PENGARUH FAKTOR INTERNAL PERUSAHAAN DAN MAKRO EKONOMI TERHADAP RETURN SAHAM SEKTOR KONSTRUKSI, PROPERTI DAN REAL ESTATE YANG TERCATAT DI BURSA EFEK INDONESIA

NOFITASARI, OKI (2020) PENGARUH FAKTOR INTERNAL PERUSAHAAN DAN MAKRO EKONOMI TERHADAP RETURN SAHAM SEKTOR KONSTRUKSI, PROPERTI DAN REAL ESTATE YANG TERCATAT DI BURSA EFEK INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

This study aims to examine and analyze the influence of internal factors (Net Profit Margin, Current Ratio, Debt to Equity Ratio, Total Asset Turn Over, and Price Earning Ratio) and macro economic (Inflation and Interest Rate) on stock return. The object of research are companies from contruction, property and real estate sector listed on Indonesia Stock Exchange in 2017. The sample selection procedure is purposive sampling. The number population for this research is 64 companies, and the number of sample that examined after passing the the purposive sampling method is 15 companies. The analytical method used in this research is regression with panel data using Fixed Effect Model and have R2 70.49%. The result of this research shows that NPM, TATO, PER, inflation and IR have positive influence to stock return. While CR and DER have negative influence to stock return. Keywords : Stock Return, Internal Factors, Macro Economic, Panel Data, Fixed Effect Model. Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh faktor internal perusahaan (Net Profit Margin, Current Ratio, Debt to Equity Ratio, Total Asset Turn Over, dan Price Earning Ratio) dan Makro Ekonomi (Inflasi dan Interest Rate) terhadap Return saham. Objek penelitian adalah emiten sektor konstruksi, properti dan real estate yang terdaftar di Bursa Efek Indonesia pada tahun 2017. Prosedur pemilihan sampel adalah purposive sampling. Dari populasi 64 perusahaan, 15 perusahaan memenuhi kriteria sebagai sampel. Metode analisis yang digunakan dalam penelitian ini adalah regresi data panel menggunakan Fixed Effect Model dengan hasil R2 70.49%. Hasil dalam penelitian yaitu NPM, TATO, PER, inflasi dan interest rate berpengaruh positif serta CR dan DER berpengaruh negatif terhadap return saham. Kata kunci : Return Saham, Faktor Internal Perusahaan, Faktor Makro Ekonomi, Data Panel, Fixed Effect Model.

Item Type: Thesis (S2)
Call Number CD: CDT-551-20-027
Call Number: T-51-MKU-20-004
NIM/NIDN Creators: 55116120037
Uncontrolled Keywords: stock return, internal factors, macro economic, panel data, fixed effect model, return saham, faktor internal perusahaan, faktor makro ekonomi, data panel
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: MELATI CAHYA FITRIANI
Date Deposited: 16 Feb 2022 04:32
Last Modified: 18 Jun 2022 03:34
URI: http://repository.mercubuana.ac.id/id/eprint/56186

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