FAKTOR-FAKTOR FUNDAMENTAL YANG MEMPENGARUHI RETURN SAHAM DAN DAMPAKNYA TERHADAP FREKUENSI PERDAGANGAN SAHAM SEKTOR INDUSTRI BARANG KONSUMSI PADA BEI TAHUN 2010- 2017

ANGGRAENI, DEVINA PUTRI (2018) FAKTOR-FAKTOR FUNDAMENTAL YANG MEMPENGARUHI RETURN SAHAM DAN DAMPAKNYA TERHADAP FREKUENSI PERDAGANGAN SAHAM SEKTOR INDUSTRI BARANG KONSUMSI PADA BEI TAHUN 2010- 2017. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

Penelitian ini bertujuan untuk menganalisis faktor fundamental yaitu Return on Asset (ROA) mewakili rasio profitabilitas, Debt to Equity Ratio (DER) mewakili rasio solvabilitas/leverage, Current Ratio (CR) mewakili rasio likuiditas, dan Total Asset Turn Over (TATO) mewakili rasio aktivitas dalam pengaruhnya terhadap return saham dan dampaknya terhadap frekuensi perdagangan saham. Data penelitian diambil dari sektor barang konsumsi tahun 2010-2017. Metode sampling merupakan purposive sampling. Terdapat 41 perusahaan sebagai populasi, 21 perusahaan sebagai sampling. Metode analisis yang digunakan adalah metode analisis regresi data panel. Eviews 9 digunakan untuk menganalisis data, uji model, uji asumsi klasik: multikolineritas dan heteroskedasitas, uji koefisien determinasi R2, uji F, dan Uji T. Hasilnya ROA berpengaruh terhadap return saham sedangkan DER, CR, TATO tidak berpengaruh terhadap return saham dan ROA, DER, CR, dan TATO berpengaruh secara simultan terhadap frekuensi perdagangan saham namun hanya TATO yang berpengaruh secara parsial, dan return saham tidak berpengaruh terhadap frekuensi perdagangan saham. Kata Kunci: Return on Asset , Debt to Equity Ratio, Current Ratio, Total Asset Turn Over, Return Saham, Frekuensi Perdagangan Saham. This study aims to analyze the effect of Fundamental Factor such as Return on Asset (ROA) represent profitability ratio, Debt to Equity Ratio (DER) represent solvability/leverage ratio, Current Ratio (CR) represent liquidity ratio, and Total Asset Turn Over (TATO) represent activity ratio on the performance of stock Return and their impact on stock trading frequency. Research data was taken from the sector of consumer goods industry that listed at BEI for observation period 2010-2017 with purposive sampling method from a population 41 company, and 21 company as sample. The method of analysis used in this study is panel regression. E-views 9 used to analyze the data, model test, classic assumption test: multicollinearity and heteroscedasity, adjusted R2 Test, F-Test, and T-Test. The result is ROA having influence to stock return partially while DER, CR, TATO not having influence to stock return and ROA, DER, CR, and TATO having influence to stock trading frequency simultaneously but only TATO having influence partially, and stock return not having influence to stock trading frequency. Keywords: Return on Asset , Debt to Equity Ratio, Current Ratio, Total Asset Turn Over, Stock Return, Stock Trading Frequency.

Item Type: Thesis (S2)
Call Number CD: CDT-551-18-030
NIM/NIDN Creators: 55116110023
Uncontrolled Keywords: Return on Asset , Debt to Equity Ratio, Current Ratio, Total Asset Turn Over, Return Saham, Frekuensi Perdagangan Saham. Keywords: Return on Asset , Debt to Equity Ratio, Current Ratio, Total Asset Turn Over, Stock Return, Stock Trading Frequency. MKU, Manajemen keuangan
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: MYTHA ALVIANA SARI
Date Deposited: 23 Mar 2022 16:58
Last Modified: 20 Jun 2022 07:02
URI: http://repository.mercubuana.ac.id/id/eprint/58711

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