MULYADI, NIKA ARDILIAN (2019) PENGARUH RETURN ON ASSETS, RETURN ON EQUITY, EARNING PER SHARE DAN UKURAN PERUSAHAAN TERHADAP ABNORMAL RETURN (Studi Empiris Pada Perusahaan Sub Sektor Property & Real Estate yang Terdaftar di Bursa Efek Indonesia Periode 2015-2017). S1 thesis, Universitas Mercu Buana Jakarta.
|
Text (HALAMAN COVER)
1. Halaman Judul.pdf Download (94kB) | Preview |
|
|
Text (ABSTRAK)
2. Abstrak.pdf Download (84kB) | Preview |
|
|
Text (LEMBAR PERNYATAAN)
3. Surat Pernyataan Karya Sendiri.pdf Download (96kB) | Preview |
|
|
Text (LEMBAR PENGESAHAN)
4. Lembar Pengesahan Skripsi.pdf Download (119kB) | Preview |
|
|
Text (KATA PENGANTAR)
5. Kata Pengantar.pdf Download (89kB) | Preview |
|
|
Text (DAFTAR PUSTAKA)
6. Daftar Pustaka.pdf Download (88kB) | Preview |
|
|
Text (DAFTAR TABEL)
7. Daftar Tabel.pdf Download (80kB) | Preview |
|
|
Text (DAFTAR GAMBAR)
8. Daftar Gambar.pdf Download (78kB) | Preview |
|
|
Text (DAFTAR LAMPIRAN)
9. Daftar Lampiran.pdf Download (80kB) | Preview |
|
Text (BAB 1)
10. Bab I.pdf Restricted to Registered users only Download (116kB) |
||
Text (BAB 2)
11. Bab II.pdf Restricted to Registered users only Download (304kB) |
||
Text (BAB 3)
12. Bab III.pdf Restricted to Registered users only Download (194kB) |
||
Text (BAB 4)
13. Bab IV.pdf Restricted to Registered users only Download (190kB) |
||
Text (BAB 5)
14. Bab V.pdf Restricted to Registered users only Download (84kB) |
||
Text (DAFTAR PUSTAKA)
15. Daftar Pustaka.pdf Restricted to Registered users only Download (93kB) |
||
Text (LAMPIRAN)
16. Lampiran.pdf Restricted to Registered users only Download (156kB) |
Abstract
This research aims to analyze the influence of return on assets (ROA), return on equity (ROE), earning per share (EPS) and firm size on abnormal return. Data used in this research are secondary data colleted from annual report companies listed on Indonesia Stock Exchange at 2015-2017 and stock price on Yahoo Finance. The population on this research are property and real estate companies listed in Indonesia Stock Exchange. This research uses a purposive sampling method so that 34 companies will be used as research samples. The regression model used is multiple linear regression. The results of this research indicate that return on equity (ROE) has a positive effect on abnormal return. While firm size has a negative effect on abnormal return. But for return on assets (ROA) and earning per share (EPS) variables do not show an effect on abnormal return. Keywords : return on assets, return on equity, earning per share, firm size, abnormal return Penelitian ini bertujuan untuk menganalisis pengaruh return on assets (ROA), return on equity (ROE), earning per share (EPS) dan ukuran perusahaan terhadap abnormal return. Data yang digunakan adalah data sekunder yang diambil dari laporan keuangan tahunan perusahaan pada Bursa Efek Indonesia tahun 2015-2017 serta harga saham perusahaan dan Indeks Harga Saham Gabungan (IHSG) pada Yahoo Finance. Populasi yang digunakan adalah perusahaan properti dan real estate yang terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan metode purposive sampling sehingga diperoleh 34 perusahaan yang akan dijadikan sampel penelitian. Model regresi yang digunakan adalah regresi linier berganda. Hasil penelitian ini menunjukkan bahwa return on equity (ROE) berpengaruh positif terhadap abnormal return. Sedangkan ukuran perusahaan berpengaruh negatif terhadap abnormal return. Namun untuk variabel return on assets (ROA) dan earning per share (EPS) tidak menunjukkan pengaruh terhadap abnormal return. Kata kunci : return on assets, return on equity, earning per share, ukuran perusahaan, abnormal return
Actions (login required)
View Item |