PRIMANTORO, HERRY (2009) PENGARUH FAKTOR-FAKTOR EKSTERNAL DAN INTERNAL TERHADAP KINERJA SAHAM DENGAN PENDEKATAN STRUCTURAL EQUATION MODEL (SEM) PADA SEKTOR AGRIBISNIS (PERIODE 2004-2007). S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
Tujuan dari penelitian ini dalam hubungannya dengan capital market, adalah sebagai salah satu instrument bagi para investor atau fund manager untuk mengukur bagaimana uang yang investasikan dapat menghasilkan keuntungan yang optimum. Kita mengetahui bahwa return yang optimal tidak hanya diakibatkan oleh internal faktor akan tetapi juga dikarenakan oleh faktor eksternal perusahaan. Penelitian ini di fokuskan pada sektor agribisnis. Tujuan dari penelitian ini adalah untuk mengetahui bagaimana efek makro dan mikro dalam pasar saham dan untuk mengidentifikasi faktor-faktor unobserved yang ada. Disain dari penelitian ini dan hipotesisnya di jalankan dengan menggunakan Structural Equation Model (SEM sebuah metode yang menggunakan analisis terintegrasi, terdiri dari analisis korelasi – regresi), aplikasi ini dijalankan dengan model struktural dan analisa faktor dengan menggunakan program LISREL 8.80. Indicator makro yang dimasukkan dalam penelitian ini antara lain, Suku Bunga, Inflasi, dan Nilai Tukar sedangkan aspek mikro meliputi, Earning Per Share (EPS) Net Profit margin (NPM), Price Earning Ratio (PER), Rate Return of Investment (ROI) and Return on Equity (ROE) begitu juga dengan harga saham dan volume perdagangan. Penelitian ini menunjukan bahwa dalam indicator makro pengaruh terbesar berasal dari dari tingkat Suku Bunga dan untuk faktor mikro yang signifikan berpengaruh adalah Earning Per Share (EPS), sedangkan untuk kinerja saham lebih dipengaruhi oleh Harga ketimbang volume perdagangan. Dengan mengacu pada penelitian diatas disarankan bagi para investor untuk menganalisafaktor mikro dari masing-masing perusahaan secara akurat, karena faktor ini terbukti berkontribusi pada kinerja saham dibandingkan dengan faktor makro This research regard on the capital market, are for the instrument for investor or fund manager to measure how is the fund they have invested able to provide more optimum return. We had known that optimum return not only generated by the internal factors of the company but also there some external factors which also give either direct or indirect impact to the company. The research indeed focusing on the agribusiness sectors, which before the economic down turn tend to grow significantly. The objectives of this research is to examine the effects of macro and micro factors on the stock market and to identify what factors impact unobserved variables. The design of this research applies hypotheses testing to examine all hypotheses in this study. The data was analysed by using Structural Equation Modelling (SEM method which means by an integrated analysis, consist of correlation analysis - regression and correlation), the application of structural mode, path analysis, and factor analysis. The measure process will use the LISREL 8.80. Following macro indicators were include in this research i.e. Interest, Inflation and Exchange rate while the Micro indicator consist of Earning Per Share (EPS), Net Profit margin (NPM), Price Earning Ratio (PER), Rate Return of Investment (ROI) and Return on Equity (ROE) as well as stock price and the trading volume. The result of this research concludes that Interest Rate constitute the biggest influence indicator on macro factors, and for micro factor is influenced significantly by Earning Per Share (EPS). Meanwhile, for stock performance factor is more influenced by stock price than trading volume. By preferred on above research result, it is suggested for investors to analyze micro factor from each company accurately, because its proved that this factor give contributed on the stock performance changing significantly, it is compared with macro factor.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-09-016 |
| NIM/NIDN Creators: | 55105120043 |
| Uncontrolled Keywords: | Earning Per Share (EPS) Net Profit margin (NPM), Price Earning Ratio (PER), Rate Return of Investment (ROI) and Return on Equity (ROE), 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: | ORYZA LUVITA |
| Date Deposited: | 11 May 2022 04:21 |
| Last Modified: | 13 Jul 2022 03:28 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/60978 |
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