Pengaruh Price to Book Value (PBV), Debt to Equity Ratio (DER), dan Return on Equity (ROE) Terhadap Harga Saham (Studi Pada Perusahaan Sektor Infrastruktur, Transportasi dan Logistik Yang Tercatat di Bursa Efek Indonesia Periode 2019-2022).

Vandri, Dicky and Sri Sulasmiyati, S.Sos., M.AP. (2023) Pengaruh Price to Book Value (PBV), Debt to Equity Ratio (DER), dan Return on Equity (ROE) Terhadap Harga Saham (Studi Pada Perusahaan Sektor Infrastruktur, Transportasi dan Logistik Yang Tercatat di Bursa Efek Indonesia Periode 2019-2022). Sarjana thesis, Universitas Brawijaya.

Abstract

Penelitian ini memiliki tujuan untuk mengetahui pengaruh Price to Book Value (PBV), Debt to Equity Ratio (DER), dan Return on Equity (ROE) terhadap Harga Saham yang dilakukan secara simultan dan parsial. Pada penelitian ini populasinya adalah perusahaan sektor infrastruktur, transportasi dan logistik yang tercatat di Bursa Efek Indonesia Periode 2019-2022, dengan jenis penelitian yaitu explanatory research menggunakan pendekatan kuantitatif. Penelitian ini menggunakan teknik pengambilan sampel dengan cara purposive sampling yang menghasilkan 18 perusahaan yang sesuai dengan kriteria (1) Perusahaan sektor jasa infrastruktur, transportasi dan logistik yang terdaftar di Bursa Efek Indonesia secara terus-menerus pada periode 1 Januari 2019 sampai 31 Desember 2022; (2) Perusahaan yang dimaksud memiliki informasi laporan keuangan lengkap dari tahun 2019-2022 yang berkaitan dengan pengukuran variabel-variabel yang digunakan dalam penelitian ini. Pada penelitian ini menggunakan analisis data yaitu analisis statistik deskriptif dan analisis statistik inferensial berupa uji asumsi klasik, analisis linier berganda, koefisien determinasi (R2), Uji F, dan Uji t dengan menggunakan aplikasi SPSS 26. Hasil pada penelitian menunjukkan (1) Price to Book Value (PBV), Debt to Equity Ratio (DER), dan Return on Equity (ROE) secara simultan berpengaruh signifikan terhadap harga saham (2) Price to Book Value (PBV) memiliki pengaruh yang signifikan terhadap harga saham (3) Debt to Equity Ratio (DER) tidak berpengaruh signifikan terhadap harga saham (4) Return on Equity (ROE) tidak berpengaruh signifikan terhadap harga saham. Hal ini berdasarkan hasil uji koefisien determinasi (R2) sebesar 8,7%. Artinya sebesar 8,7% variabel harga saham dipengaruhi Price to Book Value (PBV), Debt to Equity Ratio (DER), dan Return on Equity (ROE). Sisanya sebesar 91,3% dipengaruhi oleh variabel lain diluar ketiga variabel bebas yang peneliti teliti.

English Abstract

The purpose of this research is to determine the simultaneous and partial influence of Price to Book Value (PBV), Debt to Equity Ratio (DER), and Return on Equity (ROE) on Stock Prices. The population of this study consists of companies in the infrastructure, transportation, and logistics sector listed on the Indonesia Stock Exchange for the period 2019-2022. The research type is explanatory research using a quantitative approach. This study employs purposive sampling technique, resulting in 18 companies that meet the criteria: (1) Companies in the infrastructure, transportation, and logistics sector continuously listed on the Indonesia Stock Exchange from January 1, 2019, to December 31, 2022; (2) Companies that possess complete financial statement information from 2019-2022 related to the measurement of variables used in this study. This study utilizes data analysis techniques including descriptive statistical analysis and inferential statistical analysis such as classical assumption tests, multiple linear analysis, coefficient of determination (R2), F-test, and t-test, conducted using SPSS 26 application. The findings of the research indicate: (1) Price to Book Value (PBV), Debt to Equity Ratio (DER), and Return on Equity (ROE) collectively have a significant influence on stock prices; (2) Price to Book Value (PBV) has a significant influence on stock prices; (3) Debt to Equity Ratio (DER) does not have a significant influence on stock prices; (4) Return on Equity (ROE) does not have a significant influence on stock prices. This is based on the coefficient of determination (R2) test result of 8.7%. This means that 8.7% of the variation in stock prices is influenced by Price to Book Value (PBV), Debt to Equity Ratio (DER), and Return on Equity (ROE). The remaining 91.3% is influenced by other variables beyond the three independent variables studied by the researcher.

Item Type: Thesis (Sarjana)
Identification Number: 0523030504
Uncontrolled Keywords: Price to Book Value (PBV), Debt to Equity Ratio (DER), Return on Equity (ROE), dan Harga Saham.
Divisions: Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga
Depositing User: Endang Susworini
Date Deposited: 10 Jan 2024 02:32
Last Modified: 10 Jan 2024 02:32
URI: http://repository.ub.ac.id/id/eprint/206927
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