Skripsi
PENGARUH FAKTOR MAKROEKONOMI TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR DI BURSA EFEK INDONESIA
This study aims to analyze the influence of macroeconomic factors proxied by gross domestic product, inflation, interest rate, and exchange rate on stock returns of manufacturing companies in the Indonesia Stock Exchange. The research method used is a quantitative approach with secondary data obtained from the closing stock price reports in the Indonesia Stock Exchange and macroeconomic reports from Bank Indonesia. The research sample consists of 59 manufacturing companies selected using purposive sampling technique. Data analysis was conducted using multiple regression with the assistance of SPSS version 27. The results show that gross domestic product has a positive but insignificant effect on stock returns of manufacturing companies in the Indonesia Stock Exchange. interest rate has a negative but insignificant effect on stock returns of manufacturing companies in the Indonesia Stock Exchange. Meanwhile, inflation and exchange rate have a negative and significant effect on stock returns of manufacturing companies in the Indonesia Stock Exchange.