INDEKS DOW JONES, NIKKEI225, INFLASI DAN VOLUME PERDAGANGAN: ANALISIS PENGARUH TERHADAP IHSG

Abstract

Penelitian ini memiliki tujuan mengetahui pengaruh variabel indeks Dow Jones, Nikkei225, inflasi dan Volume Perdagangan terhadap Indeks Harga Saham Gabungan (IHSG). Sampel penelitian menggunakan data sekunder (time series) IHSG bulan Januari 2015 sampai Desember 2019 secara bulanan. Penelitian menggunakan analisis regresi linear berganda. Hasil uji menyatakan indeks Dow Jones memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Indeks Nikkei225 memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Inflasi tidak memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Volume transaksi Perdagangan Saham tidak memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Seluruh variabel independen tersebut bersama memberi kontribusi pada Indeks Harga Saham Gabungan (IHSG).  This studyaims to investigate the effect of the Dow Jones index, Nikkei225 index, inflation and trading volume on the JakartaComposite Index (JCI). Thesample of this study uses secondary data with the JCI time series from January 2015 to December 2019 on a monthly basis. This study usesmultiple linearregressionanalysis. This study was found that the Dow Jones Industrial Averagegive contributes to the JakartaComposite Index (JCI). The Nikkei225 index give contributes to the Jakarta Composite Index (JCI). Inflation does not give contributeto the JakartayComposite Indexy (JCI). The volume of stock trading transactions does not give contribute to the Jakarta Composite Index (JCI). All of these independent variables simultaneously give contribute to the Jakarta Composite Index (JCI).