Pengaruh Inflasi, Profitabilitas, Nilai Tukar Rupiah, Dan Harga Komoditas Batu Bara Terhadap Return Saham Sektor Pertambangan Batu Bara Di Bei Periode 2008-2023

Putra, Jeremia Arya (2025) Pengaruh Inflasi, Profitabilitas, Nilai Tukar Rupiah, Dan Harga Komoditas Batu Bara Terhadap Return Saham Sektor Pertambangan Batu Bara Di Bei Periode 2008-2023. S1 thesis, Universitas Kristen Indonesia.

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Abstract

Perusahaan batu bara di indonesia merupakan salah satu perusahaan yang paling banyak disukai investor karna memiliki bisnis model yang baik dan berlimpahnya sumber daya batu bara di indonesia dengan jumlah permintaan yang tinggi baik itu untuk kebutuhan domestik ataupun internasional. Sehingga ini berpengaruh sekali terhadap fluktuatif return dari perusahaan batu bara yang listing di BEI. Return saham suatu perusahaan dapat dipengaruhi oleh banyak faktor seperti makro ekonomi,fundamental perusahaan, dan keadaan industri. Dalam penelitian ini memiliki tujuan untuk mencari tahu pengaruh dari Inflasi, Profitabilitas, Nilai Tukar, Harga Batu Bara terhadap return saham. Dalam penelitian ini menggunakan sampel 7 perusahaan sektor pertambangan batu bara periode 2008-2023 dengan teknik pengambilan sampel purposive sampling. Pendekatan kuantitatif merupakan metode yang digunakan dalam penelitian ini dengan mengunakan data sekunder. Sehingga hasil akhir secara parsial inflasi dan profitabilitas menunjukan tidak memiliki pengaruh terhadap return saham serta untuk nilai tukar dan harga komoditas batu bara menunjukan pengaruh terhadap return saham. Berikutnya secara simultan inflasi, profitabilitas, nilai tukar, harga batu bara memiliki pengaruh terhadap return saham. Kata Kunci: Inflasi, Profitabilitas, Nilai Tukar, Harga Komoditas Batu Bara, Retun Saham, Fluktuasi, Perusahaan Batu Bara, Sektor Pertambangan / Coal companies in Indonesia are among the most favored by investors due to their strong business models and the abundance of coal resources in Indonesia, with high demand both domestically and internationally. This significantly influences the fluctuating stock returns of coal companies listed on the IDX. A company's stock returns can be affected by various factors, such as macroeconomic conditions, company fundamentals, and industry circumstances. This study aims to investigate the effect of inflation, profitability, exchange rate, and coal commodity prices on stock returns.The study uses a sample of 7 coal mining companies for the 2008–2023 period, selected using the purposive sampling technique. A quantitative approach was employed in this study, utilizing secondary data. The results show that, partially, inflation and profitability have no effect on stock returns, while exchange rates and coal commodity prices have an effect on stock returns. Furthermore, simultaneously, inflation, profitability, exchange rate, and coal commodity prices significantly influence stock returns. Keywords: Inflation, Profitability, Exchange Rate, Coal Commodity Prices, Stock Returns, Fluctuation, Coal Companies, Mining Sector.

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