Nugraha, Arie (2019) DETERMINAN FUNDAMENTAL RETURN SAHAM PERUSAHAAN PERTAMBANGAN: ANALISIS MODEL PANEL DATA PERIODE 2012-2017. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
This study aims to examine and analyze the effect of return on assets, debt to equity ratio, dividend payout ratio, exchange rate and world oil prices on stock returns of mining companies in the Indonesia Stock Exchange for the period 2012- 2017. This study uses annual data for the observation period from 2012 to 2017. The data used is panel data which is a combination of annual time series data and cross sections that are processed using panel data regression analysis. The population is mining companies listed on the Indonesia Stock Exchange in 2012 and up to 32 companies. The sampling technique used purposive sampling, found a sample of 32 companies with 6 years observation so that the total observation was obtained by 192. Data analysis in this study is panel data regression. The model used is the Common Effect Model. The results of the analysis show that the exchange rate (exchange rate) and world oil prices have a significant positive effect, while the return on assets, debt to equity ratio, dividend payout ratio have no significant effect on stock returns of mining companies in the Indonesia Stock Exchange for the period 2012-2017. Keywords: Return On Assets, Debt To Equity Ratio, Dividend Payout Ratio, Exchange Rates (Exchange Rates), World Oil Prices, Stock Returns. Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh return on asset, debt to equity ratio, dividend payout ratio, nilai tukar (kurs) dan harga minyak dunia terhadap return saham perusahaan pertambangan pada Bursa Efek Indonesia periode 2012-2017. Penelitian ini menggunakan data tahunan untuk periode observasi dari tahun 2012 sampai dengan tahun 2017. 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 perusahaan pertambangan yang terdaftar di Bursa Efek Indonesia tahun 2012 sampai dengan tahun 2017 sejumlah 32 perusahaan. Teknik pengambilan sampel menggunakan purposive sampling, ditemukan sampel sebanyak 32 perusahaan dengan pengamatan 6 tahun sehingga diperoleh total observasi sebanyak 192. Analisis data pada penelitian ini adalah regresi data panel. Model yang digunakan adalah Common Effect Model. Hasil analisis menunjukkan bahwa variabel nilai tukar (kurs) dan harga minyak dunia berpengaruh positif signifikan, sedangkan return on asset, debt to equity ratio, dividend payout ratio berpengaruh tidak signifikan terhadap return saham perusahaan pertambangan di Bursa Efek Indonesia periode tahun 2012-2017. Kata Kunci: Return On Asset, Debt To Equity Ratio, Dividend Payout Ratio, Nilai Tukar (Kurs), Harga Minyak Dunia, Return Saham.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-19-072 |
| Call Number: | T-51-MKU-19-007 |
| NIM/NIDN Creators: | 55116120218 |
| Uncontrolled Keywords: | ROA, Debt to equity ratio, dividend payout ratio, exchange rates, World oil prices, stock return, ROA, Debt to equity ratio, divident payout ratio,nilai tukar, harga minyak dunia, return saham. Manajemen Keuangan (MKU) |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | UMMI RAHMATUSSYIFA |
| Date Deposited: | 14 Feb 2022 05:56 |
| Last Modified: | 18 Jun 2022 07:59 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/55972 |
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