Fauzan, Yusuf (2019) Pengaruh Profitabilitas, Solvabilitas, Dan Nilai Pasar Terhadap Return Saham (Studi Pada Perusahaan Sub Sektor Food And Beverages Yang Terdaftar Di Bursa Efek Indonesia. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh masing-masing variabel terhadap Return saham pada perusahan subsektor food and beverages yang terdaftar di Bursa Efek Indonesia periode 2014-2018. Profitabilitas diproksikan melalui Return On Asset (ROA), solvabilitas diproksikan melalui Debt to Equity Ratio (DER), nilai pasar diproksikan melalui Price Earning Ratio (PER) dan Price Book Value (PBV). Jenis penelitian ini adalah explanatory research, artinya menjelaskan tentang ada tidaknya pengaruh antara variabel independen dengan variabel dependen melalui pengujian hipotesis. Data yang digunakan adalah data sekunder. Pemilihan sampel yang dilakukan dengan metode purposive sampling, sehingga dari 27 perusahaan food and beverages yang terdaftar di Bursa Efek Indonesia diperoleh 12 sampel perusahaan. Metode penelitian yang digunakan dalam penelitian ini adalah analisis regresi berganda. Hasil penelitian ini menunjukan bahwa variabel Return On Asset (ROA) dan Price Book Value (PBV) berpengaruh Positif dan signifikan terhadap return saham. Debt to Equity Ratio (DER) berpengaruh negatif dan signifikan terhadap return saham. Sedangkan Price Earning Ratio (PER) berpengaruh positif dan tidak signifikan terhadap return saham.
English Abstract
This study aims to determine the effect of each variable on stock returns in food and beverages subsector companies listed on the Indonesia Stock Exchange for the period 2014-2018. Profitability is proxied through return on assets (ROA), solvency is proxied through a debt to equity ratio (DER), market value is proxied through price-earnings ratio (PER) and price-book value (PBV). This type of research is explanatory research, which means explaining whether there is an influence between the independent variables and the dependent variable through hypothesis testing. The data used is secondary data. Sample selection was done by purposive sampling method so that from 27 food and beverages companies listed on the Indonesia Stock Exchange 12 samples were obtained. The research method used in this study is the multiple regression analysis.The results of this study indicate that the Return On Asset (ROA) and Price Book Value (PBV) variables have a positive and significant effect on stock returns. Debt to Equity Ratio (DER) has a negative and significant effect on stock returns. while Price Earning Ratio (PER) has a positive and not significant effect on stock returns.
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/305/051907890 |
| Uncontrolled Keywords: | Profitabilitas, Solvabilitas, Nilai Pasar, ROA, DER, PER, PBV Return Saham, Profitabilitas, Solvabilitas, Nilai Pasar, ROA, DER, PER, PBV Return Saham |
| 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 03:05 |
| Last Modified: | 18 Aug 2020 03:05 |
| URI: | http://repository.ub.ac.id/id/eprint/174853 |
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