PENGARUH RETURN ON ASSET, DEBT TO EQUITY RATIO, PRICE TO BOOK VALUE, DAN FIRM SIZE TERHADAP RETURN SAHAM PADA SEKTOR TRANSPORTASI DAN LOGISTIK

SARASWATI, ANISA NIA (2023) PENGARUH RETURN ON ASSET, DEBT TO EQUITY RATIO, PRICE TO BOOK VALUE, DAN FIRM SIZE TERHADAP RETURN SAHAM PADA SEKTOR TRANSPORTASI DAN LOGISTIK. S1 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This study aims to analyze the effect of return on asset, debt to equity ratio, price to book value, and firm size on stock returns in the transportation and logistics sector. The population in this study were all 30 companies in the transportation and logistics sector. The sample used as many as 6 companies that are in accordance with the criteria set by the researcher. Sampling using purposive sampling method. The data source used is secondary data in the form of annual financial reports of transportation and logistics sector companies on the IDX in the 2016-2021 period. The research method used is casuality research using panel data regression through the Eviews program. In this study the results of a more precise model is the Common Effect Model. This study proves that return on assets have a positive significant effect on stock returns, price to book value have a positive significant effect on stock returns, and firm size have a positive significant effect on stock returns, while the debt to equity ratio has no effect on stock returns. Keywords: return on asset, debt to equity ratio, price to book value, firm size, and stock return. Penelitian ini bertujuan untuk menganalisis pengaruh return on asset, debt to equity ratio, price to book value, dan firm size terhadap return saham pada sektor transportasi dan logistik. Populasi dalam penelitian ini adalah seluruh perusahaan sektor transportasi dan logistik sebanyak 30 perusahaan. Sampel yang dipergunakan sebanyak 6 perusahaan yang sudah sesuai dengan kriteria yang ditetapkan peneliti. Pengambilan sampel menggunakan metode purposive sampling. Sumber data yang yang digunakan merupakan data sekunder yang berupa laporan keuangan tahunan perusahaan sektor transportasi dan logistik di BEI pada periode 2016-2021. Metode penelitian yang digunakan adalah penelitian kausalitas dengan menggunakan regresi data panel melalui program Eviews. Pada penelitian ini diperoleh hasil model yang lebih tepat adalah Common Effect Model. Penelitian ini membuktikan bahwa return on asset berpengaruh positif signifikan terhadap return saham, price to book value berpengaruh positif signifikan terhadap return saham, dan firm size berpengaruh positif signifikan terhadap return saham, sedangkan debt to equity ratio tidak berpengaruh terhadap return saham. Kata kunci: return on asset, debt to equity ratio, price to book value, firm size, dan return saham.

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