PENGARUH TINGKAT INFLASI, SUKU BUNGA DAN NILAI TUKAR RUPIAH TERHADAP RETURN SAHAM SYARIAH YANG TERDAFTAR DI BURSA EFEK INDONESIA

Abstract

This study aims to determine the effect of the independent variable
is the rate of inflation, interest rates and the rupiah exchange rate partially to
the return of Islamic stocks listed on the Stock Exchange Indoneisa, and also to
determine the effect on stock returns syariah simultaneously listed on the Stock
Exchange Indoneisa. This study uses multiple regression analysis, correlation,
determination, t test and f. This study is quantitative in that it refers to the
calculation of research data in the form of numbers. The variables of the study
include independent and dependent variables. The sample in this study is the
Jakarta Islamic Index (JII), which has 30 companies in it.
The results showed that the inflation rate significant negative effect on stock
return of syariah. SBI significant negative effect on stock return of syariah. The
Rupiah significant negative effect on stock return of syariah. Simultaneously
showed that the rate of inflation, interest rates and the rupiah significant positive
effect on stock return of syariah.