Chandra, YulianAde (2013) Analisis Variabel Yang Mempengaruhi Beta Saham : (Studi Pada Perusahaan Yang Terdaftar Di Jakarta Islamic Index Bursa Efek Indonesia). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui bagaimana pengaruh variabel fundamental hingga risiko pasar atau risiko sistematis dalam saham konstituen Indeks Islam Jakarta (JII) di Bursa Efek Indonesia. Variabel independen yang digunakan dalam penelitian ini adalah leverage, pembayaran dividen, variabilitas pendapatan dan pertumbuhan aset. Sambil mengukur risiko pasar adalah beta. Penelitian ini menggunakan analisis regresi linier berganda. Untuk menghindari masalah asumsi klasik, penelitian ini menggunakan Regression Double Log Model. Populasi yang digunakan dalam penelitian ini adalah semua 30 saham konstituen JII, sedangkan hasil purposive sampling adalah 14 saham. Hasil penelitian ini menunjukkan bahwa semua variabel independen secara bersamaan mempengaruhi stok beta. Sedangkan dalam leverage parsial berpengaruh positif dan signifikan pada stok beta dan variabel pembayaran dividen secara negatif dan signifikan terhadap stok beta.
English Abstract
This study aims to determine how the influence of fundamental variables to market risk or systematic risk in the constituent stocks of the Jakarta Islamic Index (JII) in Indonesia Stock Exchange. Independent variables used in this study is leverage, dividend payout, earnings variability and asset growth. While measuring market risk is beta. This study uses multiple linear regression analysis. To avoid the problems of the classical assumptions, this study used regression Double Log model. The population used in this study are all the 30 constituent stocks of JII, while the result of purposive sampling is 14 stocks. Results of this study indicate that all the independent variables simultaneously affect the stock beta. Whereas in partial leverage positively and significantly effect on beta stocks and dividend payout variable is negatively and significantly effect on beta stocks.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2013/265/051306022 |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Endang Susworini |
| Date Deposited: | 18 Jul 2013 10:30 |
| Last Modified: | 19 Oct 2021 01:47 |
| URI: | http://repository.ub.ac.id/id/eprint/106679 |
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