Hambali, Badruddin (2025) Analisis Risiko Dan Return Saham Pada Perusahaan Terbuka di Jawa Tengah: Pendekatan Ekonometrika. Thesis thesis, STIE Bank BPD Jateng.
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Daftar Pustaka_Tesis Analisis Saham.pdf Download (467kB) |
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ANALISIS RISIKO DAN RETURN SAHAM PADA PERUSAHAAN TERBUKA DI.pdf Download (928kB) |
Abstract
This study aims to analyze the effect of macroeconomic and systematic risk on stock returns of publicly listed companies in Central Java. Using purposive sampling method, three companies were selected from ten listed companies in Central Java during the 2020-2024 period. The research employs multiple linear regression analysis following Greene's (2002) econometric approach. The independent variables consist of inflation, interest rate, exchange rate, and beta, while the dependent variable is stock return. This study utilizes monthly time series data obtained from IDX Statistics, Bank Indonesia, and the Central Bureau of Statistics. The analysis includes classical assumption tests, t-test, F-test, and coefficient of determination.This research is expected to contribute to the understanding of regional stock market dynamics, particularly how macroeconomic factors and systematic risk affect stock returns in Central Java. The findings will provide practical implications for investors in optimizing their investment portfolios in regional markets and theoretical insights for the development of regional capital market penelitianes.
| Item Type: | Thesis (Thesis) |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Law, Arts and Social Sciences > School of Management |
| Depositing User: | Wisudawan S2 |
| Date Deposited: | 23 Sep 2025 01:17 |
| Last Modified: | 23 Sep 2025 01:17 |
| URI: | http://eprints.stiebankbpdjateng.ac.id/id/eprint/2693 |
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