NURHAYATI, NURHAYATI (2018) PENGARUH RASIO PROFITABILITAS DAN ECONOMIC VALUE ADDED (EVA) TERHADAP IMBAL HASIL SAHAM KELOMPOK SAHAM LQ45 DI BURSA EFEK INDONESIA TAHUN PERIODE 2011-2015. S1 thesis, Universitas Mercu Buana Jakarta.
|
Text (HAL COVER)
HALAMAN JUDUL.pdf Download (107kB) | Preview |
|
|
Text (ABSTRAK)
ABSTRAK.pdf Download (106kB) | Preview |
|
|
Text (LEMBAR PERNYATAAN)
SURAT PERNYATAAN KARYA SENDIRI.pdf Download (519kB) | Preview |
|
|
Text (LEMBAR PENGESAHAN)
LEMBAR PENGESAHAN SKRIPSI.pdf Download (529kB) | Preview |
|
|
Text (KATA PENGANTAR)
KATA PENGANTAR.pdf Download (138kB) | Preview |
|
|
Text (DAFTAR ISI)
DAFTAR ISI.pdf Download (33kB) | Preview |
|
|
Text (DAFTAR TABEL)
DAFTAR TABEL.pdf Download (23kB) | Preview |
|
|
Text (DAFTAR GAMBAR)
DAFTAR GAMBAR.pdf Download (20kB) | Preview |
|
|
Text (DAFTAR LAMPIRAN)
DAFTAR LAMPIRAN.pdf Download (24kB) | Preview |
|
![[img]](https://repository.mercubuana.ac.id/style/images/fileicons/text.png) |
Text (BAB I)
BAB I.pdf Restricted to Registered users only Download (215kB) |
|
|
Text (BAB II)
BAB II.pdf Restricted to Registered users only Download (398kB) |
|
|
Text (BAB III)
BAB III.pdf Restricted to Registered users only Download (346kB) |
|
|
Text (BAB IV)
BAB IV.pdf Restricted to Registered users only Download (307kB) |
|
|
Text (BAB V)
BAB V.pdf Restricted to Registered users only Download (108kB) |
|
|
Text (DAFTAR PUSTAKA)
DAFTAR PUSTAKA.pdf Restricted to Registered users only Download (114kB) |
|
|
Text (LAMPIRAN)
LAMPIRAN.pdf Restricted to Registered users only Download (5MB) |
Abstract
This study aims to determine the effect of profitability as measured by Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Earning Per Share (EPS) and Economic Value Added (EVA) on group stock returns LQ45 shares on the IDX for the period 2011-2015. The research method used is causal method. The data regression analysis used is panel regression with a fixed effect approach. Based on the results of multicollinearity test there is a positive correlation between the independent variables of ROA and EVA of 0.87, so that the ROA variable is excluded from the research model, so that it is free from multicollinearity problems. Panel data refgression analysis with a fixed effect approach, shows that ROE and NPM variables have a significant positive effect on stock returns and EPS has a significant negative effect on stock returns, while the EVA variable does not effect on stock return and simultaneously ROE,NPM,EPS, and EVA has a significant effect on stock returns. Keywords: Return on Assets, Return on Equity, Net Profit Margin, Earning Per Share, Economic Value Added, and Stock Return. Penelitian ini bertujuan untuk mengetahui pengaruh profitabilitas yang diukur dengan Return On Assets (ROA), Return On Equity (ROE), Net Profit Margin (NPM), Earning Per Share (EPS), dan Economic Value Added (EVA) terhadap imbal hasil saham kelompok saham LQ45 di BEI periode 2011 - 2015. Metode penelitian yang digunakan adalah metode kausal, dan analisis regresi data yang digunakan adalah regresi panel dengan pendekatan efek tetap. Bedasarkan hasil uji multikolinieritas terdapat korelasi yang positif antar variabel independen ROA dan EVA sebesar 0,87, sehingga variabel ROA dikeluarkan dari model penelitian agar terbebas dari masalah multikolinieritas. Analisis regresi data panel dengan pendekatan efek tetap, menunjukkan variabel ROE dan NPM berpengaruh positif signifikan terhadap imbal hasil saham dan EPS berpengaruh negatif signifikan terhadap imbal hasil saham, sedangkan variabel EVA tidak berpengaruh terhadap imbal hasil saham dan secara simultan variabel ROE,NPM,EPS dan EVA berpengaruh signifikan terhadap imbal hasil saham. Kata kunci : Return on Asset, Return on Equity, Net Profit Margin, Earning Per Share, Economic Value Added, dan Imbal Hasil Saham.
Actions (login required)
 |
View Item |
