Pengaruh Faktor-Faktor Fundamental Makro Ekonomi Terhadap Saham Jii ( Jakarta Islamic Index ) di Bursa Efek Indonesia (2009 – 2014)

The purpose of investors is to get the stock returns for the investors need to understand the fundamental factors which may affect the macro-economic gains stock returns. The purpose of this study to analyze the effects of inflation, exchange rates, interest rates and GDP growth Indonesia on stock returns. Data from this study was in the JII shares (Jakarta Islamic Index) 2009-2014, sampling with purposive sampling populations existing shares at the Jakarta Islamic Index and obtained a sample of 24 Quarter. The analysis technique used multiple linear regression analysis, the results showed simultaneous inflation, exchange rates, interest rates and GDP growth have a significant effect on stock returns. partially inflation, interest rates and GDP growth does not discount a significant effect on stock returns and exchange rate Jakarta Islamic Index rmemiliki significant effect on stock returns Jakarta Islamic Index. Keyword : inflation, exchange rates, interest rates, GDP growth, stock return and Jakarta Islamic indek