Analisis pengaruh IHSG,SBI, inflansi dan nilai tukar rupiah terhadap kinerja reksa dana saham
| Main Author: | Muhammad Mashari |
|---|---|
| Other Authors: | Ahmad Rodoni |
| Format: | Bachelors |
| Terbitan: |
Jakarta : Fakultas Ekonomi dan Bisnis UIN Syarif Hidayatullah, 2009
|
| Subjects: | |
| Online Access: |
http://repository.uinjkt.ac.id/dspace/handle/123456789/11324 |
Daftar Isi:
- xii, 108 p.
- This research attempts to analyze the influence of composite index, risk free interest, inflation, and rupiah exchange rate toward the performance of stock fund. The research uses weekly net asset value data of the stock funds that listed in Indonesian Stock Exchange, IHSG monthly data sample, BI rate monthly data sample, inflation rate and rupiah exchange rate from Indonesian Bank monthly statement. By using purposive sampling method from 34 stock fund that listed in Indonesian Stock Exchange, 12 active stock fund has been chosen and It has been listing during the research period. This reaserch is using path analyze, in which dependent variable is represented by stock funds and independent variable are represented by composite index, risk free interest, inflation, and rupiah exchange rate with 10% signification level. The research results shows that that variable of composite index and risk-free interest relate significantly to stock funds performance. Risk-free interest becomes the most significant variable that relate to the performance of stock fund. Meanwhile, the inflation variable does not take an effect to the dependent variable.