RIZA, OKTY DWI (2013) ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP RETURN SAHAM EMITEN JALAN TOL PERIODE KW 1 2008 – KW 1 2013. S2 thesis, Universitas Mercu Buana Jakarta - Menteng.
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Abstract
This research analyzed the effect of internal factors that PER, ROA, and the external, the interest rate (SBI), inflation, and changes in STI index, the issuer's stock return 3 toll roads in Indonesia Stock Exchange during the period Q1 2008 - Q1 2013. Quarterly sampling method using purposive sampling. Analysis of data using multiple linear regression hypothesis test F and test t with 5% probability level. The analysis showed that the data used in this study were normally distributed, and satisfy the classical assumptions that include: Multicollinearity test, autocorrelation, and Heteroskidastity. From the regression analysis result that the independent variables jointly influence on stock returns. The partial variable ROA, and SBI rate significantly with a negative coefficient on stock returns, while the PER, Inflation, and the STI index did not change significantly. Keywords: Price Earning Ratio (PER), Return on Asset (ROA), interest rate(SBI), Inflation, changes STI index, Stock Return. Penelitian ini menganalisis pengaruh faktor internal yaitu PER, ROA, dan eksternal yaitu, tingkat suku bunga (SBI), Inflasi, dan perubahan indek STI, terhadap return saham 3 emiten jalan tol di Bursa Efek Indonesia selama periode kuartal 1 2008 – kuartal 1 2013. Metode pengambilan sampel dilakukan kuartalan dengan menggunakan purposive sampling. Analisis data menggunakan regresi linear berganda dengan hipotesis Uji F dan Uji t dengan tingkat probabilitas 5%. Hasil analisis menunjukkan bahwa data yang digunakan di dalam penelitian ini terdistribusi normal, dan memenuhi asumsi klasik yang meliputi: uji Multikolinieritas, Autokorelasi, dan Heteroskedastisitas. Dari analisis regresi diperoleh hasil bahwa variabel bebas secara bersama-sama berpengaruh terhadap return saham. Adapun secara parsial variabel ROA, dan suku bunga SBI berpengaruh signifikan dengan koefisien negatif terhadap return saham, sedangkan PER, Inflasi, dan perubahan indeks STI tidak berpengaruh signifikan. Kata Kunci: Price Earning Ratio (PER), dan Return on Asset (ROA), Tingkat suku bunga (SBI), Inflasi, Straits Times Index (STI), Return Saham.
Item Type: | Thesis (S2) |
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Call Number CD: | CDT-551-13-122 |
Call Number: | TM/51/15/165 |
NIM/NIDN Creators: | 55111110006 |
Additional Information: | ADA BEBERAPA NIM DALAM CD NO: CDT-551-13-122 (ORYZA/01/11/2022) |
Uncontrolled Keywords: | price earning ration (PER) return on asset (ROA) interest rate (SBI) inflation changes STI index sto |
Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
Divisions: | Pascasarjana > Magister Manajemen |
Depositing User: | Admin Perpus UMB |
Date Deposited: | 22 May 2015 14:44 |
Last Modified: | 01 Nov 2022 04:21 |
URI: | http://repository.mercubuana.ac.id/id/eprint/15268 |
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