PENGARUH LIKUIDITAS, NILAI TUKAR DAN INFLASI TERHADAP HARGA SAHAM

Abstract

This research aimed to examine the effect of liquidity, exchange rate and inflation on stock proce. Moreover, the research was quantitative. Furthermore, the data collection technique used purposive sampling, in which the sample was based on criteria given. According to the data collection technique, purposive sampling, there were 8 food and beverages companies which were listed on Indonesia Stock Exchange during 2015-2019 as the sample. Additionally, the data were in the form of comapines financial statements which had been audited and published by Indonesia Stock Exchange. In addition, the data analysis technique used multiple linear regression with SPSS 20. The research result concluded that liquidity had a positive and significant effect on stock price of food and beverages companies which were listed on Indonesia Stock Exchange during 2015-2019. Likewise, exchange rate hate had a positive and significant effect on stock price of food and beverages companies which were listed on Indonesia Stock Exchange during 2015-2019. On the other hand, inflation had a negative and significant effect on stock price of food and beverages companies which were listed on Indonesia Stock Exchange during 2015-2019.
Keywords: liquidity, exchange rate, inflation, stock price.