ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN SUB SEKTOR PROPERTI DAN REAL ESTAT YANG TERDAFTAR DI BURSA EFEK INDONESIA 2017 - 2019

SAFARI, SYIFAUDIN (2021) ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN SUB SEKTOR PROPERTI DAN REAL ESTAT YANG TERDAFTAR DI BURSA EFEK INDONESIA 2017 - 2019. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to examine and analyze the effect of fundamental factor on stock return sub Sector Property and Real Estat companies registered in Indonesia Stock Exchange at 2017-2019. The indicator of fundamental factors are Net Profit Margin (NPM), Debt to Equity Ratio (DER), Price Earning Ratio (PER) and Size. The sampling method used was purposive sampling. Of the population used in this study are 65 companies, there are 11 companies are criteria qualified as sample with an observation period from 2017-2019. Total observation were 33 observation. The analysis method used is panel data regression with the common effect model approach. The result in this study indicate that simultaneously the variables NPM, DER, PER and Size have a significant effect on stock returns with adjusted R squared value is 0,2723. Partially the NPM variable has a significant positive effect on stock returns and PER variable has a significant negative effect on stock returns, while the DER and Size variables are not significant to stock returns. Keywords : Net Profit Margin (NPM), Debt to Equity Ratio (DER), Price Earning Ratio (PER), Size, Stock Return Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh faktor fundamental terhadap Return saham perusahaan sub Sektor Properti dan Real Estat yang terdaftar di Bursa Efek Indonesia pada tahun 2017-2019. Indikator dari faktor fundamental yaitu Net Profit Margin (NPM), Debt to Equity Ratio (DER), Price Earning Ratio (PER), dan Size. Metode sampling yang digunakan adalah purposive sampling. Dari populasi yang digunakan dalam penelitian sebanyak 65 perusahaan, terdapat 11 perusahaan yang memenuhi kriteria sebagai sampel dengan periode pengamatan dari tahun 2017-2019. Total pengamatan sebanyak 33 observasi. Metode analisis yang digunakan yaitu regresi data panel dengan pendekatan common effect model. Hasil dari penelitian menunjukkan bahwa secara serentak variabel NPM, DER, PER dan Size berpengaruh signifikan terhadap Return saham dengan nilai adjusted R squared diperoleh sebesar 0,2723. Secara parsial variabel NPM berpengaruh positif signifikan terhadap Return saham dan variabel PER berpengaruh negatif signifikan terhadap Return saham, sedangkan variabel DER dan Size tidak signifikan terhadap Return saham. Kata Kunci : NPM, DER, PER, Size, Return Saham

Item Type: Thesis (S2)
NIM/NIDN Creators: 55116120029
Uncontrolled Keywords: NPM, DER, PER, Size, 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 Nov 2021 04:29
Last Modified: 29 Nov 2021 04:29
URI: http://repository.mercubuana.ac.id/id/eprint/51020

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