WAHYUDI, JERRY (2010) PENGARUH RASIO PROFITABILITAS DAN VARIABEL MAKROEKONOMI TERHADAP TINGKAT RISIKO DAN IMBAL HASIL SAHAM PADA SEKTOR PROPERTI DI BURSA EFEK INDONESIA TAHUN 2004 - 2008. S2 thesis, Universitas Mercu Buana.
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Abstract
This study aims to determine whether the ratio of macro-economic profitability and have an influence on the level of risk and yields on property sector stocks, either partially or simultaneously. Property sector attractive to be studied because this sector has a different risk characteristics and the sub-prime Mortage cases have an impact on the world economy. Population research is a public company involved in the property sector in the BEI, and the samples were selected purposively based on the completeness of the available data. The number of samples that meet the requirements based on the data completeness of 19 companies, with data in 2004-2008 period. Measurement of variables yields the number of shares obtained from stock return rate per quarter. As for the stock used to calculate the risk of the stock based on the standard deviation of the yield data shares per quarter (January to March, April-June, July to September, and October-December). To test the influence of profitability and macroeconomic ratio of the level of risk and stock yields, used multiple linear regression analysis. Through the F test showed that the GPM, NWM, ROE, SBI, Inflation, and Exchange Rate jointly do not have a significant impact on the level of risk in real estate stocks. This partial no profitability ratios and macroeconomic variables that significantly affect the risk of stocks. To return the stock, based on the F test results concluded that jointly GPM, NWM, ROE, SBI, Inflation, and Exchange Rate has an influence on the yield rate of shares in the property sector. Partially GPM, ROE, SBI, and inflation has no effect on the yield rate of shares seen from the significance values calculated T GPM, ROE, SBI, and Inflation> 0.05, but the independent variables and Exchange NWM has an influence on the yield rate of shares seen from T significance value calculated NWM and Exchange <0.05.Penelitian ini bertujuan untuk mengetahui apakah rasio profitabilitas dan makro ekonomi memiliki pengaruh terhadap tingkat risiko dan imbal hasil saham sektor properti, baik secara parsial maupun secara simultan. Sektor properti menarik untuk dikaji karena sektor ini memiliki karakteristik risiko yang berbeda dan adanya kasus subprime mortage yang telah membawa dampak pada perekonomian dunia. Populasi penelitian adalah perusahaan publik yang termasuk dalam sektor properti di BEI, dan sampel dipilih secara purposive berdasarkan kelengkapan data yang tersedia. Jumlah sampel yang memenuhi syarat berdasarkan kelengkapan data sebanyak 19 perusahaan, dengan data kurun waktu tahun 2004- 2008. Pengukuran variabel imbal hasil saham diperoleh dari jumlah tingkat return saham per triwulan. Sementara untuk menghitung risiko saham digunakan standard deviasi saham berdasarkan data imbal hasil saham per triwulan (Januari- Maret, April-Juni, Juli-September, dan Oktober-Desember). Untuk menguji pengaruh rasio profitabilitas dan makroekonomi terhadap tingkat risiko dan imbal hasil saham, digunakan analisa regresi linier berganda. Melalui uji F menunjukkan bahwa GPM, NWM, ROE, SBI, Inflasi, dan Kurs secara bersama-sama tidak memiliki pengaruh yang signifikan terhadap tingkat risiko saham pada sektor properti. Secara parsial tidak ada rasio profitabilitas dan variable makroekonomi yang secara signifikan berpengaruh terhadap risiko saham. Untuk return saham, berdasarkan hasil uji F menyimpulkan bahwa secara bersama-sama GPM, NWM, ROE, SBI, Inflasi, dan Kurs memiliki pengaruh terhadap tingkat imbal hasil saham pada sektor properti. Secara parsial GPM, ROE, SBI, dan Inflasi tidak memiliki pengaruh terhadap tingkat imbal hasil saham terlihat dari nilai signifikansi T hitung GPM, ROE, SBI, dan Inflasi > 0.05 , namun variabel bebas NWM dan Kurs memiliki pengaruh terhadap tingkat imbal hasil saham terlihat dari nilai signifikansi T hitung NWM dan Kurs < 0.05.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | cdt-551-10-166 |
| NIM/NIDN Creators: | 55107120002 |
| Uncontrolled Keywords: | 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 800 Literatures/Kesusastraan > 800. Literatures/Kesusastraan > 801 Philosophy and Theory of Literatures/Filsafat dan Teori Kesusastraan > 801.3 Value, Influence, Effect/Nilai, Pengaruh, Efek |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | UMMI RAHMATUSSYIFA |
| Date Deposited: | 20 May 2022 08:05 |
| Last Modified: | 25 Apr 2024 07:54 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/61398 |
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