PENGARUH NILAI TUKAR RUPIAH (KURS), INFLASI DAN INDEKS HARGA SAHAM GABUNGAN TERHADAP KINERJA REKSA DANA DI BURSA EFEK INDONESIA PERIODE 2016-2018

Amila Oktavila Putri, Amila (2020) PENGARUH NILAI TUKAR RUPIAH (KURS), INFLASI DAN INDEKS HARGA SAHAM GABUNGAN TERHADAP KINERJA REKSA DANA DI BURSA EFEK INDONESIA PERIODE 2016-2018. skripsi thesis, Universitas Batanghari.

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Abstract

This study aims to determine how the influence of the rupiah exchange rate, inflation and the combined stock price index on the performance of stock funds in Indonesia both simultaneously and partially between January 2016 and December 2018. With an average Rupiah Exchange Rate of Rp. 21,451 and an average development of 0.07%. Furthermore, inflation with an average of 3.54% and an average development of (0.36%). Meanwhile the average on the Composite Stock Price Index is Rp.5,647 rupiah and the average development is 0.87%. Finally, the average value of Net Asset Value is 386,006,108,622,180 with an average development of 7310.22%. Sample selection using the purpose sampling method. The analytical method used is descriptive method. The analysis tool in this study is classic assumption test, multiple regression analysis with panel data, hypothesis testing, and coefficient of determination. Mutual funds are companies that invest their capital in a variety of diverse stock portfolios. An investor who makes an investment can increase expected profits and minimize risk. Mutual funds are a collection of shares, bonds or other securities owned by a group of financiers and managed by professional investment companies. Funds invested by mutual funds from investors that are combined with funds from other investors to create buying power and are far greater than they have to make their own investments From calculations using SPSS, the results of the study show that simultaneous exchange rates of the rupiah, conversions, and composite stock price indexes improve the performance of equity funds. This value compared to the calculated F value is greater than F table, which is 157,999 > 0,290 and a sig value of 0,000 < 0.05 can be valued according to the exchange rate of the rupiah, the exchange rate, and the corresponding stock price index significantly to increase the value of mutual fund shares. And the nominal exchange rate of the rupiah is not in accordance with the performance of mutual fund shares from the test results (-0.435 > 2,036), the related inflation has a positive and significant effect on the performance of mutual fund stocks from the test results (18.127 > 2.036), which are positive and significant performance of the mutual fund shares from the test results (-2,057 > 2,036). The results showed that the data used in this study had fulfilled the classic assumptions which included: normal normally distributed data, no symptoms of multicollinearity, no symptoms of heteroscedasticity, and autocorrelation did not occur. Simultaneously there is a significant influence on the performance of mutual funds, partially Inflation has a significant effect on the performance of mutual funds

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