KURNIADI, DANIEL (2013) PENGARUH TINGKAT KESEHATAN BANK TERHADAP RETURN SAHAM PERBANKAN DI BURSA EFEK INDONESIA (BEI). S2 thesis, Universitas Mercu Buana - Menteng.
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Abstract
This study aims to determine how the effect of CAMELS ratios consisting of Capital Adequacy Ratio, Return on Asset, Operating Expense to Operating Income, Earnings Per Share, and the Loan to Debt Ratio on stock returns banking companies listed in Indonesia Stock Exchang. The research method used is a ratio measurement consisting of the Capital Adequacy Ratio, Return on Asset, Operating Expense to Operating Income, Earnings Per Share, and the Loan to Debt Ratio and the measurement of stock returns. After that tested the model by using the Fixed Effect Model to determine the effect of independent variables on the dependent variable. Results of this study indicate that a significant difference between the ratios of CAMELS on stock returns. Partially, there is a significant relationship between the Loan to Debt Ratio and stock return in the previous year on stock returns. The conclusion that can be given is the Loan to Debt Ratio and stock return in the previous year can be used by investors as an analytical tool that helps in predicting stock returns. Keywords: CAMELS Ratio, Stock Return Penelitian ini bertujuan untuk mengetahui bagaimana pengaruh rasio-rasio CAMELS yang terdiri dari Capital Adequacy Ratio, Return on Asset, Operating Expense to Operating Income, Earning Per Share, dan Loan to Debt Ratio terhadap return saham pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia. Metode penelitian yang digunakan adalah pengukuran rasio yang terdiri dari Capital Adequacy Ratio, Return on Asset, Operating Expense to Operating Income, Earning Per Share, dan Loan to Debt Ratio serta pengukuran return saham. Setelah itu dilakukan uji model dengan menggunakan Fixed Effect Model untuk mengetahui pengaruh variabel independen terhadap variabel dependen. Hasil penelitian ini menunjukkan bahwa terdapat pengaruh yang signifikan antara rasio-rasio CAMELS terhadap return saham. Secara parsial, terdapat hubungan yang signifikan antara Loan to Debt Ratio dan Return saham pada tahun sebelumnya terhadap return saham. Kesimpulan yang dapat diberikan adalah antara Loan to Debt Ratio dan Return saham pada tahun sebelumnya dapat digunakan oleh investor sebagai alat analisis yang membantu di dalam memprediksi return saham. Kata kunci : Rasio CAMELS, Return Saham
Item Type: | Thesis (S2) |
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Call Number CD: | CDT-551-13-032 |
NIM/NIDN Creators: | 55111110222 |
Uncontrolled Keywords: | CAMELS Ratio, Stock Return,Rasio CAMELS, Return Saham, 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: | 09 May 2022 04:46 |
Last Modified: | 11 Jul 2022 02:58 |
URI: | http://repository.mercubuana.ac.id/id/eprint/60819 |
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