga saham sektor pertanian di bursa efek indonesia. Masters thesis, Institut Pertanian Bogor.
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Abstract
Stock is one of the investments that investors are interested in. Stock is one of the securities among other securities that have a high level of risk. High risks are reflected in the volatility of stock prices that occur during certain observation periods. In the Indonesian economy, macroeconomic factors indirectly influence the index and stock prices. The condition of macroeconomic stability participated in creating uncertainty about fluctuations in stock prices on the Indonesia Stock Exchange. Macroeconomic variables are variables that can affect stock prices but cannot be controlled by business actors. The agricultural sector in Indonesia over the past five years has the lowest share price movement compared to other sectors, which is around -35.62%, this is allegedly due to the influence of macroeconomic factors. This research was conducted to analyze the influence of macroeconomic factors on the stock prices of the agricultural sector on the Indonesia Stock Exchange. The purpose of this study are (1) analyze of stock price movements of issuers in the agricultural sector (2) to analyze the influence of macroeconomic factors on the share price of the agricultural sector for the period 2014 to 2018 (3) analyze forecasting stock price movements in agricultural sector during the period of 2019 using trend analysis. The data used in this study are secondary data in the form of monthly agricultural sector stock price data as well as data on macroeconomic variables such as inflation, interest rates, exchange rates, world oil prices, industrial production indices and sector specific variables, which is CPO prices. The method used in this study is multiple linear regression methods and trend analysis with the study period during 2014-2018. The results of this study indicate that company such as AALI and SMAR are sector-driving companies in agricultural sector. In addition, this study explains that there is a significant relationship between inflation, the exchange rate and world oil prices while the variable interest rates, industrial production index and CPO prices do not show a significant relationship. In 2019, the share prices company such as AALI, LSIP, SGRO, JAWA, SIMP, SMAR and TBLA are predicted to increase while company such as DSNG, GZCO, ANJT, PALM and SSMS are predicted to decline.
| Item Type: | Thesis (Masters) |
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| Uncontrolled Keywords: | harga saham, makroekonomi, sektor pertanian, regresi linier berganda, trend analisis, price stock, macroeconomics, agriculture sector, multiple linier regression, trend analysis, Arbitrage Pricing Theory, APT. |
| Subjects: | Manajemen Sumber Daya Manusia |
| Depositing User: | SB-IPB Library |
| Date Deposited: | 23 Dec 2019 04:21 |
| Last Modified: | 23 Dec 2019 04:21 |
| URI: | http://repository.sb.ipb.ac.id/id/eprint/3503 |
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