Pengaruh pertumbuhan gross domestic product dan tingkat inflasi terhadap return saham reksadana pada perusahaan reksadana di Indonesia

Diana Lestari, Musdalifah Azis

Abstract


Penelitian ini dimaksudkan untuk menganalisis secara empiris Produk Domestik Bruto, Tingkat Inflasi dan Return Saham Reksa Dana. Analisis ini menggunakan variabel independen, Produk Domestik Bruto, tingkat inflasi dan variabel dependen adalah Return Saham Reksa Dana. Penelitian ini dilakukan pada perusahaan reksa dana pendapatan tetap yang terdaftar di Otoritas Jasa Keuangan (OJK) periode 2018-209. Sampel penelitian ini adalah 42 dana pendapatan tetap. Sampel yang digunakan adalah metode Purpove Sampling. Pengumpulan data dilakukan dengan metode dokumentasi. Data yang dikumpulkan terdiri dari populasi dalam bentuk perusahaan. Reksa dana pendapatan tetap dengan tipe Syariah, Exchange Traded Fund (ETF) dan Indeks. Metode statistik menggunakan Analisis Regresi Data Panel Berganda, dengan uji statistik pengujian hipotesis t. Hasil penelitian ini menunjukkan bahwa Tingkat Domestik Bruto dan Inflasi berpengaruh positif terhadap Return Saham Reksa Dana pendapatan tetap.

Keywords


Saham domestik bruto; tingkat inflasi; reksa dana

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DOI: https://doi.org/10.30872/jimm.v7i3.9306

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