DETERMINAN FUNDAMENTAL RETURN SAHAM PERUSAHAAN TEKSTIL DAN GARMENT: ANALISIS MODEL DATA PANEL PERIODE 2012-2019

SINAGA, FANNY FERDIANTOPUTRA (2020) DETERMINAN FUNDAMENTAL RETURN SAHAM PERUSAHAAN TEKSTIL DAN GARMENT: ANALISIS MODEL DATA PANEL PERIODE 2012-2019. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

This research aims to examine and analyze the effect of current ratio, total asset turnover, debt to equity ratio and return on equity on the value of stock of textile and garment companies in the Indonesia Stock Exchange for the period of 2012 to 2019. This research uses annual data for the observation period from 2012 to 2019. 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 textile and garment companies listed on the Indonesia Stock Exchange in 2012 to 2019 and up to 19 companies. The sampling technique used purposive sampling, found a sample of 7 companies with 8 years observation so that the total observation obtained was 56. The model used is the Common Effect Model. The results of the analysis show that the total asset turnover have a significant negative effect and return on equity have a significant positive effect, while the current ratio and debt to equity ratio have no significant effect on stock returns of textile and garment companies in the Indonesia Stock Exchange for the period of 2012 to 2019. Keywords: Current Ratio, Total Asset Turnover, Debt To Equity Ratio, Return On Equity, Stock Returns. Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh current ratio, total asset turnover, debt to equity ratio dan return on equity terhadap return saham perusahaan tekstil dan garmen pada Bursa Efek Indonesia periode 2012- 2019. Penelitian ini menggunakan data tahunan untuk periode observasi dari tahun 2012 sampai dengan tahun 2019. 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 tekstil dan garmen yang terdaftar di Bursa Efek Indonesia tahun 2012 sampai dengan tahun 2019 sejumlah 19 perusahaan. Teknik pengambilan sampel menggunakan purposive sampling, ditemukan sampel sebanyak 7 perusahaan dengan pengamatan 8 tahun sehingga diperoleh total observasi sebanyak 56. Analisis data pada penelitian ini adalah regresi data panel. Model yang digunakan adalah Common Effect Model. Hasil analisis menunjukkan bahwa total asset turnover berpengaruh negatif signifikan dan return on equity berpengaruh positif signifikan, sedangkan current ratio dan debt to equity tidak berpengaruh signifikan terhadap return saham perusahaan tekstil dan garmen di Bursa Efek Indonesia periode 2012 hingga 2019. Kata Kunci: Current Ratio, Total Asset Turnover, Debt To Equity Ratio, Return On Equity, Return Saham.

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