ANALISIS DETERMINAN NILAI AKTIVA BERSIH REKSA DANA SAHAM DI INDONESIA (PERIODE 2005:T1 – 2014:T3)

Yessi Novita Putri, 1111021121 (2015) ANALISIS DETERMINAN NILAI AKTIVA BERSIH REKSA DANA SAHAM DI INDONESIA (PERIODE 2005:T1 – 2014:T3). Fakultas Ekonomi dan Bisnis, Universitas Lampung.

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Abstrak

ABSTRAK Penelitian ini bertujuan untuk mengetahui dan menganalisis faktor-faktor yang mempengaruhi Nilai Aktiva Bersih Reksa Dana Saham di Indonesia dengan variabel bebas inflasi, nilai tukar rupiah, Indeks Harga Saham Gabungan (IHSG), Produk Domestik Bruto (PDB), Dow Jones Industrial Average (DJIA). Dalam penelitian ini data yang digunakan adalah data time-series dengan periode penelitian 2005 Triwulan I sampai 2014 Triwulan III. Analisis yang digunakan dalam penelitian ini adalah metode analisis deskriptif kuantitatif dan menggunakan alat analisis yaitu metode Error Correction Model (ECM). Hasil estimasi pada penelitian ini menunjukkan bahwa dalam jangka pendek variabel bebasnya secara bersama-sama signifikan terhadap Nilai Aktiva Bersih (NAB) Reksa Dana Saham. Secara parsial variabel IHSG berpengaruh positif dan signifikan terhadap NAB reksa dana saham di Indonesia. Variabel inflasi dan DJIA berpengaruh negatif dan tidak signifikan, sedangkan variabel nilai tukar dan PDB berpengaruh positif dan tidak signifikan terhadap NAB reksa dana saham di Indonesia. Kata Kunci : NAB reksa dana saham, inflasi, nilai tukar, IHSG, PDB, DJIA, Error Correction Model (ECM). ABSTRACT This study aims to identify and analyze the determinant that affect Mutual Fund Net Asset Value Shares in Indonesia with independent variable are inflation, exchange rate, stock price index (CSPI), Gross Domestic Product (GDP), and Dow Jones Industrial Average (DJIA). In this study, the data used are time series data with period 2005 Quarter I until 2014 Quarter III. The analysis used in this research is quantitative descriptive and using the tool of analysis is the method of Error Correction Model (ECM). The estimation results in this study show that in the short term the independent variables are together significant to Mutual Fund Net Asset Value (NAV) Shares. Partialy, CSPI positive affect and significant toward NAV of mutual fund shares in Indonesia. DJIA and inflation was negative affect and does not significant, while exchange rate and GDP positive affect and does not significant toward NAV of mutual fund shares in Indonesia. Key words: NAV equity funds, inflation, exchange rate, stock index, GDP, DJIA, Error Correction Model (ECM).

Tipe Karya Ilmiah: Skripsi
Subyek: > HJ Public Finance
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi S1-Ekonomi Pembangunan
Depositing User: 5659764 . Digilib
Date Deposited: 25 Jun 2015 03:46
Last Modified: 25 Jun 2015 03:46
URI: http://digilib.unila.ac.id/id/eprint/10425

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