PENGARUH CAR, LDR, NPL, BOPO DAN NIM TERHADAP RETURN ON ASSET (Studi Empiris pada Perbankan Konvensional yang Terdaftar di Bursa Efek Indonesia Periode 2012 – 2016)

KARINA, TIARA (2018) PENGARUH CAR, LDR, NPL, BOPO DAN NIM TERHADAP RETURN ON ASSET (Studi Empiris pada Perbankan Konvensional yang Terdaftar di Bursa Efek Indonesia Periode 2012 – 2016). S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to analyze the effect of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Non Performing Loan (NPL), Operating Expenses to Operating Income Ratio (OEOI) and Net Interest Margin (NIM) on Return on Assets (ROA) in the conventional banks listed in Indonesian Stock Exchange (IDX) during 2012 to 2016. The sample used in this study consists 42 of 43 conventional commercial banks listed in IDX. The study utilized panel data obtained from Bank Indonesia’s report and audited financial reports annually published by banking firms listed in IDX. By using Fixed Effect Model in Eviews 9.0, F test result showed that variable of CAR, LDR, NPL, OEOI and NIM simultaneously affect significantly to ROA which is previously performed classical assumption test such as Stationary Test, Multicolinearity Test, Heteroscedasticity Test and Autocorrelation Test. According to the t test result, it can conclude a positive relation of NIM and ROA with strong statistical importance. CAR and LDR have no impact on ROA. While, NPL and OEOI resulted a negative and significant impact on ROA. Prediction capability from these five variables toward ROA is 97,75% where 2,25% is affected to other factor that is not added in the model. Keywords: Capital Adequacy Ratio, Loan to Deposit Ratio, Non Performing Loan, Operating Expenses to Operating Income Ratio, Net Interest Margin, Return on Assets, Fixed Effect Model. Penelitian ini bertujuan untuk menganalisis pengaruh Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Non Performing Loan (NPL), Beban Operasional terhadap Pendapatan Operasional (BOPO) dan Net Interest Margin (NIM) terhadap Return on Assets (ROA) pada bank konvensional yang terdaftar di Bursa Efek Indonesia (BEI) periode 2012 – 2016. Sampel yang digunakan dalam penelitian ini terdiri dari 42 bank dari 43 bank konvensional yang terdaftar di BEI. Penelitian ini menggunakan panel data yang diperoleh dari laporan Bank Indonesia dan laporan keuangan tahunan yang telah diaudit dan dipublikasikan oleh bank sampel di BEI. Dengan menggunakan Fixed Effect Model dengan bantuan Eviews 9.0, uji F menunjukkan bahwa variabel CAR, LDR, NPL, BOPO dan NIM secara bersama-sama berpengaruh signifikan terhadap ROA dimana sebelumnya sudah dilakukan uji asumsi klasik seperti uji Stasioner, uji Multikolinearitas, uji Heteroskedastisitas dan uji Autokorelasi. Berdasarkan hasil uji t didapatkan bahwa NIM berpengaruh positif signifikan terhadap ROA. CAR dan LDR tidak berpengaruh terhadap ROA. Sementara, NPL dan BOPO berpengaruh negatif signifikan terhadap ROA. Kemampuan prediksi dari kelima variabel tersebut terhadap ROA sebesar 97,75% sedangkan 2,25% sisanya dipengaruhi oleh faktor lain yang tidak dimasukkan ke dalam model penelitian. Kata Kunci: Capital Adequacy Ratio, Loan to Deposit Ratio, Non Performing Loan, Beban Operasional terhadap Pendapatan Operasional, Net Interest Margin, Return on Assets, Fixed Effect Model.

Item Type: Thesis (S2)
Call Number CD: CD/551. 18 096
NIM: 55116110236
Uncontrolled Keywords: Capital Adequacy Ratio, Loan to Deposit Ratio, Non Performing Loan, Beban Operasional terhadap Pendapatan Operasional, Net Interest Margin, Return on Assets, Fixed Effect Model.
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 020 Library and Information Sciences/Perpustakaan dan Ilmu Informasi > 025 Operations, Archives, Information Centers/Operasional Perpustakaan, Arsip dan Pusat Informasi, Pelayanan dan Pengelolaan Perpustakaan > 025.2 Acquisitions and Collection Developtment/Akuisisi dan Pengembangan Koleksi Perpustakaan > 025.26 Acquisition Through Exchange, Gift, Deposit/Akuisisi Melalui Bursa, Hadiah, Deposito
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur
700 Arts/Seni, Seni Rupa, Kesenian > 720 Architecture/Arsitektur > 725 Public Structures Architecture/Arsitektur Struktur Umum > 725.2 Commercial and Communication Buildings/Arsitektur Gedung Perdagangan dan Komunikasi > 725.25 Exchanges/Bursa
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Virda Syifa
Date Deposited: 17 Oct 2018 02:25
Last Modified: 07 Nov 2018 02:43
URI: http://repository.mercubuana.ac.id/id/eprint/45097

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