Fairus, Sakka Yuliananda (2019) Analisis Pengaruh Leverage, Profitabilitas, Aktivitas, Dan Rasio Pasar Terhadap Return Saham (Studi Pada Perusahaan Property Dan Real Estate Yang Terdaftar Di Bursa Efek Indonesia Tahun 2013-2017). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh Leverage, Profitabilitas, Aktivitas, dan Pasar terhadap Return Saham perusahaan property dan real estate yang terdaftar di Bursa Efek Indonesia tahun 2013-2017. Variabel independen dalam penelitian diukur oleh DER, ROA, TATO, dan EPS. Sedangkan variabel dependennya yaitu Return Saham. Penelitian ini dilakukan dengan metode kuantitatif terhadap laporan keuangan perusahaan property dan real estate selama periode 2013-2017. Total sampel penelitian adalah 8 perusahaan. Alat uji yang digunakan untuk menguji instrumen penelitian ini berupa uji asumsi klasik (uji normalitas) dan uji BLUE (uji multikolinearitas, uji autokorelasi, dan uji heteroskedastisitas). Pengujian terhadap hipotesis dilakukan dengan model regresi linier berganda, uji t, dan koefisien determinasi (adjusted R2). Hasil penelitian ini menunjukkan bahwa Leverage yang diukur oleh Debt to Equity Ratio, Profitabilitas yang diukur oleh Return On Assets, Aktivitas yang diukur oleh Total Assets Turnover, dan Rasio Pasar yang diukur oleh Earning Per Share berpengaruh signifikan terhadap Return Saham.
English Abstract
This study aims to identify the influence of leverage, profitability, activity, and market on the stock return of property and real estate companies listed in the Indonesia Stock Exchange in the period of 2013-2017. The independent variables are DER, ROA, TATO, and EPS, while the dependent variable is stock return. This study was conducted using quantitative method on the financial reports of eight sample property and real estate companies during 2013-2017. The instruments of this study were assessed using classical assumption test (normality test) and BLUE test (multicollinearity, autocorrelation, and heteroscedasticity tests). The hypotheses were assessed using multiple linear regression analysis, t test, and coefficient of determination (adjusted R2). The results of this study show that leverage measured through DER, profitability measured through ROA, activity measured through TATO, and market measured through EPS significantly influence stock return.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/222/051903596 |
| Uncontrolled Keywords: | investment, property and real estate, leverage, profitability, activity, market, stock return |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.7 Management of materials > 658.78 Internal control of material and physical distribution |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Endang Susworini |
| Date Deposited: | 24 Jul 2020 01:15 |
| Last Modified: | 24 Jul 2020 01:15 |
| URI: | http://repository.ub.ac.id/id/eprint/170145 |
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