Abstract
The purpose of this research is to analyze the short term and long term relationship between ROI, EPS, PER ,inflation, SBI, exchange rate,and GDP on Stock Price. The data in this research is company financial statements which included Compas 100 Index on the Indonesia Stock Exchange. statistical analysis in this research used stasionarity test, The Classical Assumptions Test, Cointegration Test, Error Correction Model Test. This research found that partially ROI, EPS, PER variables a positive effect on stock prices in the short term and long term, KURS and SBI a positive effect on stock prices in the short term, but there is no effect in the long term, inflation and GDP do not affect the stock price both in the short term and long term. Simultaneously affected the stock prices significantly affect on stock price both in the short term and long term.
Highlights
Tujuan penelitian ini untuk menganalisis pengaruh jangka pendek dan jangka panjang antara ROI, EPS, PER Inflasi, SBI, Kurs, dan Gross Domestic Product (GDP) terhadap Harga Saham
This research found that partially ROI
PER variables a positive effect on stock prices in the short term
Summary
Keadaan perekonomian di Indonesia saat ini mengalami penurunan yang diakibatkan terjadinya wabah Covid-19, salah satu sektor yang terdampak covid yaitu investasi. Kondisi investasi di pasar modal saat ini di Indonesia mengalami penurunan yang diakibatkan oleh wabah covid-19, karena salah satu fungsi utama di pasar modal yaitu sarana dalam menggerakan dana yang bersumber dari masyarakat ke berbagai sektor yang melaksanakan investasi. Menurut Djazuli (2006) mengatakan bahwa tinggi rendahnya nilai saham tercermin pada kinerja keuangan suatu alat untuk memperoleh informasi dan bahan pertimbangan investor untuk mencari data guna memutuskan investasi salah satunya menggunakan data laporan keuangan perusahaan yang bisa disebut sebagai faktor internal. Beradasarkan penelitian yang dilakukan sebelumnya, penelitian ini mencoba lebih mengembangkan dengan menggabungkan dua faktor internal dan eksternal yaitu: ROI, EPS, PER, Inflasi, Suku Bunga, Kurs, GDP terhadap harga saham pada Indeks Kompas 100 selama 2006 s,d 2019
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