Rizanti, Erika Diana (2017) Pengaruh Tingkat Suku Bunga, Current Ratio, Debt to Equity Ratio, dan Return On Equity Terhadap Harga Saham (Studi pada perusahaan LQ45 di Bursa Efek Indonesia (BEI) periode Februari 2013–Januari 2016). Sarjana thesis, Universitas Brawijaya.
Abstract
Perdagangan saham saat ini telah mengalami kemajuan yang sangat pesat. Hal ini dapat terjadi karena adanya kemajuan teknologi informasi. Kemajuan teknologi informasi telah banyak membantu transaksi di pasar modal. Para investor berinvestasi ke pasar modal sehingga terjadi peningkatan pembelian saham, yang berarti kenaikan pada IHSG. Lingkungan ekonomi makro merupakan lingkungan yang mempengaruhi operasi perusahaan sehari-hari. Kemampuan investor dalam memahami dan meramalkan kondisi ekonomi makro dimasa mendatang akan sangat berguna dalam pembuatan keputusan investasi yang menguntungkan. Untuk mengetahui pengaruh secara parsial tingkat suku bunga, current ratio, debt to equity ratio, dan return on equity terhadap harga saham pada perusahaan LQ45. Untuk mengetahui pengaruh secara simultan tingkat suku bunga, current ratio, debt to equity ratio, dan return on equity terhadap harga saham pada perusahaan LQ45. Penelitian ini menggunakan jenis penelitian explanatory (penelitian penjelasan) dengan pendekatan kuantitatif. Sampel yang digunakan dalam penelitian ini termasuk dalam daftar perusahaan yang terdaftar di LQ45. Data dengan periode pengamatan (t)= tiga tahun (2013-2015) dan N= 25 perusahaan. Hasil penelitian menunjukkan nilai beta suku bunga sebesar 0,015 yang berarti bahwa apabila variabel independen lainnya tetap, maka kenaikan suku bunga akan menaikkan harga saham. Nilai beta current ratio sebesar 0,235 yang berarti bahwa apabila variabel independen lainnya tetap, maka kenaikan current ratio akan menaikan harga saham. Nilai beta debt to equity ratio sebesar -0,083 yang berarti bahwa apabila variabel independen lainnya tetap, maka kenaikan debt to equity ratio akan menurunkan harga saham. Nilai adjusted R-squared sebesar 0,011. Berarti 0,011 perubahan harga saham (Y) dipengaruhi oleh suku bunga, current ratio, debt to equity ratio, dan return on equity. Jadi, harga saham perusahaan LQ45 dipengaruhi oleh variabel diluar model analisis. Nilai F hitung sebesar 11,206, dari tabel pada taraf nyata atau derajat bebas (: 0,05) diperoleh F tabel sebesar 2,48 karena F hitung > F tabel. Jadi disimpulkan bahwa suku bunga, current ratio, debt to equity ratio, dan return on equity secara simultan berpengaruh terhadap harga saham pada perusahaan LQ45 yang listing di Bursa Efek Indonesia.
English Abstract
Current stock trading has experienced very rapid progress. This can occur due to advances in information technology. Advances in information technology have helped many transactions in the capital markets. Investors investing into the stock market so that an increase in stock purchases, which means a rise in IHSG. Macro economic environment is an environment that affect company operations daily. The ability of investors in understanding and predicting future macro economic conditions will be very useful in making profitable investment decisions. To find out the partial influence of interest rate, current ratio, debt to equity ratio, and return on equity against the stock price on the company's LQ45. To find out the simultaneous influence of interest rate, current ratio, debt to equity ratio, and return on equity against the stock price on the company's LQ45. This research is explanatory research type of use with a quantitative approach. The sample used in this study are included in the list of companies listed on the LQ45. Data with a period of observations (t) = three years (2013-2015) and N = 25 companies. The results showed the value of the beta of interest rate of 0,015 which means that when other independent variables constant, then rising interest rates would raise the stock price. Current ratio beta of 0.235 which means that when other independent variables constant, then the increase in current ratio will increase the stock price. Debt to equity ratio beta value of -0,083 which means that when other independent variables constant, the increase in the debt to equity ratio will lower the price of the stock. Adjusted R-squared of 0,011. Means a 0,011 change in the stock price (Y) is affected by the interest rate, current ratio, debt to equity ratio, and return on equity. So, LQ45 stock price is influenced by variables outside the model analysis. The value of F count amounted to 11.206, from a table on a real level or non-degree (: 0,05) acquired F table of 2.48 because F count > F table. So it was concluded that the interest rate, current ratio, debt to equity ratio, and return on equity the simultaneously effect on stock price at the company the LQ45 listings in Indonesia stock exchange.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2017/1094/051711865 |
| Uncontrolled Keywords: | tingkat suku bunga, current ratio, debt to equity ratio, return on equity, harga 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) > 332.632 22 Prices |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 28 Nov 2017 03:38 |
| Last Modified: | 05 Oct 2022 06:50 |
| URI: | http://repository.ub.ac.id/id/eprint/6100 |
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