PENGARUH PROFITABILITAS, STRUKTUR MODAL DAN NILAI PERUSAHAAN TERHADAP RETURN SAHAM (Studi Empiris Pada BUMN Non Bank Terdaftar di Bursa Efek Indonesia Tahun 2013-2016)

KURNIAWAN, YUSUP ANDI (2018) PENGARUH PROFITABILITAS, STRUKTUR MODAL DAN NILAI PERUSAHAAN TERHADAP RETURN SAHAM (Studi Empiris Pada BUMN Non Bank Terdaftar di Bursa Efek Indonesia Tahun 2013-2016). S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This research aims to examine and analyze the influence of ROA, ROE, NPM, DER and PBV against stock return on Non Bank of state-owned enterprises listed on the Indonesia stock exchange. This study uses annual data for the period of observations from the year 2013 up to the year 2016. This type of Research is Descriptive of causality. The data used is the data panel which is a combination of data annual time sort and cross section are processed by analysis regression data panel. Its population is the whole state-owned enterprises listed on the Indonesia stock exchange years 2013 to 2016 a host of 20 companies. Sampling techniques using a purposive sampling, found samples of as much as 16 company with 4 years of observations so that the retrieved a total of observation as much as 64. Data obtained from the Indonesia Stock Exchange and Yahoo Finance. Data analysis in this research is the regression of the data panel. The model used is a Fixed Effect Model. The results of the analysis indicate that ROA and DER positive effect was significant, ROE and NPM negative effect was not significant, while PBV was negative effect was significant to stock return on Non Bank of state-owned enterprises in Indonesia stock exchange. Keywords: Return on Assets, Return on Equity, Net Profit Margin, Debt to Equity Ratio, Price to Book Value, Stock Return. Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh ROA, ROE, NPM, DER dan PBV terhadap Return Saham pada BUMN Non Bank Terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan data tahunan untuk periode observasi dari tahun 2013 sampai dengan tahun 2016. Jenis Penelitiannya adalah Deskriptif Kausalitas. Data yang digunakan merupakan data panel yang merupakan kombinasi data urut waktu tahunan dan cross section yang diolah dengan menggunakan analisis regresi data panel. Populasinya adalah seluruh BUMN Terdaftar di Bursa Efek Indonesia tahun 2013 sampai dengan tahun 2016 sejumlah 20 perusahaan. Teknik pengambilan sampel menggunakan purposive sampling, ditemukan sampel sebanyak 16 perusahaan dengan pengamatan 4 tahun sehingga diperoleh total observasi sebanyak 64. Data diperoleh dari Indonesia Stock Exchange dan Yahoo Finance. Analisis data pada penelitian ini adalah regresi data panel. Model yang digunakan adalah Fixed Effect Model. Hasil analisis menunjukkan bahwa ROA dan DER berpengaruh positif signifikan, ROE dan NPM berpengaruh negatif tidak signifikan, sedangkan PBV berpengaruh negatif signifikan terhadap Return Saham pada BUMN Non Bank Terdaftar di Bursa Efek Indonesia. Kata Kunci: Return on Assets, Return on Equity, Net Profit Margin, Debt to Equity Ratio, Price to Book Value, Return Saham.

Item Type: Thesis (S2)
Call Number CD: CD/551. 18 116
Call Number: TM/51/18/150
NIM/NIDN Creators: 55114120187
Uncontrolled Keywords: Return on Assets, Return on Equity, Net Profit Margin, Debt to Equity Ratio, Price to Book Value, Return Saham.
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 > 025.1 Administration and Library Management/Administrasi dan Manajemen Perpustakaan > 025.11 Finance/Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.3 Financial Reporting (Financial Statements)/Laporan Keuangan > 657.32 Preparing Financial Statements/Menyiapkan Laporan Keuangan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.4 Specific Fields of Accounting/Bidang Akuntansi Tertentu > 657.48 Analytical (Financial) Accounting/Analisis (Keuangan) Akuntansi
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 > 725.24 Financial Institutions/Lembaga Keuangan
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 29 Oct 2018 01:43
Last Modified: 14 Dec 2021 04:48
URI: http://repository.mercubuana.ac.id/id/eprint/45294

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