Description:
Abstrak. Penelitian ini menguji pengaruh Indeks Saham Dunia dan Nilai Tukar Rupiah terhadap Indeks Harga Saham Gabungan (IHSG). Objek penelitian yang digunakan dalam penelitian ini adalah Indeks Saham Dow Jones, Nikkei 225, Shanghai SSEC, FTSE 100 dan kurs rupiah selama 32 hari pada saat setelah pengumuman kemenangan Joe Biden sebagai Presiden Amerika Serikat. Teknik penelitian sampel dilakukan dengan menggunakan metode non probability sampling yaitu sampling jenuh sebanyak 32 data. Penelitian ini menggunakan analisis regresi linear berganda dengan menggunakan SPSS 25. Hasil penelitian dengan analisis regresi linear berganda menunjukkan bahwa Indeks Saham Dow Jones (DJIA), Nikkei 225, dan FTSE 100 secara parsial signifikan pengaruhnya terhadap IHSG. Sedangkan Indeks Saham SSEC Shanghai dan Nilai Tukar Rupiah secara parsial tidak signifikan pengaruhnya terhadap IHSG. Penelitian ini juga menunjukkan bahwa Indeks Saham Dow Jones (DJIA),Nikkei 225, SSEC Shanghai, FTSE 100, dan Nilai Tukar Rupiah secara simultan berpengaruh signifikan terhadap IHSG dengan nilai 82,8% variasi variabel dependen. Sedangkan sisanya yaitu sebesar 17,2% dijelaskan oleh variabel lain di luar variabel independen.Kata Kunci: Indeks Saham Global, Nilai Tukar Rupiah, Indeks Harga Saham GabunganAbstract. This study examines the effect of the World Stock Index and the Rupiah Exchange Rate on the IDX Composite Index (IHSG). The research objects used in this study were the Dow Jones Stock Index, Nikkei 225, Shanghai SSEC, FTSE 100 and the rupiah exchange rate for 32 days after the announcement of Joe Biden's victory as President of the United States. The sample research technique was carried out using non-probability sampling method, namely saturated sampling of 32 data. This study uses multiple linear regression analysis using SPSS 25. The results of the study with multiple linear regression analysis show that the Dow Jones Stock Index (DJIA), Nikkei 225, and FTSE 100 partially have a significant effect on the IHSG. While the Shanghai SSEC Stock Index and Exchange Rates Partially the rupiah has no significant effect on the JCI. This study also shows that the Dow Jones Stock Index (DJIA), Nikkei 225, SSEC Shanghai, FTSE 100, and the Rupiah Exchange Rate simultaneously have a significant effect on the IHSG with a value of 82.8% of the variation in the dependent variable. While the remaining 17.2% is explained by other variables outside the independent variables.Keywords: Global Stock Index, Exchange Rate USD-IDR, IDX Composite Index