Abstract

Investment is the activity of saving or placing funds in a certain period with the hope that the storage will cause a gain or increase in investment value. Investments can be in the form of shares. Stock is proof of ownership of the value of a company. The influencing factors are the composite stock price index. The composite stock price index is one of the stock market indices used by the Indonesia Stock Exchange. As an indicator of stock price movements, this index includes price movements of all preferred stocks listed on the Indonesian stock exchange. In this study, we analyze the relationship between the composite stock price index with interest rates and the unemployment rate. Multiple linear regression is a continuation of simple linear regression. When simple linear regression provides only one independent variable (x) and one dependent variable (y). Multiple linear regression to cover the weakness of simple linear regression when there are more than one independent variable and one dependent variable (y). From our test results, the unemployment rate with the composite stock price index has a negative correlation, while the credit interest rate with the composite stock price index has a positive correlation, and predictions with the input data have a value close to the true value, which is 95%.

Original languageEnglish
Title of host publication10th IEEE International Conference on Communication, Networks and Satellite, Comnetsat 2021 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages190-194
Number of pages5
ISBN (Electronic)9781665434348
DOIs
Publication statusPublished - 17 Jul 2021
Event10th IEEE International Conference on Communication, Networks and Satellite, Comnetsat 2021 - Virtual, Purwokerto, Indonesia
Duration: 17 Jul 202118 Jul 2021

Publication series

Name10th IEEE International Conference on Communication, Networks and Satellite, Comnetsat 2021 - Proceedings

Conference

Conference10th IEEE International Conference on Communication, Networks and Satellite, Comnetsat 2021
Country/TerritoryIndonesia
CityVirtual, Purwokerto
Period17/07/2118/07/21

Keywords

  • ANNOVA
  • efficient regression
  • multiple linear regression
  • stock price index

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