Abstraction

ABSTRACT



Rifky Gusma., 20206822
FLUCTUATION ANALYSIS OF EFFECT OF FOREIGN CURRENCY EXCHANGE RATE (U.S. DOLLARS, Poundsterling, Swiss Franc) STOCK PRICE INDEX TO COMBINED (CSPI) IN INDONESIA STOCK EXCHANGE
PI Accounting Department, Faculty of Economics, University Gunadarma, 2010
Keywords: Composite Price, Selling And Exchange, and Purchase of Currencies U.S. Dollar, Poundsterling and Swiss Franc against the Rupiah.
(X + 55 + 4)


Investment through the capital markets in addition to providing results, it also contains risks. The size of the risk in the stock market is influenced by the state of the country particularly in economic, political and social. One of the factors that affect stock prices is the exchange rate. Therefore, the purpose of this study was to investigate the effect of exchange rate U.S. dollar, British pound and Swiss franc against the rise and fall of the Composite Index.
In writing this scholarly writer aims to find out how the relationship and the influence of fluctuations in foreign exchange rates against JCI which also fluctuates. The author uses data on sales of JCI and the exchange rate of U.S. Dollar, Pound Sterling and Swiss Francs terhadpa Rupiah began on June 1, 2009 until June 5, 2009. The method used is the method of Multiple Linear Regression using SPSS. Based on the calculation method can be known Regression selling rate of a model Y = 5663.860 to 0.425 X1 - 0.009 X2 + 0.091 X3, with analysis gained Correlation Coefficient r = 1 and the analysis of determination coefficient r2 = 1 or 100%. To exchange Buy got Y = 5667.688 to 0.430 X1 - 0.009 X2 + 0.093 X3, with analysis gained Correlation Coefficient r = 1 and the analysis of determination coefficient r2 = 1 or 100%.
The results of this study prove that the exchange rate of U.S. Dollar, British Pound and Swiss Franc influential tehadap Composite Stock Price Index. Three independent variables, the exchange rate of U.S. Dollar, British Pound, and Franc Swisss is the dominant variable influencing Composite Stock Price Index.


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