ALAM, UCU SIROJUL (2014) PENGARUH RASIO LAPORAN KEUANGAN SEBAGAI BAGIAN FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM DI PASAR MODAL UNTUK PERIODE 2011-2013. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.
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Abstract
Penelitian ini bertujuan untuk menganalisis pengaruh rasio laporan keuangan sebagai bagian faktor fundamental terhadap return saham di pasar modal untuk periode 2011-2013. Rasio yang digunakan adalah Current Ratio (CR), Earning Per Share (EPS), Book Value (BV), Return on Asset (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Dividen Payout Ratio (DPR) dan Debt Equity Ratio (DER). Permasalahan dalam penelitian ini muncul karena adanya Research Gap dari penelitian terdahulu yang dapat dilihat dengan adanya kesimpulan yang berbeda dan bertolak belakang antara hasil yang satu dengan hasil penelitian yang lainnya. Metode analisis data yang digunakan adalah regresi linear berganda. Pengujian hipotesis dilakukan dengan uji statistik yaitu uji simultan (uji f) dan uji parsial (uji t). Sampel penelitian adalah terdiri dari 45 perusahaan saham dalam kelompok LQ-45 yang terdaftar di Bursa Efek Indonesia periode dari tahun 2011 sampai dengan tahun 2013. Analisis hasil regresi dilakukan setelah model tidak mengalami gejala-gejala asumsi klasik seperti multikolinearitas, autokorelasi, dan heteroskedastisitas. Hasil penelitian membuktikan bahwa Current Ratio (CR), Earning Per Share (EPS), Book Value (BV), Return on Asset (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Dividen Payout Ratio (DPR) dan Debt Equity Ratio (DER) secara simultan berpengaruh terhadap variable dependen yaitu return saham di Bursa Efek Indonesia. Sedangkan secara parsial, membuktikan bahwa EPS, ROE, NPM dan DPR berpengaruh secara signifikan terhadap return saham. Sedangkan CR, BV, ROA dan DER tidak berpengaruh terhadap return saham. Kata kunci: CR, EPS, BV, ROA, ROE, NPM, DPR, DER dan Return Saham. This research aim to analyze influence of Current Ratio (CR), Earning Per Share (EPS), Book Value (BV), Return on Asset (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Dividen Payout Ratio (DPR) dan Debt Equity Ratio (DER) to Return of Share. Problem of this research arise due to previous research gap with different and conflicting conclusions among former research. Multiple regression analysis was performed with the classical assumption test and had free multicollinearity, autocorrelation and heteroscedasticity. The sample was composed of 45 companies in the group LQ-45 that are listed in the Indonesia Stock Exchange for period 2011 - 2013. The test simultaneously (F test) proves that Current Ratio (CR), Earning Per Share (EPS), Book Value (BV), Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Dividend Payout Ratio (DPR ) and Debt Equity Ratio (DER) have a significant effect on the dependent variable of the stock return. While the tests partially (T test) prove that the EPS, ROE, NPM and DPR have a significant effect on the dependent variable of stock return. On the contrary CR, BV, ROA and DER had no significant effect on the dependent variable of stock return. Keywords: CR, EPS, BV, ROA, ROE, NPM, DER and Stock Return.
| Item Type: | Thesis (S2) |
|---|---|
| Call Number CD: | CDT-555-14-004 |
| Call Number: | TA/55/15/017 |
| NIM/NIDN Creators: | 55512120078 |
| Uncontrolled Keywords: | CR EPS BV ROA ROE NPM DER and STOCK RETURN CR EPS BV ROA ROE NPM DPR DER dan RETURN SAHAM, akeu, akuntansi keuangan |
| Subjects: | 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 657 Accounting/Akuntansi |
| Divisions: | Pascasarjana > Magister Akuntansi |
| Depositing User: | Admin Perpus UMB |
| Date Deposited: | 21 Aug 2015 10:36 |
| Last Modified: | 07 Jul 2022 02:34 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/13933 |
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