PANDEAN, CLAUDIA NATHALIA (2021) ANALISA PENGARUH MANAJEMEN RISIKO KREDIT TERHADAP RETURN SAHAM PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA 2014 – 2018. S2 thesis, Universitas Mercu Buana Jakarta.
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Abstract
The purpose of this study is to analyze the effect of financial performance on stock return of banking companies listed on the Indonesian stock exchange 2014 - 2018. The sampling method used in this study is purposive sampling. The study population was 33 banking industries that issued annual reports in the period 2014 - 2018. The data analysis method used in the study was descriptive statistics and panel data regression which was a combination of cross section and time series data. Data cross section is data from 32 of the 45 banking industry banking industry listed on Indonesia stock Exchange and the data time series from the years 2014-2018. The data used in panel data regression with Eviews software program. The independent variables in this study are Capital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR) and Credit Growth simultaneously have an effect on Stock Returns in banks listed on the Indonesia Stock Exchange. Partially, the independent variable Capital Adequacy Ratio (CAR), Non Performing Loan (NPL) and Credit Growth have a significant positive effect on Stock Returns. While the independent variable Loan to Deposit Ratio (LDR) has a significant negative effect on Stock Returns in this study. Kata Kuncinya : Capital Adequasi Ratio (CAR), Non Performing Loan (NPL), Loan to Deposito Ratio (LDR), Pertumbuhan Kredit dan Return Saham Tujuan dari penelitian ini adalah untuk menguji dan menganalisis pengaruh manajemen risiko kredit terhadap return saham perusahaan perbankan yang terdaftar di bursa efek indonesia 2014 - 2018. Metode sampling yang digunakan pada penelitian ini adalah purposive sampling. Populasi penelitian sebanyak 33 industri perbankan yang mengeluarkan annual report tahunan pada periode 2014 – 2018. Metode Analisis Data yang digunakan dalam penelitian adalah statistik deskriptif dan regresi data panel yang merupakan gabungan dari data cross section dan time series. Data cross section yaitu data dari 32 industri perbankan dari 45 industri perbankan yang terdaftar di BEI dan data time series dari tahun 2014 - 2018. Data yang digunakan dalam regresi data panel dengan program software eviews. Variabel independent dalam penelitian ini yaitu Capital Adequasi Ratio (CAR), Non Performing Loan (NPL), Loan to Deposito Ratio (LDR) dan Pertumbuhan Kredit secara simultan berpengaruh terhadap Return Saham pada bank yang terdaftar di Bursa Efek Indonesia. Secara parsial, variabel independen Capital Adequasi Ratio (CAR), Non Performing Loan (NPL) dan Pertumbuhan Kredit berpengaruh positif signifikan terhadap Return Saham. Sedangkan variabel independen Loan to Deposito Ratio (LDR) berpengaruh negatif signifikan terhadap Return Saham dalam penelitian ini. Kata Kuncinya : Capital Adequasi Ratio (CAR), Non Performing Loan (NPL), Loan to Deposito Ratio (LDR), Pertumbuhan Kredit dan Return Saham
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