Analisis Pengaruh Harga Crude Oil (CO) Kurs Rupiah Dan Inflasi Terhadap Indeks Harga Saham Sektor Pertanian Di Bursa Efek Indonesia (BEI)

Abstract

Penelitian ini bertujuan untuk menganalisa dan mcnjelaskan bagaimana pengaruh harga minyak mentah dunia, kurs rupiah tcrhaclap dolar amerika dan tingkat intlasi nasional terhaclap Indeks Harga Saham Sektor Pertanian di Bursa Efek Indonesia periode Nopember 2013 - April 2016 baik secara parsial dan simultan. Indeks harga saham sektor pertanjan merupakan salah satu indikator terhadap perkembangan emiten yang tergabung dalam kelompok perusahaan yang bergerak dibidang pertanian. Metode analisis yang digunakan dalan1 penelitian ini adalah analisis regresi berganda dengan bantuan sofware SPSS 22, dan sebelumnya terlebih dahulu dilakukan uji asumsi klasik serta diikuti dengan uji koefisien determinasi, uji F dan uji t. Hasil dari penelitian ini menunjukkan bahwa variabel harga crude oil dan kurs rupiah terhadap US$ berpengaruh negatif dan signiflkan terhadap indeks harga saham sektor pertanian, sementara variabel inflasi berpengaruh positif dan signifikan terhadap indeks harga saham sektor pertanian. Hasil peneJitian ini juga menunjjukkan bahwa variabel harga crude oil, kurs rupiah terbadap US$ dan inflasi secara simultan berpengaruh signifikan terhadap indeks harga saham sektor pertanian. This study aims to analyze and explain how the influence of world crude oil prices, the rupiah exchange rate tcrhac US dollar and the national inflation rate for the Agricultural Sector Stock Price Index on the Stock Exchange Indonesia securities period November 2013 - April 2016 both partially and simultaneous. The stock price index for the agricultural sector is one of the indicators on the development of issuers who are members of a group of companies engaged in agriculture. The analytical method used in 1 this research is multiple regression analysis with the help of SPSS 22 software, and previously performed the classical assumption test and followed by test the coefficient of determination, F test and t test. The results of this study show that the variable price of crude oil and the rupiah exchange rate against the US$ has a negative effect and significant to the stock price index of the agricultural sector, while variable Inflation has a positive and significant effect on the sector stock price index agriculture. The results of this research also show that the variable price of crude oil, rupiah exchange rate against US $ and inflation simultaneously have a significant effect on the stock price index of the agricultural sector.