ANALISIS PENGARUH RISIKO INVESTASI TERHADAP HARGA SAHAM PADA PERUSAHAAN CONSUMER GOODS DI BURSA EFEK INDONESIA PERIODE 2012-2016

MAHARDHIKA, RENDY (2018) ANALISIS PENGARUH RISIKO INVESTASI TERHADAP HARGA SAHAM PADA PERUSAHAAN CONSUMER GOODS DI BURSA EFEK INDONESIA PERIODE 2012-2016. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

This study aims to analyze the effect of Investment Risk consisting of Beta, Debt to Equity Ratio (DER), Standard Deviation of EBIT / Total Assets and Net Profit Margin (NPM) on stock price at consumer goods manufacturing company listed in Indonesia Stock Exchange (IDX) in the period 2012-2016. Sampling method using purposive sampling method, that is using sample with certain criterion. The samples studied were thirty consumer goods companies. Methods of data analysis using panel data regression analysis. The result of model feasibility test shows Beta, DER, NPM and Standard Deviation EBIT / Total Assets variable is explanation of stock price. The result of hypothesis testing shows that Beta has significant effect to stock price, while DER, NPM, Standard Deviation EBIT / Total Asset have no effect to stock price. Simultaneous test with F statistic test, Beta, DER, Standard Deviation EBIT / Total Asset, and NPM together effect on stock price. The value of determination coefficient (adjusted R-square) generated amounted to 93.03 percent. Keywords: Beta, Debt to Equity, Standard Deviation EBIT / Total Assets, Net Profit Margin and Stock Price. Penelitian ini bertujuan menganalisis pengaruh Risiko Investasi yang terdiri dari Beta, Debt to Equity Ratio (DER), Standar Deviasi EBIT / Total Aset dan Net Profit Margin (NPM) terhadap harga saham pada perusahaan manufaktur consumer goods yang terdaftar di Bursa Efek Indonesia (BEI) pada periode 2012- 2016. Metode pengambilan sampel menggunakan metode purposive sampling, yaitu menggunakan sampel dengan kriteria tertentu.Sampel yang diteliti adalah tiga puluh perusahaan consumer goods. Metode analisis data menggunakan analisis regresi data panel. Hasil pengujian kelayakan model menunjukan variabel Beta, DER, NPM dan Standar Deviasi EBIT / Total Aset merupakan variabel penjelas dari harga saham. Hasil pengujian hipotesis menunjukan bahwa Beta berpengaruh signifikan terhadap harga saham, sedangkan DER, NPM, Standar Deviasi EBIT / Total Aset tidak berpengaruh terhadap harga saham. Pengujian simultan dengan uji F statistik , Beta, DER, Standar Deviasi EBIT / Total Aset, dan NPM secara bersama-sama berpengaruh terhadap harga saham. Nilai koefisien determinasi (adjusted R-square) yang dihasilkan sebesar 93,03 persen. Kata kunci: Beta, Debt to Equity, Standar Deviasi EBIT / Total Aset, Net Profit Margin dan Harga Saham.

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