Analisis Teknikal dan Fundamental Saham : Aplikasi Model Data Panel (Stock Technical and Fundamental Analysis: Panel Data Model Application)

Malay abstract: INSERT MALAY ABSTRACT HEREEnglish abstract: The analysis of stock investment means to see the company prospects reflected in the stock price and the number of shares traded. While fluctuations in stock prices themselves can be affected by factors fundamentally and technically. This research aims to understand the factors that influence stock prices on the Jakarta Islamic Index using the approach of technical and fundamental analysis. Fundamental variables used in this research is the Earning per Share (EPS), Return on Equity (ROE), US Dollar exchange rate, Jakarta Islamic Index, while the technical variables used in this research is the past stock price. Methods used in this research is a multiple regression by using panel data model that is Pooled Least Square. Results of this study indicate that all variables have a significant influence on stock prices, while partially there are three variables that have a significant influence on stock prices which are EPS, ROE, and past stock prices. Past Stock prices have a dominant influence on stock prices. This shows that investors in the Jakarta Islamic Index have a tendency to speculate in the transaction by using the short term informations to generate quick profits