ANALISIS INTEGRASI BI-7 DAY REPO RATE,INFLASI DAN DOWJONES ISLAMIC MARKET (DJIM) TERHADAP JAKARTA ISLAMIC INDEX (JII) 70 (PERIODE 2020-2022)

Agung, Prayoga (2024) ANALISIS INTEGRASI BI-7 DAY REPO RATE,INFLASI DAN DOWJONES ISLAMIC MARKET (DJIM) TERHADAP JAKARTA ISLAMIC INDEX (JII) 70 (PERIODE 2020-2022). Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Pada masa globalisasi seperti sekarang ini tidak dapat dipungkiri bahwa perekonomian dunia sudah menunjukkan perkembangan yang sangat pesat bahkan menimbulkan persaingan yang sangat ketat dalam perdagangan pasar global. Saat ini perubahan makro ekonomi di negara maju sangat berdampak pada sektor keuangan dan investasi di pasar modal secara global, sehingga masalah yang timbul akibat dari permasalahan secara global menyebabkan indonesia yang juga termasuk dalam kategori negara group of twenty ikut merasakan perubahan makro ekonomi yang terintegrasi terhadap pasar modal, dan mengakibatkan perkembangan pasar modalnya juga dipengaruhi keberadaan pasar modal dunia. Penelitian ini bertujuan untuk mengetahui pengaruh integrasi BI 7 Day Repo Rate, Inflasi dan Down Jones Islamic Market terhadap Jakarta Islamic Index 70. Penelitian ini menggunakan metode penelitian kuantitatif deskriptif dan data yang digunakan dalam penelitian ini menggunakan data sekunder bulanan BI 7 Day RR, Inflasi dan DJIM terhitung sejak bulan januari 2020 sampai desember 2021 yang bersumber dari situs IDX, BI,dan OJK. Data yang diolah menggunakan SPSS V.26 dan menggunakan beberapa metode analisis data berupa statistik deskriptif, uji normalitas, uji multikolineritas, uji heteroskedastisitas, uji autokorelasi, regresi linear berganda, uji f, uji t dan uji koefisien determinasi. Berdasarkan hasil penelitian, terdapat hasil positif dan signifikan antara BI 7 Day Repo Rate dan Down Jones Islamic Market terhadap Jakarta Islamic Index 70. Namun untuk variabel Inflasi, terdapat hasil negatif dan signifikan terhadap Jakarta Islamic Index 70. Secara simultan bersama – sama variabel BI7 Day Repo Rate, Inflasi dan Down Jones Islamic Market berpengaruh positif dan signifikan terhadap variabel Jakarta Islamic Index 70. Kata Kunci: BI-7Day Repo Rate, Inflasi, Down Jones Islamic Market, Jakarta Islamic Index 70 iii ABSTRACT In the current era of globalization, it cannot be denied that the world economy has shown very rapid development and has even given rise to very tight competition in global market trade. Currently, macroeconomic changes in developed countries are having a huge impact on the financial sector and investment in capital markets globally, so that problems arising as a result of global problems have caused Indonesia, which is also included in the group of twenty countries, to experience macroeconomic changes that are integrated into the market. capital, and resulting in the development of the capital market being also influenced by the existence of the world capital market. This research aims to determine the effect of the integration of the BI 7 Day Repo Rate, Inflation and Down Jones Islamic Market on the Jakarta Islamic Index 70. This research uses descriptive quantitative research methods and the data used in this research uses monthly secondary data BI 7 Day RR, Inflation and DJIM from January 2020 to December 2021 sourced from the IDX, BI and OJK websites. The data were processed using SPSS V.26 and using several data analysis methods in the form of descriptive statistics, normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, multiple linear regression, f test, t test and coefficient of determination test. Based on the research results, there are positive and significant results between the BI 7 Day Repo Rate and Down Jones Islamic Market on the Jakarta Islamic Index 70. However, for the Inflation variable, there are negative and significant results on the Jakarta Islamic Index 70. Simultaneously together with the BI7 Day variable Repo Rate, Inflation and Down Jones Islamic Market have a positive and significant effect on the Jakarta Islamic Index 70 variable. Keywords: BI-7Day Repo Rate, Inflasi, Down Jones Islamic Market, Jakarta Islamic Index 70

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