ANALISIS PENGARUH FAKTOR-FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIS TERHADAP HARGA SAHAM PADA PERUSAHAAN BERKAPITALISASI BESAR YANG TERDAFTAR DI BEI PERIODE 2015-2019

Manullang, Jesmika Tionaria (2025) ANALISIS PENGARUH FAKTOR-FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIS TERHADAP HARGA SAHAM PADA PERUSAHAAN BERKAPITALISASI BESAR YANG TERDAFTAR DI BEI PERIODE 2015-2019. S1 thesis, Universitas Mercu Buana Jakarta - Menteng.

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Abstract

Harga saham adalah nilai saham di pasar modal yang dinyatakan dengan mata uang saat berlangsung jual-beli di bursa saham. Banyak faktor yang mempengaruhi harga saham diantaranya faktor-faktor fundamental seperti ROE, PBV, EPS, DPR serta faktor risiko sistematis. Penelitian ini merupakan penelitian kuantitatif yang bertujuan untuk menguji pengaruh faktor-faktor fundamental dan teknikal terhadap harga saham perusahaan kapitalisasi besar IDX30 yang terdaftar di BEI periode 2015-2019, dimana data yang diproleh diwujudkan dalam bentuk data sekunder yang diperoleh dari laporan keuangan perusahaan. Populasi penelitian adalah perusahaan kapitalisasi besar IDX30 yang terdaftar di Bursa Efek Indonesia pada tahun 2015-2019. Penentuan sampel menggunakan metode purposive sampling dengan kriteria khusus sehingga diperoleh 16 perusahaan selama 5 tahun (2015-2019) sehingga terdapat 80 emite data valid. Instrumen pengumpulan data menggunakan metode dokumentasi data sekunder beurpa time series dan analisis data menggunakan regresi linier berganda. Hasil penelitian membuktikan bahwa Return On Equity (ROE), Price to Book Value (PBV), Earning per share (EPS), Divident Payout Ratio (DPR) serta risiko sistematis secara simultan memberi pengaruh signifikan dan positif terhadap variabel terikat (Harga saham). Hal ini diindikasikan oleh nilai F-hitung (27.005) > F-tabel (2.25) dan sig-p (0,000) < 0,05. Return On Equity (ROE) secara parsial berpengaruh signifikan terhadap Harga saham. Hal ini diindikasikan oleh nilai t-hitung X1 (3.341) > t-tabel (2.01) dan p-value (0.001) <0,05. Price to Book Value (PBV) secara parsial berpengaruh signifikan terhadap Harga saham. Hal ini diindikasikan oleh nilai Nilai t-hitung X2 (3.255) > t-tabel (2.01) dan p-value (0.002) 0,05. Earning per share (EPS) secara parsial berpengaruh signifikan terhadap Harga saham. Hal ini diindikasikan oleh nilai t-hitung X3 (2.558) > t-tabel (2.01) dan p-value (0,013) <0,05. Divident Payout Ratio (DPR) secara parsial berpengaruh signifikan terhadap Harga saham. Hal ini diindikasikan oleh nilai t-hitung X4 (6.678) > t-tabel (2.01) dan p-value (0,000) <0,05. Risiko sistematis secara parsial berpengaruh signifikan terhadap Harga saham. Hal ini diindikasikan oleh nilai t-hitung X5 (2.087) > t-tabel (2.01) dan p-value (0,040) < 0,05. Disarankan agar pihak perusahaan Berkapitalisasi Besar Yang Terdaftar Di BEI lebih memperhatikan aspek aspek yang mempengaruhi Harga saham sehingga harga saham dapat lebih ditingkatkan Share price is the value of shares in the capital market which is expressed in currency when buying and selling takes place on the stock exchange. Many factors influence stock prices including fundamental factors such as ROE, PBV, EPS, DPR and systematic risk factors. The present study is a quantitative study that aims to examine the influence of fundamental and technical factors on the stock price of large capitalization companies IDX30 which are listed on the IDX for the 2015-2019 period, where the data obtained is manifested in the form of secondary data obtained from the company's financial statements. The study population is the large capitalization company IDX30 which is listed on the Indonesia Stock Exchange in 2015-2019. Determination of the sample using purposive sampling method with special criteria in order to obtain 16 companies for 5 years (2015- 2019) so that there are 80 valid data emites. The data collection instrument used secondary data documentation method beurpa time series and data analysis used multiple linear regression. The results of the study shown that Return On Equity (ROE), Price to Book Value (PBV), Earning per share (EPS), Divident Payout Ratio (DPR) and systematic risk simultaneously have a significant and positive influence on the dependent variable (stock price). It is indicated by F-count (27.005)> F-table (2.25) and sig-p (0.000) <0.05. Return on equity (ROE) partially has a significant effect on stock prices. It is indicated by t-value X1 (3.341)> t-table (2.01) and the p-value (0.001) <0.05. Partially Price to Book Value (PBV) has a significant effect on stock prices. It is indicated by the t-count X2 (3.255)> t- table (2.01) and the p-value (0.002) 0.05. Partially, Earning per share (EPS) has a significant effect on stock prices. It is indicated by t-value X3 (2.558)> t-table (2.01) and the p-value (0.013) <0.05. Partially, the Divident Payout Ratio (DPR) has a significant effect on stock prices. It is indicated by t-value of X4 (6,678)> t-table (2.01) and the p- value (0,000) <0.05. Partially systematic risk has a significant effect on stock prices. It is indicated by t-value of X5 (2.087)> t-table (2.01) and the p-value (0.040) <0.05. It is recommended that the large capitalized companies listed on the IDX pay more

Item Type: Thesis (S1)
NIM/NIDN Creators: 43215110544
Uncontrolled Keywords: Faktor Fundamental, risiko sistematis, harga saham determinants, fundamental factors, systematic risk, stock prices
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi > 657.7 Accounting for Specific Phases of Business Activity/Akuntansi Khusus yang Berkaitan dengan Bidang Bisnis > 657.76 Capital Accounting/Akuntansi Modal
Divisions: Fakultas Ekonomi dan Bisnis > Akuntansi
Depositing User: ZAIRA ELVISIA
Date Deposited: 07 Oct 2025 02:58
Last Modified: 07 Oct 2025 02:58
URI: http://repository.mercubuana.ac.id/id/eprint/98859

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