CD Skripsi
Pengaruh Indeks Dow Jones (Dji), Indeks Shanghai (Sse), Dan Foreign Net Value Terhadap Indeks Harga Saham Gabungan Indonesia (Ihsg) Periode Januari 2014 - Desember 2018
This research analyses the effect of monetary variable which are Dow Jones Index (DJI), Shanghai Index (SSE) and Foreign Net Value on Composite Index in period January 2014 - December 2018.
This research uses time series data during January 2014 - December2018. The method of analysis (multiple linear regression analysis with E-views application version 10).
The results of statistic test show that simultaneous regression test (F-test) for all independent variables have significant influence to Composite Index with F-statistic of 201,4980 with probability 0,000 with adjusted R square value of 0,910673 means that about 91,06% is explained by variation of Composite Index can explain by Dow Jones Index (DJI), Shanghai Index (SSE) and Foreign Net Value. While the rest 8,94% is explained by variable outside the model.
Partial regression test (t-test) show that Dow Jones Index has significant and positive effect to Composite Index with result of stat t equal to 20,88133. Shanghai Index has significant and positive effect to Composite Index with result of stat t equal to 3,914920. Foreign Net Value has significant and negative effect to Composite Index with result of stat t equal to -5,155938.
Keywords : Dow Jones Index (DJI), Shanghai Stock Exchange (SSE), Foreign Net Value, Composite Index
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