RHEYNALDI, PANDE KETUT (2023) DETERMINAN RETURN SAHAM PADA PERUSAHAAN SEKTOR ENERGI DI BURSA EFEK INDONESIA PERIODE TAHUN 2017-2021. S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
This study aims to analyze the effect of exchange rates, interest rates, oil prices, coal prices, debt to equity ratio, return on assets and firm size on the dependent variable stock returns in energy sector companies listed on the Indonesia Stock Exchange in 2017 to 2021. The population for this study is 71 energy sector companies listed on the Indonesia Stock Exchange (IDX) in 2021, while the research sample is 49 out of 71 energy sector companies that have met the sample criteria. The sampling technique was carried out using purposive sampling. The analysis technique in this study was carried out using a panel data regression test with the Eviews10 program. This type of research is quantitative research with a causality approach method with time series data. The results of this study indicate that the variables Exchange Rate (FOREX), Coal Price (CP), Debt to Equity Ratio (DER), Firm Size (SIZE) have no effect on stock returns, while Oil Prices (IR) and Return on Assets (ROA) ) have a positive effect on stock returns and the Interest Rate (IR) has a negative effect on stock returns. The contribution of the research variables to all independent variables in explaining that the dependent variable is only 12.05% and the remaining 87.95% is explained by other variables outside the model. Keywords : exchange rate, interest rate, oil price, coal price, debt to equity ratio, return on asset and firm size. Penelitian ini bertujuan untuk menganalisa pengaruh nilai tukar, tingkat suku bunga, harga minyak, harga batubara, debt to equity ratio, return on asset dan firm size terhadap variabel dependen yaitu return saham pada perusahaan sektor energi yang terdaftar di Bursa Efek Indonesia pada tahun 2017 sampai tahun 2021. Populasi penelitian ini adalah 71 perusahaan sektor energi yang terdaftar di Bursa Efek Indonesia (BEI) pada tahun 2021, sedangkan sampel penelitian adalah 49 dari 71 sektor energi yang telah memenuhi kriteria sampel. Teknik pengambilan sampel dilakukan dengan menggunakan purposive sampling. Teknik analisis dalam penelitian ini dilakukan dengan menggunakan uji regresi data panel dengan program Eviews10. Jenis penelitian ini adalah penelitian kuantitatif dengan metode pendekatan kausalitas dengan data time series. Hasil dari penelitian ini menunjukkan bahwa variabel Nilai Tukar (FOREX), Harga Batubara (CP), Debt to Equity Ratio (DER), Firm Size (SIZE) tidak berpengaruh terhadap return saham, sedangkan Harga Minyak (IR) dan Return on Asset (ROA) berpengaruh positif terhadap return saham dan Tingkat Suku Bunga (IR) berpengaruh negatif terhadap return saham. Kontibusi variabel penelitian seluruh variabel independent dalam menjelaskan bahwa variabel terikat hanya sebesar 12,05% dan sisanya sebesar 87,95% dijelaskan oleh variabel lain di luar model. Kata kunci : nilai tukar, tingkat suku bunga, harga minyak, harga batubara debt to equity ratio, return on asset dan firm size.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CD/551. 23 133 |
| Call Number: | TM/51/23/145 |
| NIM/NIDN Creators: | 55120120119 |
| Uncontrolled Keywords: | nilai tukar, tingkat suku bunga, harga minyak, harga batubara debt to equity ratio, return on asset dan firm size. |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.6 Investment/Investasi |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | ADELINA HASNA SETIAWATI |
| Date Deposited: | 03 Nov 2023 02:34 |
| Last Modified: | 03 Nov 2023 02:35 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/82551 |
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