Analisis Dampak Pandemi Covid-19 terhadap Return Saham pada Sub Sektor Hotel, Restoran, dan Pariwisata yang Terdaftar di Bursa Efek Indonesia (BEI)

Veronica, Winri (2023) Analisis Dampak Pandemi Covid-19 terhadap Return Saham pada Sub Sektor Hotel, Restoran, dan Pariwisata yang Terdaftar di Bursa Efek Indonesia (BEI). S1 thesis, Universitas Kristen Indonesia.

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Abstract

Pandemi Covid-19 adalah suatu penyakit menular yang sangat berbahaya dan mengakibatkan dampak yang serius di berbagai bidang. Tidak hanya berdampak pada sektor kesehatan, tetapi juga berdampak pada sektor ekonomi, termasuk pasar modal. Tujuan dari penelitian ini adalah untuk menyelidiki apakah kasus terkonfirmasi Covid-19, kasus kematian Covid-19, market return, dan perubahan nilai tukar memiliki pengaruh terhadap return saham di sub sektor hotel, restoran, dan pariwisata yang terdaftar di Bursa Efek Indonesia dari April 2020 hingga Desember 2022. Penelitian ini difokuskan pada 10 perusahaan dalam sub sektor tersebut. Data yang digunakan dalam penelitian ini adalah data sekunder, dengan metode pengambilan sampel yang menggunakan teknik purposive sampling, menghasilkan 10 sampel, dan total observasi sebanyak 330 data. Metode yang digunakan dalam penelitian ini adalah analisis regresi data panel, yang bertujuan untuk mengamati bagaimana kasus terkonfirmasi Covid-19, jumlah kematian akibat Covid-19, market return, dan perubahan nilai tukar berdampak pada return saham. Data diperoleh dari sumber-sumber seperti www.covid19.co.id, www.idx.co.id, finance.yahoo.com, dan www.bi.co.id. Hasil dari pengujian hipotesis dengan menggunakan uji parsial (uji t) menunjukkan bahwa kasus terkonfirmasi Covid-19 dan jumlah kematian akibat Covid-19 memiliki pengaruh signifikan terhadap return saham. Namun, tidak terdapat pengaruh signifikan dari return saham dan perubahan nilai tukar terhadap kinerja saham. Pengujian hipotesis dengan uji simultan (uji F) juga mengindikasikan bahwa secara bersama-sama, kasus terkonfirmasi Covid-19, jumlah kematian akibat Covid-19, return saham, dan perubahan nilai tukar secara signifikan berdampak pada return saham. / The Covid-19 pandemic is an infectious disease that is very dangerous and has serious implications in various fields. Not only has an impact on the health sector, but also has an impact on the economic sector, including the capital market. The purpose of this study is to investigate whether confirmed cases of Covid-19, the number of deaths due to Covid-19, market performance (market returns), and changes in exchange rates affect stock performance in the hotel, restaurant and tourism sub-sectors listed on the Stock Exchange. Indonesia from April 2020 to December 2022. This research focuses on 10 companies in this sub-sector. The data used in this study is secondary data, with a sampling method using a purposive sampling technique, producing 10 samples, and a total of 330 observations. The method used in this study is panel data regression analysis, which aims to observe how confirmed cases of Covid-19, the number of deaths due to Covid-19, market returns, and exchange rate changes have an impact on stock performance. Data was obtained from sources such as www.covid19.co.id, www.idx.co.id, finance.yahoo.com, and www.bi.go.id. The results of testing the hypothesis using a partial test (t test) show that confirmed cases of Covid-19 and the number of deaths due to Covid-19 have a significant effect on stock performance. However, there is no significant influence from market performance and exchange rate changes on stock performance. Testing the hypothesis by means of a simultaneous test (test F) also shows that taken together, confirmed cases of Covid-19, the number of deaths from Covid-19, market performance, and changes in exchange rates have a significant impact on stock returns.

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