Electronic Theses and Dissertation

abstrak penelitian ini bertujuan untuk menganalisis pengaruh inflasi, jumlah uang beredar, kurs dan suku bunga sbi terhadap indeks harga saham di jakarta islamic index periode 2017 – 2022. data yang digunakan dalam penelitian ini merupakan data sekunder yang bersifat kuantitatif yang terdiri dari data bulanan inflasi, jumlah uang beredar, perubahan nilai kurs, suku bunga bunga sbi dan indeks harga saham di jakarta islamic index. adapun analisis yang digunakan adalah regresi linear berganda. hasil penelitian menujukkan bahwa secara parsial variabel inflasi dan suku bunga sbi berpengaruh positif signifikan terhadap indeks harga saham di jakarta islamic index, sedangkan variabel kurs secara parsial berpengaruh negatif signifikan terhadap indeks harga saham di jakarta islamic index dan variabel jumlah uang beredar secara parsial tidak berpengaruh terhadap indeks harga saham di jakarta islamic index. kemudian secara simultan, variabel inflasi, jumlah uang beredar, kurs dan suku bunga sbi berpengaruh signifikan terhadap indeks harga saham di jakarta islamic index. kata kunci: inflasi, jumlah uang beredar, kurs, suku bunga sbi, indeks harga saham jakarta islamic index

ABSTRACT This study aims to analyze the effect of inflation, money supply, exchange rate, and SBI interest rate on the stock price index in the Jakarta Islamic Index for the period 2017 – 2022. The data used in this study is quantitative secondary data consisting of monthly data on inflation, money supply, changes in exchange rates, SBI interest rates, and the Stock Price Index in the Jakarta Islamic Index. The analysis used is Multiple Linear Regression. The results showed that partially the inflation variable and SBI interest rate had a significant positive effect on the stock price index in the Jakarta Islamic Index, while the exchange rate variable partially had a significant negative effect on the stock price index in the Jakarta Islamic Index and the variable money supply partially did not affect the stock price index in the Jakarta Islamic Index. Then simultaneously, inflation variables, money supply, exchange rates, and SBI interest rates have a significant effect on the stock price index in the Jakarta Islamic index. Keywords: Inflation, Money Supply, Exchange Rate, SBI Interest Rate, Jakarta Islamic Index Stock Price Index