Korelasi Antara Inflasi, Suku Bunga, dan Risiko Investasi Terhadap Return Saham
DOI:
https://doi.org/10.37481/jmoi.v3i1.123Keywords:
Inflation, Interest Rates, Investment Risk, Stock Returns, Capital MarketsAbstract
In a dynamic capital market environment, understanding the relationship between economic variables such as inflation, interest rates, and investment risk and stock returns is crucial for investors. Inflation and interest rates are often considered important factors that influence overall economic conditions, while investment risk is an equally significant consideration in making investment decisions. This research aims to investigate the correlation between inflation, interest rates and investment risk with stock returns. By understanding the relationship between these economic factors, it is hoped that it can provide investors with better insight in managing their investment portfolios. The method used in this research is descriptive statistical analysis and regression. Historical data on inflation, interest rates, investment risk and stock returns will be collected and analyzed to identify patterns and correlations between these variables. The results of the analysis show that there is a significant correlation between inflation, interest rates and investment risk and stock returns. These findings illustrate how changes in these economic factors can influence stock performance in the capital market.
References
Abidin, Z. (2022). Buku Ajar Manajemen Keuangan Lanjutan. Penerbit NEM.
Ananda, W. C., & Santoso, A. B. (2022). Pengaruh inflasi, suku bunga, dan nilai tukar Rupiah terhadap return saham pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia (2018-2020). J-MAS (Jurnal Manajemen Dan Sains), 7(2), 726-733.
Anwar, M. (2019). Dasar-dasar manajemen keuangan perusahaan. Prenada Media.
Budiman, M., Premana, V., & Maryadi, A. (2023). Pengaruh Suku Bunga, Inflasi, dan Nilai Tukar Terhadap Return Saham. Margin: Jurnal Lentera Managemen Keuangan, 1(01), 9-17.
Erwin Dyah Astawinetu, M. M., & Sri Handini, M. M. (2020). Manajemen keuangan: Teori dan praktek. Scopindo media pustaka.
Fadillah, R. (2022). Inflasi, Suku Bunga, Dan Produk Domestik Bruto Terhadap Return Saham Pada Perusahaan Food & Beverages Yang Terdaftar Di Bursa Efek Indonesia (BEI) Tahun 2017-2021. MANTRA, 1(1), 20-27.
Hastuti, R., Irawan, I., & Hukom, A. (2023). Pengaruh Inflasi, Nilai Tukar, Suku Bunga Dan Produk Domestik Bruto Terhadap Return Saham Pada Perusahaan Manufaktur. Studi Ekonomi Dan Kebijakan Publik, 2(1), 21-36.
Hidayat, Z. I., Hermuningsih, S., & Wiyono, G. (2022). Pengaruh Nilai Tukar Rupiah, Inflasi, dan Tingkat Suku Bunga terhadap Return Saham dengan Variabel Beta Saham sebagai Variabel Intervening (Studi pada Industri Konstruksi yang Terdaftar di Bei Periode 2014-2018). Jurnal Teknik Sipil dan Lingkungan, 1(02), 87-101.
Jabar, A. K. A., & Cahyadi, I. F. (2020). Pengaruh Exchange Rate, Inflasi, Risiko Sistematis Dan BI Rate Terhadap Return Saham Syariah Di Jakarta Islamic Index (JII) Periode 2015-2018. MALIA: Journal of Islamic Banking and Finance, 4(1), 12-39.
Mourine, A., & Septina, F. (2023). Pengaruh inflasi, tingkat suku bunga, nilai tukar, dan struktur modal terhadap return saham perusahaan sektor farmasi. Jurnal Perspektif, 21(1), 10-20.
Mufida, O. L., & Manda, G. S. (2021). Pengaruh Risiko Inflasi, Risiko Suku Bunga, Risiko Valuta Asing Terhadap Return Saham. Simak, 19(01), 52-68.
Permaysinta, E., & Sawitri, A. P. (2021). Pengaruh Inflasi, Suku Bunga Dan Nilai Tukar Rupiah Terhadap Return Saham. Jurnal Neraca: Jurnal Pendidikan Dan Ilmu Ekonomi Akuntansi, 5(1), 41-47.
Qudratullah, M. F. (2020). Hubungan antara Suku Bunga, Produk Domestik Bruto, Inflasi dan Indeks Harga Saham Syariah di Pasar Modal Indonesia. Prosiding Konferensi Integrasi Interkoneksi Islam dan Sains, 2, 425-429.
Rosdiyana, R., & Setyaningsih, N. D. (2022). Pengaruh Kurs, Suku Bunga, Inflasi dan Harga Emas Dunia Terhadap Return Saham. Jurnal EMA, 7(2), 85-94.
Simarmata, E. S., & Saisab, J. (2023). Hubungan suku bunga, inflasi, dan return emiten industri otomotif di Indonesia. Manajemen Bisnis dan Keuangan Korporat, 1(1), 1-8.
Sri Handini, M. M. (2020). Buku Ajar: Manajemen Keuangan. Scopindo Media Pustaka.
Sudana, I. M. (2019). Manajemen keuangan teori dan praktik. Airlangga University Press.
Suliyani, A., & Benarda, B. (2023). Pengaruh Ukuran Perusahaan, Inflasi Dan Suku Bunga SBI Terhadap Return Saham Syariah Di Jakarta Islamic Index (JII) Periode 2016-2020. JPSDa: Jurnal Perbankan Syariah Darussalam, 3(1), 22-30.
Downloads
Published
How to Cite
Issue
Section
License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
This Journal is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
