PENGARUH MAKRO EKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA TAHUN 2011-2019

M. Misbahuddin Ahmad, NIM.: 17108010077 (2024) PENGARUH MAKRO EKONOMI TERHADAP INDEKS SAHAM SYARIAH INDONESIA TAHUN 2011-2019. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This study is intended to analyze the effect of macroeconomic factors on the Indonesian Sharia Stock Index. The macroeconomic factors that were raised were Inflation, Exchange Rate, BI Rate, and the Money Supply. The method used in this study is a quantitative approach, where data obtained from the Indonesia Stock Exchange, Statistics Indonesia, and Bank Indonesia. The data used are time series from 3i May 2011 to 31 Desember 2019, which is 104 observation period. The analytical method used is the multiple linear regression analysis method which has also passed the classical assumption test stage, hypothesis testing (t test and F test), and the coefficient of determination test (R2). Data processing using the statistical tool application, Eviews-9. The results show that inflation has a significant effect on ISSI, the exchange rate has a significant effect and has a negative relationship on ISSI, BI Rate has a significant effect and also has a negative relationship to ISSI. The Money Supply has a significant and positive relationship to the Indonesian Sharia Stock Index (ISSI). Simultaneously, these macroeconomic factors also have a significant effect on the Indonesian Sharia Stock Index (ISSI).

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