Analisis Pengaruh Risiko Sistematis, Nilai Tukar, Dan Suku Bunga Terhadap Harga Saham Pada Perusahaan Perbankan Di BEI

Main Author: Ginting, Frans William
Other Authors: Lufti, Muslich
Format: Student Papers
Bahasa: ind
Subjects:
Online Access: http://repository.usu.ac.id/handle/123456789/34120
ctrlnum 123456789-34120
fullrecord <?xml version="1.0"?> <dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><title>Analisis Pengaruh Risiko Sistematis, Nilai Tukar, Dan Suku Bunga Terhadap Harga Saham Pada Perusahaan Perbankan Di BEI</title><creator>Ginting, Frans William</creator><subject>Risiko Sistematis</subject><subject>Nilai Tukar</subject><subject>Suku Bunga</subject><subject>Harga Saham</subject><description>This research aims to examine the effect of systematic risk, foreign exchange and interest rates on stock prices as the dependent variable. Systematic risk variables used in this research was calculated through the Beta (&#x3B2;) resulting from the calculation of market returns and individual returns of each stock within a certain time period, while the variable rate linked to gross profit and interest rates associated with the liabilities. This research uses descriptive analysis and multiple linear regression. Hypothesis testing is done by using a statistical test that simultaneously tests (Test-f) and partial test (Test-t), with a significance level (&#x3B1;) = 5%. Analyzing data using SPSS software for windows. The results showed that all three variables simultaneously, systematic risk, foreign exchange and interest rates have a significant effect on the banking company's stock price in Indonesia Stock Exchange. The test results showed that only partial exchange rate variable is significantly positive effect on stock prices while the systematic risk variables and interest rates had no significant effect. Based on the coefficient of determination (R2) showed that 65,2% share price factors can be explained by systematic risk, foreign exchange and interest rates, 34,8% while the rest can be explained by other factors not examined in this study. The results of this study also found no correlation between variables.</description><description>080502174</description><contributor>Lufti, Muslich</contributor><date>2012-10-19T03:49:21Z</date><date>2012-10-19T03:49:21Z</date><date>2012-10-19</date><type>Other:Student Papers</type><identifier>Muswita Widya Rahma</identifier><identifier>http://repository.usu.ac.id/handle/123456789/34120</identifier><language>ind</language><recordID>123456789-34120</recordID></dc>
language ind
format Other:Student Papers
Other
author Ginting, Frans William
author2 Lufti, Muslich
title Analisis Pengaruh Risiko Sistematis, Nilai Tukar, Dan Suku Bunga Terhadap Harga Saham Pada Perusahaan Perbankan Di BEI
topic Risiko Sistematis
Nilai Tukar
Suku Bunga
Harga Saham
url http://repository.usu.ac.id/handle/123456789/34120
contents This research aims to examine the effect of systematic risk, foreign exchange and interest rates on stock prices as the dependent variable. Systematic risk variables used in this research was calculated through the Beta (β) resulting from the calculation of market returns and individual returns of each stock within a certain time period, while the variable rate linked to gross profit and interest rates associated with the liabilities. This research uses descriptive analysis and multiple linear regression. Hypothesis testing is done by using a statistical test that simultaneously tests (Test-f) and partial test (Test-t), with a significance level (α) = 5%. Analyzing data using SPSS software for windows. The results showed that all three variables simultaneously, systematic risk, foreign exchange and interest rates have a significant effect on the banking company's stock price in Indonesia Stock Exchange. The test results showed that only partial exchange rate variable is significantly positive effect on stock prices while the systematic risk variables and interest rates had no significant effect. Based on the coefficient of determination (R2) showed that 65,2% share price factors can be explained by systematic risk, foreign exchange and interest rates, 34,8% while the rest can be explained by other factors not examined in this study. The results of this study also found no correlation between variables.
080502174
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institution Universitas Sumatera Utara
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library Perpustakaan Universitas Sumatera Utara
library_id 599
collection USU - Institutional Repository
repository_id 3619
city KOTA MEDAN
province SUMATERA UTARA
repoId IOS3619
first_indexed 2016-11-06T09:55:43Z
last_indexed 2016-11-06T09:55:43Z
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