ANALISIS VARIABEL MAKROEKONOMI TERHADAP KINERJA REKSADANA CAMPURAN

Authors

  • Augustina Kurniasih Universitas Mercu Buana Jakarta
  • Leonardo David Yuliandy Johannes Universitas Mercu Buana Jakarta

DOI:

https://doi.org/10.24912/jm.v19i1.110
Keywords: JCI Return, USD Exchange Rate Return, JIBOR Interest Rate Return, Indonesian Government Bond Index Return, Ballance Mutual Funds

Abstract

Saat ini semakin banyak tersedia pilihan instrumen investasi. Salah satu instrumen investasi adalah reksadana. Kondisi makroekonomi Indonesia mempengaruhi kinerja investasi, termasuk investasi reksadana. Salah satu jenis reksadana adalah reksadana campuran. Penelitian ini bertujuan menguji dan menganalisis pengaruh return IHSG, return Kurs USD, return JIBOR Interest Rate dan return Obligasi Pemerintah Indonesia terhadap kinerja reksadana campuran. Periode penelitian adalah selama satu tahun (2012), menggunakan data harian. Total reksadana campuran di BEI berjumlah 120, yang memenuhi kriteria menjadi sampel sebanyak 86. Metode yang digunakan untuk menjawab permasalahan penelitian adalah regresi linier berganda. Ditemukan bahwa faktor makroekonomi yang berpengaruh signifikan terhadap return reksadana campuran adalah return IHSG dan Suku Bunga JIBOR.

Nowadays investment instruments are growing. One of the investment instruments is mutual fund. Indonesian macroeconomic conditions affected the performance of investments, including on mutual funds. One type of mutual fund is balance mutual funds. This study aims to examine and analyze the effect of stock index returns, return of USD exchange rate, return of JIBOR Interest Rate, and return of government bonds of Indonesia to the performance of balance mutual funds. Observation period is one year (2012), using daily data. Total balance mutual funds in IDX are 120, which meets the criteria of the sample were 86. Method used to answer the research problem is multiple linear regressions. It found that macroeconomic factors that significantly influence the performance of balance mutual funds are returns JCI and JIBOR interest rate return.


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Published

2015-02-15

How to Cite

Kurniasih, A., & Johannes, L. D. Y. (2015). ANALISIS VARIABEL MAKROEKONOMI TERHADAP KINERJA REKSADANA CAMPURAN. Jurnal Manajemen, 19(1), 136–151. https://doi.org/10.24912/jm.v19i1.110