The impact of macroeconomic variable on Malaysia stock market pre and during pandemic COVID-19 / Muhammad Faris Syaqil Ruslan

The purpose of this research is to identify which macroeconomics variables will give an impact to Malaysia stock market in pre and during pandemic Covid19. It will be performed by analysing the relationship between FTSE Bursa Malaysia KLCI and macroeconomic factors namely Overnight Policy Rate, Money Supply, Oil Price, Exchange Rate and Consumer Price Index. The data that was used in this research is monthly basis from Thomson Reuters, Central Bank and Trading Economics. Important to highlight, the study uses a time series analysis to examine the data that was collected from the past 4 years which is from July 2018 until October 2021, and it will be divided 20 months for pre and 20 months for during Covid19 to see which factors that gives out a significant relationship with FTSE Bursa Malaysia KLCI. Descriptive analysis, correlation analysis, normality test and regression analysis were performed. The result obtained from the variables shows that independent variable that have a positive significant with dependent variable is Consumer Price Index in pre Covid19 and no macroeconomic variables that have a significant relationship with FTSE Bursa Malaysia KLCI in during pandemic Covid19.