Putra, Anjasmoro Angkasa (2017) Dampak Variabel Eksternal Dan Internal Terhadap Return Saham Pada Sektor Perbankan Indonesia Tahun 2012-2016. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui dampak variabel eksternal (kurs, suku bunga pinjaman, dan inflasi) dan internal (Earning Per Share (EPS), Price Earning Ratio (PER), dan Return On Equity (ROE)) terhadap return saham pada sektor perbankan Indonesia tahun 2012-2016. Objek dalam penelitian ini adalah 15 bank yang terdaftar di Bursa Efek Indonesia (BEI). Penentuan sampel menggunakan purposive sampling yang dipilih berdasarkan beberapa pertimbangan, adapun metode analisa yang digunakan adalah model regresi data panel. Hasil penelitian ini menunjukkan bahwa variabel eksternal dan internal secara simultan memberikan dampak yang signifikan terhadap return saham. Sedangkan, secara parsial pengaruhnya berbeda-beda, dimana kurs dan inflasi berdampak negatif signifikan, suku bunga pinjaman, PER, dan ROE berdampak positif signifikan, sementara EPS berdampak negatif tidak signifikan.
English Abstract
This study aims to determine the effect of external variables (exchange rate, the loan interest rate, and inflation) and internal variables (Earning Per Share (EPS), Price Earning Ratio (PER), dan Return On Equity (ROE)) on the stock return Indonesian banking sector in the years 2012-2016. Object of this study is15 banks listed on the Indonesia Stock Exchange (IDX). Determination of the sample in this study using Purposive Sampling selected based on several considerations, as for the method of analysis used is panel regression model. These result indicate that the external and internal variables simultaneously provide a significant impact on the stock return. While partially different effect, where the exchange rate and inflation have a significant negative impact, the loan interest rate, Price Earning Ratio (PER), and Return On Equity (ROE) have a significant positive impact, while Earning Per Share (EPS) impact is negative not significant.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2017/354/051708858 |
| Uncontrolled Keywords: | Return Saham, Kurs, Suku Bunga Pinjaman, Inflasi, EPS, PER, ROE dan Regresi Data Panel. |
| 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 > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 19 Sep 2017 03:34 |
| Last Modified: | 23 Sep 2020 05:58 |
| URI: | http://repository.ub.ac.id/id/eprint/2698 |
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