@phdthesis{digilib57364, month = {December}, title = {ANALISIS PENGARUH VARIABEL FUNDAMENTAL DAN MAKRO EKONOMI TERHADAP HARGA SAHAM (Studi pada perusahaan yang tergabung dalam Jakarta Islamic index JII tahun 2015-2021)}, school = {UIN SUNAN KALIJAGA YOGYAKARTA}, author = {NIM.: 17108010042 Jauharul Muttaqin}, year = {2022}, note = {Pembimbing: Lailatis Syarifah, M.A}, keywords = {Jakarta Islamic Index (JII); stock price; Debt To Equity Ratio (DER), Price To Book Value (PBV); inflation; exchange rate}, url = {https://digilib.uin-suka.ac.id/id/eprint/57364/}, abstract = {Investment is one of the most in demand these days. This is reflected in the increasing number of investors in the capital market. It's just that Indonesia is still lacking in financial literacy, especially among young people. Meanwhile, the increase in inflation and exchange rates caused the capital market to become more volatile. This study aims to analyze the influence of fundamentals and macroeconomics on the stock price of the Jakarta Islamic Index (JII) in the 2015-2021 period. The method used is quantitative. The analysis tool uses multiple linear regression analysis assisted by the program Statistical Package Social Sciences (SPSS) version 26. With Debt To Equity Ratio DER, Price To Book Value PBV, inflation, exchange rate (exchange rate) as the independent variable and stock price as the dependent. The results of the study found that the Debt To Equity Ratio DER variable had a negative effect on stock prices, the Price To Book Value (PBV )variable had a positive effect on stock prices, inflation and exchange rates had no effect on JII's stock prices.} }