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Journal : JDEP (Jurnal Dinamika Ekonomi Pembangunan)

Analisis Harga Saham Index Kompas 100 dengan Pendekatan Error Correction Model Amir Hamzah
Jurnal Dinamika Ekonomi Pembangunan (JDEP) Vol 4 No 1 (2021): JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Publisher : Universitas Pembangunan Nasional Veteran Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (222.243 KB) | DOI: 10.33005/jdep.v4i1.201

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.