FITRIANINGTYAS, ASTITI (2007) PENGARUH RASIO PROFITABILITAS DAN LEVERAGE TERHADAP RETURN SAHAM (Studi pada Perusahaan di Sektor Industri Dasar dan Kimia yang Go Public di Bursa Efek Jakarta). S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
Riset ini merupakan penelitian untuk mengetahui sejauh mana pengaruh rasio profitabilitas dan leverage terhadap return saham. Objek penelitian adalah perusahaan yang go publik di sektor industri dasar dan kimia yang terdaftar di Bursa Efek Jakarta (BEJ) dengan periode laporan keuangan tahun 2003-2006. Return saham dihitung dari penutupan harga saham pada bulan Maret dan April tahun berikutnya, yaitu pada saat dikeluarkannya laporan keuangan tahunan. Faktor yang diduga mempengaruhi return saham pada penelitian ini adalah rasio profitabilitas (ROI dan ROE) dan rasio leverage (DTA dan DER). Data dianalisa dengan menggunakan regresi berganda. Pada uji asumsi klasik diketahui bahwa terdapat multikolinearitas antara variabel ROE dan DER, sehingga salah satu variabel harus dihilangkan, yaitu variabel ROE, dan kemudian dilakukan perhitungan regresi ulang. Hasil penelitian menunjukkan bahwa ROI dan DTA memberikan pengaruh yang signifikan terhadap return saham, sedangkan DER tidak memberikan pengaruh yang signifikan terhadap return saham. Kata kunci : return saham, return on investment, return on equity, debt ratio, debt to equity ratio The purpose of this research is to examine the extant of the effect of the profitability ratio and leverage ratio on the return of stock investment. The object of this research are the go public companies within the basic and chemical industry listed in the Jakarta Stock Exchange. It focuses on the companies financial statement for the period of 2003-2006. The return of stock investment is represented by the closing stock price in March and April in the next year when the annual financial report was published. The variable that may affect the return of stock investment are the probability ratio (ROI and ROE) and leverage ratio (DTA and DER). The multi linear regression is used to analyze the correlation of those ratios and the return of stock investment. Based on the classical assumption test, it is found that there is multicollinearity between ROE and DER. Due to this multicollinearity between ROE and DER, one of those variables which is ROE must be omitted and the variables must be reexamined by using the regression. The result shows that ROI and DTA have significant influence on the return of stock investment, while DER has no significant influence on the return of stock investment. Keywords : return of stock investment, return on investment, return on equity, debt ratio, debt to equity ratio
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-551-07-017 |
| NIM/NIDN Creators: | 55105120082 |
| Uncontrolled Keywords: | return saham, return on investment, return on equity, debt ratio, debt to equity ratio, return of stock investment, return on investment, return on equity, debt ratio, debt to equity ratio, 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: | 08 Jun 2022 04:33 |
| Last Modified: | 18 Jul 2022 03:30 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/62880 |
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