ANALISIS FAKTOR - FAKTOR YANG MEMPENGARUHI VOLATILITAS HARGA SAHAM (Studi pada Perusahaan yang Terdaftar dalam Indeks LQ45 Periode 2006 – 2009)

HUGIDA, Lydianita and SOFIAN , Syuhada (2011) ANALISIS FAKTOR - FAKTOR YANG MEMPENGARUHI VOLATILITAS HARGA SAHAM (Studi pada Perusahaan yang Terdaftar dalam Indeks LQ45 Periode 2006 – 2009). Undergraduate thesis, Universitas Diponegoro.

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Abstract

In a capital market transaction, investors often observed stock price volatility to estimate the risks or benefits to be gained. Volatility is a statistical measurement for price fluctuations during certain periods. High and low of the stock price volatility depends on the information about stock prices that comes from inside and from outside the company. This study aims to determine how large the trading volume, inflation, exchange rate of rupiah, interest rate of SBI to stock price volatility, and there is still differences between the research study with each other and real differences of research data with existing theory. The data used is secondary data, and the sampling technique is purposive sampling. The samples in this study are listed in the Index LQ45 of Indonesia Stock Exchange (BEI) in the period 2006-2009, amounting to 12 companies. This research were analyzed by using multi linier regression and hypothesis test used partial t-test, simultan F-test at level of significance 5% and adjusted R2. From the result of the analysis show that three variables, trading volume, inflation, and exchange rate of rupiah have positive significant influence to stock price volatility, while interest rate of SBI has negative significant influence to stock price volatility. Stimulatingly the trading volume, inflation, exchange rate of rupiah, and interest rate of SBI have significances influence to stock price volatility, it proved by sig-F value 0,000 lower than 5% significances. Predictable of the four variables toward stock price volatility is 54,6% as indicated by adjusted R2 that is 54,6% while the rest 45,4% is affected by other factors is not include into the research model.

Item Type:Thesis (Undergraduate)
Additional Information:Stock price volatility, Trading Volume, Inflation, Exchange Rate of Rupia, Interest Rate of SBI
Uncontrolled Keywords:Stock price volatility, Trading Volume, Inflation, Exchange Rate of Rupia, Interest Rate of SBI
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:29812
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:12 Oct 2011 11:32
Last Modified:12 Oct 2011 11:32

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