ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2015-2019

WINDARTI, IKA (2021) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2015-2019. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study was conducted to analyze the factors that affect returns stockin manufacturing companies listed on the Indonesia Stock Exchange during the 2015-2019 period. The population in this study were 38 companies. The sample in this study were 12 companies. The sample in this study was selected using purposive sampling method and hypothesis testing using panel data regression analysis and it was found that a more appropriate model to use is the common effect. The results in this study indicate that return on assets (ROA) has a significant positive effect on returns stock, earnings per share (EPS) has a significant positive effect on returns stock, and institutional ownership (INST) has a significant positive effect on returns stock. From the research results obtained an adjusted R-square value of 82.24%. This means that 82.24% of the variable return stockcan be explained by the ROA, EPS, and INST variables. While the remaining 17.76% is explained by other factors outside the study. Keywords: Stock Return, Return On Asset, Earning Per Share, Institutional Ownership Penelitian ini dilakukan untuk menganalisis faktor-faktor yang mempengaruhi return saham pada perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia selama periode 2015-2019. Populasi pada penelitian adalah sebanyak 38 perusahaan. Sampel dalam penelitian ini adalah 12 perusahaan. Sampel dalam penelitian ini diseleksi dengan menggunakan metode purposive sampling dan pengujian hipotesis menggunakan analisis regresi data panel dan didapatkan bahwa model yang lebih tepat digunakan adalah common effect. Hasil dalam penelitian ini mengindikasikan return on asset (ROA) berpengaruh positif signifikan terhadap return saham, earning per share (EPS) berpengaruh positif signifikan terhadap return saham, dan kepemilikan institusional (INST) berpengaruh positif signifikan terhadap return saham. Dari hasil penelitian didapatkan nilai adjusted R-square sebesar 82.24%. Artinya 82.24% variabel return saham dapat dijelaskan oleh variabel ROA, EPS, dan INST. Sedangkan sisanya 17.76% dijelaskan oleh faktor lain diluar penelitian. Kata Kunci : Return Saham, Return On Asset, Earning Per Share, Kepemilikan Institusional

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