ANALISIS KOMPARASI HARGA SAHAM DAN AKTIVITAS VOLUME PERDAGANGAN PADA INDEKS SAHAM LQ45 DI BURSA EFEK INDONESIA SEBELUM DAN PADA MASA PANDEMI COVID-19

RASUNA, ANHARI (2022) ANALISIS KOMPARASI HARGA SAHAM DAN AKTIVITAS VOLUME PERDAGANGAN PADA INDEKS SAHAM LQ45 DI BURSA EFEK INDONESIA SEBELUM DAN PADA MASA PANDEMI COVID-19. Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Pasar modal sangat erat kaitannya dengan pengaruh internal perusahaan maupun pengaruh ekternal perusahaan. Salah satu intrumen pasar modal adalah saham atau surat bukti kepemilikan atas perusahaan. Pada saat ini, pengumuman pandemi covid-19 di Indonesia dapat menyebabkan pasar modal bereaksi. Maka dalam penelitian ini membahas mengenai perbandingan harga saham dan aktivitas volume perdagangan sebelum dan pasa masa pandemi covid-19. Rumusan masalah dalam penelitian ini yaitu (1) Apakah Terdapat Perbedaan Harga Saham pada Saham LQ45 di Bursa Efek Indonesia Sebelum dan pada Masa Pandemi Covid-19? (2) Apakah Terdapat Perbedaan Aktivitas Volume Perdagangan pada Saham LQ45 di Bursa Efek Indonesia Sebelum dan pada Masa Pandemi Covid-19? (3) Bagaimana Perspektif Ekonomi Islam tentang Pasar Modal di Indonesia? Penelitian ini menggunakan pendekatan kuantitatif dengan jenis penelitian komparatif. Populasi dalam penelitian ini sebanyak 45 perusahaan yang terdaftar di indeks LQ45 dan sampel yang diambil sebanyak 6 perusahaan dengan total 120 data harian setiap perusahaan yang terdaftar di indeks saham LQ45 yang meliputi 60 data harian sebelum pandemi Covid-19 dan 60 data harian pada masa pademi Covid�19. Teknik pengumpulan data dalam penelitian ini menggunakan data sekunder. Adapun sumber data sekunder dalam penelitian ini yaitu www.idx.co.id dan www.yahoo.finance.com yang berupa harga saham penutupan (closing price) dan volume perdagangan saham harian perusahaan dalam periode pengamatan, yaitu 10 hari sebelum dan 10 hari pada masa pengumuman pandemi Covid 19. Data yang diperoleh kemudian diolah dengan menggunakn alat bantu aplikasi IBM SPSS Statistic 21. Metode analisis data yang digunakan dalam penelitian ini adalah Analisis Statistik Deskriptif, dilanjutkan dengan Uji Normalitas (One Sample Kolmogorov- Smirnov Test) dan Uji Hipotesis (Paired Sample T-Test dan Wilcoxon Signed Rank Test). Hasil penelitian ini menunjukkan bahwa (1) Terdapat perbedaan yang signifikan antara harga saham sebelum dan pada masa pandemi Covid-19. (2) Terdapat perbedaan yang signifikan antara aktivitas volume perdagangan sebelum dan pada masa pandemi Covid-19. (3). Pasar modal syariah adalah pasar modal yang seluruh mekanisme kegiatannya terutama mengenai emiten, jenis efek yang di perdagangkan dan mekanisme perdagangannya telah sesuai dengan prinsip-prinsip syariah. Kata Kunci : Harga Saham, Aktivitas Volume Perdagangan, Indeks LQ45, Covid-19. iii ABSTRAC The capital market is very closely related to the company's internal influence and external company influence. One of the capital market instruments is shares or proof of ownership of the company. At this time, the announcement of the covid-19 pandemic in Indonesia could cause the capital market to react. So in this study discusses the comparison of stock prices and trading volume activity before and during the Covid-19 pandemic. The formulation of the problems in this study are (1) Are there differences in share prices for LQ45 shares on the Indonesia Stock Exchange before and during the Covid-19 pandemic? (2) Was there a difference in trading volume activity for LQ45 shares on the Indonesia Stock Exchange before and during the Covid-19 pandemic? (3) What is the Islamic Economic Perspective on Capital Markets in Indonesia. This research uses a quantitative approach with a comparative research type. The population in this study were 45 companies listed on the LQ45 index and 6 companies were taken as a sample with a total of 120 daily data for each company listed on the LQ45 stock index which includes 60 daily data before the Covid-19 pandemic and 60 daily data during the Covid pandemic. -19. Data collection techniques in this study used secondary data. The secondary data sources in this study are www.idx.co.id and www.yahoo.finance.com in the form of the company's daily closing price and the company's daily stock trading volume during the observation period, namely 10 days before and 10 days during the announcement of the Covid 19 pandemic. The data obtained was then processed using the IBM SPSS Statistics 21 application tool. The data analysis method used in this study is Analysis Descriptive Statistics, followed by Normality Test (One Sample Kolmogorov-Smirnov Test) and Hypothesis Test (Paired Sample T-Test and Wilcoxon Signed Rank Test). The results of this study indicate that (1) there is a significant difference between stock prices before and during the Covid-19 pandemic. (2) There was a significant difference between trading volume activity before and during the Covid-19 pandemic. (3). The Islamic capital market is a capital market whose entire mechanism of activity, especially regarding issuers, types of securities traded and the trading mechanism, is in accordance with sharia principles. Keywords: Stock Price, Trading Volume Activity, LQ45 Index, Covid-19

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