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Badillah, Iqlima Kian (2017) Pengaruh Variabel Fundamental Terhadap Harga Saham (Studi Pada Perusahaan Sektor Property Dan Real Estate Yang Terdaftar Di Bursa Efek Indonesia Periode 2011-2015). Sarjana thesis, Universitas Brawijaya.

Indonesian Abstract

Penelitian ini bertujuan untuk mengetahui Pengaruh Variabel Fundamental terhadap harga saham perusahaan sektor property dan real estate yang terdaftar di Bursa efek Indonesia periode 2011 hingga 2015. Variabel yang digunakan dalam penelitian ini adalah Earning Per Share (EPS), Price Earning Ratio (PER), Debt To Equity Ratio (DER), Return On Equity (ROE), Dividend Per Share (DPS). Jenis penelitian yang digunakan adalah explanatory research. Populasi dalam penelitian ini adalah perusahaan property dan real estate yang terdaftar di BEI periode 2011 hingga 2015 jam berjumlah 47 dengan menggunakan metode purposive sampling, diperoleh sampel penelitian sebanyak 13 perusahaan. Metode analisis yang digunakan adalah analisis regresi linear berganda dan pengujian hipotesis dilakukan dengan menggunakan uji f dan uji t. Hasil penelitian menunjukkan bahwa variabel EPS, PER, ROE, dan DPS secara parsial berpengaruh signifikan positif terhadap harga saham. Sedangkan variabel DER tidak berpengaruh secara signifikan dengan arah negatif terhadap harga saham. EPS, PER, DER, ROE, dan DPS secara simultan berpengaruh terhadap harga saham adalah sebesar 79,7 % sisanya 20,3 % dipengaruhi oleh variabel lain diluar kelima variabel independen yang diteliti. Variabel yang paling berpengaruh terhadap harga saham yaitu variabel PER dengan standardized coefficients beta sebesar 0,521.

English Abstract

This study aims to determine the effect of fundamental variables on the stock price of property and real estate companies listed in the Indonesia Stock Exchange in the period of 2011 to 2015. The variables of this study are Earning Per Share (EPS), Price Earning Ratio (PER), Debt to Equity Ratio (DER), Return On Equity (ROE), and Dividend Per Share (DPS). The population of this explanatory research is 47 property and real estate companies listed in the Indonesia Stock Exchange from 2011 to 2015. Using purposive sampling, 13 companies were selected as the sample. The analytical methods used in this research are multiple linear regression and hypothesis testing through t test. The results show that EPS, PER, ROE, and DPS partially have a significant positive effect on stock price. However, DER has insignificant negative effect on stock price. EPS, PER, DER, ROE, and DPS simultaneously influence stock price at 79.7%. The remaining 20.3% is influenced by other variables that are not mentioned in this study. The most influential variable on stock price is PER, with standardized beta coefficients od 0.521.

Other Language Abstract

UNSPECIFIED

Item Type: Thesis (Sarjana)
Identification Number: SKR/FE/2017/539/051710514
Uncontrolled Keywords: harga saham, Earning Per Share, Price Earning Ratio, Debt To Equity Ratio, Return On Equity, Dividend Per Share, stock price, earning per share, price earning ratio, debt to equity ratio, return on equity, dividend per share.
Subjects: 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.64 Exchange of securities and commodities; speculation > 332.642 Exchange of securities
Divisions: Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User: Nur Cholis
URI: http://repository.ub.ac.id/id/eprint/6831
Text
Iqlima Kian Badillah.pdf

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