Ariani, Kissy Albarrozza (2019) Pengaruh Faktor Fundamental Terhadap Return Saham (Studi Pada Perusahaan Retail Yang Terdaftar Di Bursa Efek Indonesia 2012 - 2017). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh fundamental perusahaan yaitu rasio keuangan, sales growth, dan firm size terhadap return saham perusahaan retail yang terdaftar di Bursa Efek Indonesia (BEI) selama periode 2012-2017, baik secara parsial maupun simultan. Variabel Independen yang diteliti yaitu Return on Equity (ROE), Debt to Equity ratio (DER), Current Ratio (CR), Price Earning Ratio (PER), Total Assets Turnover (TATO), sales growth, dan firm size, sedangkan variabel dependennya yaitu return saham. Populasi dalam penelitian ini adalah perusahaan retail yang terdaftar di Bursa Efek Indonesia (BEI) selama periode 2012-2017. Sampel penelitian sebanyak 9 perusahaan retail yang diperoleh dengan teknik purposive sampling. Teknik pengumpulan data yang digunakan adalah dokumentasi. Metode analisis data dengan regresi linier berganda. Berdasarkan hasil pengujian dapat disimpulkan bahwa Return On Equity (ROE) dan sales growth masing-masing berpengaruh positif dan signifikan terhadap return saham. Debt To Equity Ratio (DER), Current Ratio (CR), dan firm size masing-masing berpengaruh negatif dan signifikan terhadap retun saham, sedangkan Price Earning Ratio (PER) dan Total Asset Turn Over (TATO) tidak berpengaruh terhadap return saham.
English Abstract
This study aimed to determine the effect of company’s fundamental factor namely financial ratios, sales growth, and firm size on stock returns of retail company listed in Indonesia Stock Exchange (IDX) during the period 2012-2017, either partially or simultaneously. Independent variabel studied were Return on Equity (ROE), Debt to Equity ratio (DER), Current Ratio (CR), Price Earning Ratio (PER), Total Assets Turnover (TATO), sales growth, and firm size while dependent variabel is stock return. The population in this study were retail companies listed in Indonesia Stock Exchange (IDX) during the period 2012- 2017. Samples were 9 manufacture companies that obtained by using purposive sampling method. Data collection techniques used were documentation. Methods used for data analysis performed by multiple linear regression. The result of multiple linear regression analysis used in this study concludes that Return on Equity (ROE) and sales growth have positive and significant correlations with stock return. Debt to Equity ratio (DER), Current Ratio (CR), and firm size have negative and significant correlations with stock return. However, Price Earning Ratio (PER) and Total Assets Turnover (TATO) does not affect stock return.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/524/051908093 |
| Uncontrolled Keywords: | Return on Equity (ROE), Debt to Equity ratio (DER), Current Ratio (CR), Price Earning Ratio (PER), Total Assets Turnover (TATO), sales growth, firm size, dan return saham, Return on Equity (ROE), Debt to Equity ratio (DER), Current Ratio (CR), Price Earning Ratio (PER), Total Assets Turnover (TATO), sales growth, firm size, and stock return. |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment > 332.63 Specific forms of investment > 332.632 Securities, real estate, commodities > 332.632 2 Stocks (Shares) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Nur Cholis |
| Date Deposited: | 18 Aug 2020 03:04 |
| Last Modified: | 18 Aug 2020 03:04 |
| URI: | http://repository.ub.ac.id/id/eprint/174243 |
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