Pengaruh Return On Equity, Debt To Equity Ratio, Price Earning Ratio, Dan Earning Per Share Terhadap Harga Saham (Studi Pada Perusahaan Manufaktur Sektor Otomotif & Komponen Yang Terdaftar Di Bursa Efek Indonesia)

Sanjaya, I Dewa Made Arya (2017) Pengaruh Return On Equity, Debt To Equity Ratio, Price Earning Ratio, Dan Earning Per Share Terhadap Harga Saham (Studi Pada Perusahaan Manufaktur Sektor Otomotif & Komponen Yang Terdaftar Di Bursa Efek Indonesia). Sarjana thesis, Universitas Brawijaya.

Abstract

Harga saham merupakan ukuran indeks prestasi emiten. Harga saham berperan penting bagi perusahaan manufaktur yang go public terutama dalam sektor otomotif dan komponen karena harga saham dapat mencerminkan kinerja dari perusahaan. Untuk mengukur kinerja perusahaan dapat digunakan beberapa rasio keuangan diantaranya menggunakan ROE, DER, PER, dan EPS. Penelitian ini bertujuan untuk mengetahui pengaruh ROE, DER, PER, dan EPS berpengaruh secara simultan maupun parsial terhadap harga saham. Objek penelitian ini adalah di perusahaan manufaktur sektor otomotif dan komponen yang terdaftar di Bursa Efek Indonesia (BEI). Dipilihnya industri otomotif & komponen sebagai obyek penelitian adalah adanya pangsa pasar industri otomotif & komponen di Indonesia tengah mengalami pertumbuhan. Jenis penelitian ini termasuk dalam jenis penelitian explanatory reasarch, Jumlah populasi dalam penelitian ini berjumlah 12 perusahaan. Sedangkan pengambilan sampel menggunakan tehnik purposive sampling dengan kriteria yaitu, perusahaan manufaktur sektor otomotif & komponen yang listing di BEI, mempublikasikan laporan keuangan, dan memiliki laba positif. Berdasarkan kriteria penelitian ini dapat diambil sampel sebanyak 9 perusahaan. Untuk menganalisi data penelitian ini menggunakan uji regresi linear berganda dan uji asumsi klasik yaitu uji normalitas, uji multikolinearitas, uji heteroskedastisitas, dan uji autokorelasi. Sedangkan untuk melakukan uji hipotesis penelitian ini menggunakan uji

English Abstract

Stock price is the performance index description of the issuer. It plays an important role for manufacturing companies that go public, especially those in automotive and component sectors, because it reflects the performance of the company. To measure the performance of a company, several financial ratios such as ROE, DER, PER, and EPS can be used. This study aims to determine the effect of ROE, DER, PER, and EPS, both simultaneously or partially, on stock price. This study chooses companies working in the sector of automotive manufacture and components listed in the Indonesia Stock Exchange (IDX) as the research object because they are growing. The population of this explanatory research is 12 companies. Using purposive sampling technique, this study obtains a sample of 9 companies with the criteria of companies working in automotive manufacture and components that are listed in IDX, that have published financial statements, and that have positive profit. The data of this research were analyzed using multiple linear regression analysis and classical assumption test, consisting of normality test, multicollinearity test, heteroscedasticity test, and autocorrelation test. The hypotheses of this study were assessed using Fcount and tcount test. Based on the results of the analysis, it can be concluded that DER has a negative effect on stock price, which is significant at 0.029. ROE, PER, and EPS have positive effects on stock price, which are significant at, consecutively, 0.032, 0.010, and 0.014. The most influential variable is EPS, with standardized beta coefficients of 0.353.

Item Type: Thesis (Sarjana)
Identification Number: SKR/FE/2017/675/051711598
Uncontrolled Keywords: Harga Saham, Return On Equity, Debt To Equity Ratio, Price Earning Ratio, Earning Price Share, stock price, Return on Equity, Debt To Equity Ratio, Price Earning Ratio, Earning Per Share
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: Nur Cholis
Date Deposited: 18 Dec 2017 03:00
Last Modified: 16 Nov 2022 00:56
URI: http://repository.ub.ac.id/id/eprint/7147
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