@misc{eprints71504, month = {Mei}, title = {ANALISA PENGARUH INDEKS DOLAR AMERIKA SERIKAT DAN INDEKS HARGA SAHAM GABUNGAN LUAR NEGERI TERHADAP INDEKS HARGA SAHAM INDONESIA }, author = {Fangsawinata Hendro}, address = {UNIVERSITAS LAMPUNG }, publisher = {FAKULTAS EKONOMI DAN BISNIS }, year = {2023}, url = {http://digilib.unila.ac.id/71504/}, abstract = { Banyak teori yang menjelaskan bahwa Indeks Harga Saham Gabungan (JKSE) bisa saja dipengaruhi oleh indeks saham atau mata uang negara lain. Dengan peristiwa perang baru-baru ini antara Rusia dan Ukraina, ini mungkin merupakan kesempatan sempurna untuk membuktikan pernyataan tersebut. Tujuan dari penelitian ini adalah untuk mengetahui apakah Indeks Dolar Amerika Serikat, Indeks Dow Jones Industrial Average (DJIA), Indeks NASDAQ 100, Indeks Shanghai Composite (SSEC), Indeks Nikkei 225 (N225), Indeks All Ordinaries Australia (AORD), Indeks FTSE 100, terhadap Jakarta Composite Index (JKSE). Metode dokumentasi yang digunakan dalam penelitian ini adalah dengan menggunakan data sekunder berupa harga penutupan harian indeks saham asing dan indeks USD yang tersebar mulai 4 Januari 2022 hingga 25 Februari 2022. Hipotesis diuji dengan uji signifikan parsial (uji t), uji signifikan simultan (uji F), dan uji koefisien determinasi. Hasil pengujian menunjukkan bahwa Indeks USD, DJIA, NASDAQ, SSEC, N225, AORD, dan FTSE tidak berpengaruh terhadap JKSE. Tetapi Indeks USD, DJIA, NASDAQ, SSEC, N225, AORD, dan FTSE berpengaruh terhadap JKSE secara simultan. Kata kunci: Indeks USD, DJIA, NASDAQ, SSEC, N225, AORD, FTSE, JKSE Many theories explained that the Jakarta Composite Index (JKSE) could be affected by other countries stock index or currency. With the recent event of the war between Russia and Ukraine, this might be the perfect opportunity to verified those statements. The purpose of this research is to see whether the Dow Jones (DJIA), NASDAQ, Shanghai Composite (SSEC), Nikkei 225, Australia All Ordinaries (AORD), FTSE, and USD index does affect the Jakarta Composite Index (JKSE). This research uses the documentation method of which secondary data in the form of daily closing prices of the foreign stock indexes and USD index, that spread from 4 January 2022 to 25 February 2022. The hypothesis was tested by partial significant test (t-test), simultaneous significant test (F-test), and coefficient of determination test. The results from the testing shows that every independent variables didn?t have any effect on the dependent variable. This happens because JKSE price is increasing while the other foreign indexes are on sideways or decreasing. This research is limited to the index from representatives of countries that have strong economies. It is recommended for the future research to also included other countries stock or exchange index in order to reflect the actual situation for better result. Keywords: US Dollar Index; DJIA; NASDAQ; SSEC; Nikkei 225; AORD; FTSE } }