Pengaruh Return Harga Logam Dasar Terhadap Return Indeks IDX Basic Materials
DOI:
https://doi.org/10.56456/jebdeker.v4i2.274Keywords:
Alumunium, Nikel, Tembaga, IDX Basic MaterialsAbstract
Penelitian ini bertujuan untuk menganalisis dan menguji secara empiris return harga logam dasar, yaitu aluminium, nikel dan tembaga terhadap return indeks IDX Basic Materials. Penelitian ini bermanfaat bagi investor untuk dapat memprediksi return indeks IDX Basic Materials melalui return harga komoditas aluminium, nikel dan tembaga. Populasi penelitian ini yaitu seluruh perusahaan indeks harga saham IDX Basic Materials dan harga komoditas aluminium, nikel dan tembaga. Sampel yang digunakan sebanyak 608 data deret waktu harga penutupan mingguan pada periode 31 Januari 2021 – 31 Desember 2023. Teknik analisis data yang digunakan yaitu analisis regresi linear berganda. Sumber data harga logam dasar yaitu aluminium, nikel dan tembaga berasal dari www.investing.com, sedangkan indeks harga saham IDX Basic Materials berasal dari www.idx.co.id. Hasil penelitian menunjukkan bahwa return harga aluminium, nikel dan tembaga berpengaruh positif terhadap return indeks IDX Basic Materials. Investor dapat menjadikan hasil penelitian ini sebagai referensi dalam memprediksi return indeks IDX Basic Materials melalui return harga komoditas aluminium, nikel dan tembaga. Jika pergerakan indeks sektoral dapat diprediksikan melalui harga komoditas yang diproduksinya, maka akan memudahkan investor dalam memprediksi pergerakan indeks sektoral
sehingga memaksimalkan keuntungan investasi sahamnya.
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