DETERMINAN RETURN SAHAM PADA PERUSAHAAN PROPERTI DAN REAL ESTATE DI BURSA EFEK INDONESIA PERIODE TAHUN 2015 – 2019

AMRULLAH, DANI FAHMI (2021) DETERMINAN RETURN SAHAM PADA PERUSAHAAN PROPERTI DAN REAL ESTATE DI BURSA EFEK INDONESIA PERIODE TAHUN 2015 – 2019. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

The purpose of this study was to analyze the effect of independent variables such as interest rates (BI Rate), exchange rates (Exchange rate), commercial property price index (CPI), Return on assets (ROA), debt to equity ratio (DER) and current ratio (CR) on the dependent variable, namely stock Returns from 2015 to 2019. The research sample determined was 25 companies from 36 companies in the property and real estate industry sector listed on the Indonesia Stock Exchange using purposive sampling technique. This research uses panel data regression test and the Eviews 10 program. This type of research is a quantitative research with a causal approach method with time series data. The results of this study indicate that thevariable debt to equity ratio, commercial property price index and current ratio has no effect on stock Returns, while interest rates have a significant positive effect on stock Returns and exchange rate variables and Return on assets have a significant negative effect on stock Returns. The contribution of all independent variables in explaining that the dependent variable is only 24.17%, the remaining 75.83% is explained by other variables outside the model. Keywords: Interest Rate (BI Rate), Exchange Rate (Exchange Rate), Commercial Property Price Index (CPI), Return On Assets (ROA), Debt to Equity Ratio (DER), Current Ratio (CR), Stock Return. Tujuan dari penelitian ini adalah untuk menganalisis pengaruh variabel independen seperti suku bunga (BI Rate), nilai tukar (Kurs), indeks harga properti komersial (IHPK), Return on assets (ROA), debt to equity ratio (DER) dan current ratio (CR) terhadap variabel dependen yaitu Return saham pada tahun 2015 sampai tahun 2019. Sampel penelitian yang ditentukan sebanyak 25 perusahaan dari 36 perusahaan di sektor industri properti dan real estate yang terdaftar di Bursa Efek Indonesia dengan teknik purposive sampling. Penelitian ini menggunakan uji regresi data panel dan dengan program Eviews 10. Jenis penelitian ini adalah penelitian kuantitatif dengan metode pendekatan kausalitas dengan data time series. Hasil penelitian ini menunjukan bahwa variabel debt to equity ratio, indeks harga properti komersial dan current ratio tidak berpengaruh terhadap Return saham, sedangkan suku bunga berpengaruh positif signifikan terhadap Return saham dan variabel nilai tukar dan Return on asset berpengaruh negatif signifikan terhadap Return saham. Kontribusi variabel seluruh variabel independen dalam menjelaskan bahwa variabel terikat hanya sebesar 24,17% sisanya sebesar 75,83% dijelaskan oleh variabel lain di luar model. Kata Kunci : Suku Bunga (BI Rate), Nilai Tukar (Kurs), Indeks Harga Properti Komersial (IHPK), Return On Assets (ROA), Debt to Equity Ratio (DER), Current Ratio (CR), Return Saham.

Item Type: Thesis (S2)
NIM/NIDN Creators: 55119110088
Uncontrolled Keywords: Suku Bunga (BI Rate), Nilai Tukar (Kurs), Indeks Harga Properti Komersial (IHPK), Return On Assets (ROA), Debt to Equity Ratio (DER), Current Ratio (CR), Return Saham.
Subjects: 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.5 Management of Production/Manajemen Produksi
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.6 Quality Management/Manajemen Kualitas
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.7 Management of Supplies/Manajemen Persediaan
600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum > 658.8 Marketing, Management of Distribution/Marketing, Manajemen Distribusi
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Dede Muksin Lubis
Date Deposited: 19 Mar 2022 05:18
Last Modified: 19 Mar 2022 05:18
URI: http://repository.mercubuana.ac.id/id/eprint/58394

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