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All Journal Primanomics : Jurnal Ekonomi & Bisnis eCo-Buss Indonesian Collaboration Journal of Community Services (ICJCS) eCo-Fin NEAR: Jurnal Pengabdian kepada Masyarakat
Hendra Hendra
Universitas Buddhi Dharma
Humanities Chemistry Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Health Professions Languange, Linguistic, Communication & Media Library & Information Science Nursing Public Health Social Sciences Transportation Other

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Journal : eCo-Fin

 1 
ANALISIS KOINTEGRASI FAKTOR MAKRO EKONOMI INDEKS FTSE PADA BURSA EFEK INDONESIA PERIODE 2017-2022 Vivin Hanitha; Tri Angreni; Hendra Hendra; Georgius Listens; Adrian Hidayat
eCo-Fin Vol. 6 No. 1 (2024): eCo-Fin
Publisher : Komunitas Dosen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32877/ef.v6i1.1143

Abstract

This research was explain about analyzing and knowing the development of the global exchange stock price FTSE index by analyzing to the Indonesia’s Stock Exchange (BEI) and to determine cointegration between FTSE 100, data Inflation, USD/IDR exchange Rates, and Interest Rate. Combined to IHSG. Data collection method was data from 5 years starting from 2017 to 2022 on a monthly basis. The sampling method is nonprobability sampling with a sampling technique, namely purposive sampling. The analysis was carried out using the Johansen Cointegration Test and VECM test which processed by Eviews 10 software. Results showed no significancy short-term relationship between FTSE 100, Inflation, USD/IDR Exchange Rates, Interest Rate and Composite Stock Price Index (IHSG ). But, on the other side have a significant long-term relationship between them.
Effect of World Commodity Prices on the Movement of the FTSE Index on The Indonesia Stock Exchange 2020-2023 Vivin Hanitha; Tri Angreni; Hendra Hendra
eCo-Fin Vol. 6 No. 2 (2024): eCo-Fin
Publisher : Komunitas Dosen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32877/ef.v6i2.1411

Abstract

This research aims to analyze the relationship between commodity prices (gold, gas, tin, silver, nickel, oil) and the FTSE Indonesia stock market index. This research uses secondary data for the research period from January 2020 to December 2023. The analytical method used in this research is the multiple linear regression analysis method. Linear regression analysis is used to test the influence of commodity prices on changes in the value of FTSE Indonesia. The results of this research show that the gas, tin, silver and nickel index variables have a negative effect on the FTSE Index. The Oil, Nike, Gas and Tin variables have a positive influence while the Gold and Silver variables do not have a negative influence, indicating that they do not have a significant influence on the FTSE Index. The results of the analysis show that the overall regression model has a significant fit to the data, with an R-squared value of 75.58% of the variation in FTSE Indonesia can be explained by the commodity price variables included in the model. The rest are factors outside the commodity variable. In addition, the significant F-statistic (21.15427) with a low p-value 0.00 indicates that the overall regression model is very significant. These findings show that commodity prices, including gold, gas, tin, silver, nickel and oil, together have a significant influence on the movement of FTSE Indonesia. The implications of this research can help investors and decision makers to understand the dynamics of stock and commodity markets, as well as estimate the impact of changes in commodity prices on stock market performance in Indonesia.
Analysis How Liquidity, Profitability, and Solvability Ratios Affect Manufacturing Companies Stock Values Listed on the Stock Exchange of Indonesia Vivin Hanitha; Hendra Hendra; Tri Angreni
eCo-Fin Vol. 8 No. 1 (2026): eCo-Fin
Publisher : Komunitas Dosen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32877/ef.v8i1.3694

Abstract

The study employs a quantitative methodology and analyses secondary data from financial reports from businesses. Ten businesses are selected as research samples using the sampling technique's purposive sampling. Using SPSS version 27, the data analysis method employs multiple linear regression. With a regression coefficient of -0.732 and a significance value of 0.007, the findings of the regression analysis demonstrate that the liquidity variable, represented by the Current Ratio (CR), has a negative and substantial impact on stock value. With a regression coefficient of -1.923 and a significance value of 0.230, the solvency variable represented by the Debt to Equity Ratio (DER) has a negative but negligible impact on stock value. With a regression coefficient of 0.253 and a significance value of 0.006, the profitability variable represented by Return on Assets (ROA) has a positive and substantial impact on stock value. According to the simultaneous test results, CR, DER, and ROA collectively have a considerable impact on stock value, with a computed F value of 6.087 at a significance level of 0.002. Furthermore, the coefficient of determination results indicate that the profitability, liquidity, and solvency variables can account for 33.7% of the fluctuation in stock value, with additional variables outside the research model influencing the remaining 66.3%.  
Co-Authors Adrian Hidayat Canggih Gumanky Farunik Donny Yana Fidellis Wato Tholok Georgius Listens Ignasius Irvan Jessica Jessica Kiki Kiki Lia Dama Yanti marselia purnama purnama Purnama, Marselia purnama, octavianti Rini Novianti Sonny Santosa Sugandha Sugandha Sunny Sunny Toni Yoyo Tri Angreni Vivin Hanitha Yunia Oktari