Rizky, Lalu Muhammad Andilla (2019) Pengaruh Profitabilitas, Solvabilitas, Nilai Pasar, Dan Makro Ekonomi Terhadap Harga Saham (Studi pada Perusahaan Otomotif yang Terdaftar di Bursa Efek Indonesia). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui pengaruh masing-masing variabel Profitabilitas yang diproksikan oleh Return on Equity (ROE), Solvabilitas yang proksikan oleh Debt to Equity (DER), Nilai Pasar yang diproksikan oleh Earning per Share (EPS), dan Makro Ekonomi yang diukur oleh inflasi, suku bunga, dan kurs valuta asing terhadap harga saham perusahaan yang terdaftar di Bursa Efek Indonesia (BEI) pada sektor otomotif periode 2012-2017. Sampel pada penelitian ini terdiri dari 6 perusahaan otomotif yang listing di Bursa Efek Indonesia periode 2012-2017. Data yang digunakan merupakan data sekunder yang berupa laporan keuangan perusahaan yang didapatkan melalui BEI. Teknik analisis data pada penelitian ini menggunakan analisis regresi linier berganda. Hasil penelitian ini menunjukkan bahwa variabel Debt to Equity (DER), Earning per Share (EPS), dan Kurs memiliki pengaruh yang signifikan terhadap harga saham. Sedangkan variabel Return on Equity (ROE), Inflasi, dan Suku Bunga tidak memiliki pengaruh signifikan terhadap harga saham.
English Abstract
This study aims to determine the effect of each variable Profitability is proxied by Return on Equity (ROE), Solvency is proxied by Debt to Equity (DER), Market Value is proxied by Earning per Share (EPS), and Macro Economy proxied by inflation, interest rates, and foreign exchange rates on the stock prices of automotive companies listed on the Indonesia Stock Exchange (BEI) in the 2012- 2017 period. Sample of this research consist of 6 companies listed on the Indonesia Stock Exchange (IDX) in a sector Automotive for the period 2012-2017. The data used are secondary in the form of company financial statements obtained through the IDX. Data analysis techniques in this study used multiple linear regression analysis. The results of this study indicate that Debt to Equity (DER), Earning per Share (EPS), and Exchange Rates variables have a significant effect on stock prices. While Return on Equity (ROE), Inflation, and Interest Rate variables do not have a significant effect on stock prices.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/588/051911282 |
| Uncontrolled Keywords: | Profitabilitas, Solvabilitas, Nilai Pasar, Makro Ekonomi, Return On Equity, Debt to Equity, Earning per Share, Inflasi, Suku Bunga, Kurs Valuta Asing, Harga Saham-Profitability, Solvency, Market Value, Macro Economy, Return On Equity, Debt to Equity, Earning per Share, Inflation, Interest Rates, Foreign Exchange Rates, Stock Prices |
| 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) > 332.632 22 Prices |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | soegeng sugeng |
| Date Deposited: | 18 Aug 2020 03:10 |
| Last Modified: | 19 Oct 2021 06:26 |
| URI: | http://repository.ub.ac.id/id/eprint/177355 |
Preview |
Text
Lalu Muhammad Andilla Rizky.pdf Download (4MB) | Preview |
Actions (login required)
 |
View Item |