Pengaruh Variabel Fundamental dan Teknikal terhadap Harga Saham (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia)

Astutik, EvaDwi (2014) Pengaruh Variabel Fundamental dan Teknikal terhadap Harga Saham (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia). Magister thesis, Universitas Brawijaya.

Abstract

Penelitian ini bertujuan untuk menganalisis pengaruh faktor-faktor fundamental dan teknikal terhadap harga saham. Variabel yang digunakan dalam penelitian ini adalah Debt Equity Ratio, Return On Equity, Price Earning Ratio, suku bunga, dan nilai tukar. Analisis data yang dilakukan pada perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia periode 2007-2011. Hasil dari analisis data menggunakan analisis regresi berganda menunjukkan bahwa variabel Debt Equity Ratio berpengaruh negatif terhadap harga saham. Variabel Price Earning Ratio dan nilai tukar berpengaruh positif terhadap harga saham. Sedangkan variabel suku bunga dan nilai tukar tidak mempunyai pengaruh terhadap harga saham.

English Abstract

This study aims to analyze the influence of fundamental and technical variables on stock prices. The variables used in this study is Debt Equity Ratio, Return on Equity, Price Earning Ratio, interest rates, and exchange rates. Data analysis was performed on 45 manufacturs companies listed in Indonesia stock Exchange during 2007-2011 and the methodology used was multiple analysis regression. Result of data analysys using multiple analysis regression showed that Debt Equity Ratio has negatif effect to stock price. Price Earning Ratio and exchange rate have positive effect to stock prices, Result of this studi also found that interest rates and the exchange rates has no effect on stock prices.

Item Type: Thesis (Magister)
Identification Number: TES/332.632 22/AST/p/041407343
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: 11 Nov 2014 09:05
Last Modified: 11 Nov 2014 09:05
URI: http://repository.ub.ac.id/id/eprint/155767
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