PENGARUH INFLASI, NILAI TUKAR RUPIAH, DAN SUKU BUNGA TERHADAP RETURN SAHAM PADA PERUSAHAAN SEKTOR PROPERTI DAN REAL ESTATE DI BURSA EFEK INDONESIA PERIODE 2012-2021 --Ed. 1

PENGARUH INFLASI, NILAI TUKAR RUPIAH, DAN
SUKU BUNGA TERHADAP RETURN SAHAM PADA
PERUSAHAAN SEKTOR PROPERTI DAN REAL
ESTATE DI BURSA EFEK INDONESIA
PERIODE 2012-2021
PENGARUH INFLASI, NILAI TUKAR RUPIAH, DAN
SUKU BUNGA TERHADAP RETURN SAHAM PADA
PERUSAHAAN SEKTOR PROPERTI DAN REAL
ESTATE DI BURSA EFEK INDONESIA
PERIODE 2012-2021
Nama Mahasiswa : Lisa Yihaa Rodhiyah
NIM : 18.651.049
Dosen Pembimbing : 1. Yunus Tulak Tandirerung, S.E., M.SA.
2. Drs. H. Noor Fachman Tjeje, M.TM.
ABSTRACT
This study aims to analyze the effect of inflation, rupiah exchange rate and
interest rate on stock returns of Properti and real estate companies listed on the
Indonesia Stock Exchange in the period of 2012-2021. The method in this research
is associative research with quantitative data. The research sample was taken using
purposive sampling method. The number of samples obtained 28 companies during
2012-2021. The data used is secondary data obtained from the official website of
the Indonesia Stock Exchange and Bank Indonesia. The data analysis technique in
this research is multiple regression and will test using the classical assumption test,
t test, F test and the coefficient of determination. The results of the t-test carried out
are inflation and the rupiah exchange rate have a negative and significant effect on
stock returns and interest rates have a positive effect and not significant on stock
returns. The results of the F test show that inflation, rupiah exchange rate, and
interest rates have a simultaneous effect on stock returns of Properti and real estate
companies listed on the Indonesia Stock Exchange for the period 2012-2021.
Keywords: Inflation, Exchange Rate, Interest Rate, Stock Return