Iskandar, Yusuf (2014) Pengaruh Tingkat Kesehatan Bank terhadap Return Saham pada Perbankan Bumn dan Swasta di Indonesia. Magister thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk menguji pengaruh capital, assets quality, management, earning, liquidity, sensitivity to market risk terhadap return saham pada perbankan bumn dan swasta di Indonesia. Alat analisis pada penelitian ini menggunakan analisis regresi berganda. Analisis data dilakukan pada perusahaan perbankan yang listing di BEI pada tahun 2009 - 2011. Sebanyak 19 bank yang memenuhi kriteria sebagai anggota populasi penelitian, seluruh anggota populasi digunakan menjadi sampel penelitian. Hasil penelitian ini menunjukkan capital adequacy ratio berpengaruh signifikan terhadap return saham, non performing loan tidak berpengaruh signifikan terhadap return saham, biaya operasional terhadap pendapatan operasional berpengaruh signifikan terhadap return saham, earning per share berpengaruh signifikan terhadap return saham, loan deposit ratio tidak berpengaruh signifikan terhadap return saham, dan sensitivity to market risk tidak berpengaruh signifikan terhadap return saham.
English Abstract
This study aimed to examine the effect of capital, asset quality, management, earnings, liquidity, sensitivity to market risk on stock returns bumn and private banking in Indonesia. Analytical tool in this study using multiple regression analysis. Data analysis was performed on banking companies listed on the Stock Exchange in the year 2009 to 2011. Many as 19 banks that qualify as members of the study population, all members of the population used as sample. The results of this study indicate capital adequacy ratio have a significant effect on stock returns, non-performing loans no significant effect on stock returns, operating expenses to operating income have a significant effect on stock returns, earnings per share have a significant effect on stock returns, loan-deposit ratio does not significantly influence stock returns, and sensitivity to market risk had no significant effect on stock returns.
| Item Type: | Thesis (Magister) |
|---|---|
| Identification Number: | TES/332.632 2/ISK/p/041404014 |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | S2/S3 > Magister Manajemen, Fakultas Ekonomi dan Bisnis |
| Depositing User: | Endro Setyobudi |
| Date Deposited: | 09 Sep 2014 09:45 |
| Last Modified: | 11 May 2020 11:00 |
| URI: | http://repository.ub.ac.id/id/eprint/155753 |
Actions (login required)
 |
View Item |