CHAERUDDIN, MUHAMMAD FIKRI (2023) PENGARUH DEBT TO EQUITY RATIO, CURRENT RATIO DAN RETURN ON EQUITY TERHADAP RETURN SAHAM (Studi Kasus Pada Perusahaan Sub Sektor Konstruksi Bangunan yang Tercatat di Bursa Efek Indonesia Periode 2016-2021). S1 thesis, Universitas Mercu Buana Jakarta.
|
Text (HAL COVER)
01 COVER.pdf Download (355kB) | Preview |
|
|
Text (ABSTRAK)
02 ABSTRAK.pdf Download (142kB) | Preview |
|
Text (BAB I)
03 BAB 1.pdf Restricted to Registered users only Download (266kB) |
||
Text (BAB II)
04 BAB 2.pdf Restricted to Registered users only Download (433kB) |
||
Text (BAB III)
05 BAB 3.pdf Restricted to Registered users only Download (373kB) |
||
Text (BAB IV)
06 BAB 4.pdf Restricted to Registered users only Download (294kB) |
||
Text (BAB V)
07 BAB 5.pdf Restricted to Registered users only Download (119kB) |
||
Text (DAFTAR PUSTAKA)
08 DAFTAR PUSTAKA.pdf Restricted to Registered users only Download (202kB) |
||
Text (LAMPIRAN)
09 LAMPIRAN.pdf Restricted to Registered users only Download (189kB) |
Abstract
This study aims to determine the effect of financial ratios Current Ratio (CR), Debt to Equity Ratio (DER) and Return on Equity (ROE) on stock returns simultaneously and partially. The population in this study are construction and building sub-sector companies listed on the Indonesia Stock Exchange for the 2016-2020 period, totaling 12 companies according to the characteristics set by the researchers. The sampling technique used the saturated sample method, namely taking the entire population to be used as a research sample, totaling 12 companies. The data analysis method uses panel data analysis assisted by E-views 12. The selection of the panel data regression model is chosen between the common effect model, fixed effect model, and random effect model which is selected by carrying out the Chow test, Hausman test, and Lagrange Multiplier test. Hypothesis testing is done by going through the t-test (t test) and statistical tests F, and R2. In this study, the results of the Debt to Equity Ratio (DER), Current Ratio (CR), and Return on Equity (ROE) variables show only Return on Equity (ROE) which has a positive and significant effect on stock returns, while the Debt to Equity variable Ratio (DER) and Current Ratio (CR) have no effect on stock returns. Keywords : Construction and building sub-sector, Current Ratio, Return on Equity, Debt to Equity Ratio, and Stock Return. Penelitian ini bertujuan untuk mengetahui pengaruh dari rasio keuangan Current Ratio (CR), Debt to Equity Ratio (DER) dan Return on Equity(ROE) terhadap return saham secara simultan dan parsial. Populasi pada penelitian ini adalah perusahaan sub sector konstruksi dan bangunan yang tercatat di Bursa Efek Indonesia periode 2016-2020 yang berjumlah 12 perusahaan sesuai akrakteristik yang ditetapkan oleh peneliti. Tehnik pengambilan sampel menggunakan metode sampel jenuh yakni mengambil seluruh populasi untuk dijadikan sampel peneltitian yang berjumlah 12 perusahaan. Metode analisis pengolahan data menggunakan analsisi data panel yang dibantu dengan E-views 12. Pemilihan model regresi data panel dipilih antara common effect model, fixed effect model, dan random effect model yang dipilih dengan melakukan uji Chow, uji Hausman, dan uji Lagrange Multiplier. Pengujian hipotesis dilakukan dengan melalui t-tes (Uji t) serta uji statistic F, dan R 2 Pada penelitian ini menunjukkan hasil dari variable Debt to Equity Ratio (DER), Current Ratio (CR), dan Return on Equity(ROE) hanya Return on Equity(ROE) yang berpengaruh secara positif dan signifikan terhadap return saham, sementara variable Debt to Equity Ratio (DER), dan Current Ratio (CR) tidak berpengaruh terhadap return saham. Kata kunci : Sub Sektor Konstruksi dan Bangunan, Current Ratio, Return on Equity, Debt to Equity Ratio, dan Return Saham.
Actions (login required)
View Item |