JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Vol. 4 No. 1 (2021): JDEP (Jurnal Dinamika Ekonomi Pembangunan)

Analisis Harga Saham Index Kompas 100 Dengan Pendekatan Error Correction Model

Amir Hamzah (Unknown)



Article Info

Publish Date
22 Aug 2024

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.

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Journal Info

Abbrev

jdep

Publisher

Subject

Economics, Econometrics & Finance

Description

JDEP (Jurnal Dinamika Ekonomi Pembangunan) has been published since 2018 by the Department of Economics, Faculty of Economics and Business, National Veterans Development University, East Java. This journal is published twice a year in January and July. JDEP focuses on issues related to empirical ...