Analisis Pengaruh Faktor Fundamental terhadap Tingkat Pengembalian Saham pada Perusahaan Sektor Keuangan yang Terdaftar di Bursa Efek Indonesia (BEI)

Yunandar, Alex (2018) Analisis Pengaruh Faktor Fundamental terhadap Tingkat Pengembalian Saham pada Perusahaan Sektor Keuangan yang Terdaftar di Bursa Efek Indonesia (BEI). Undergraduate thesis, Universitas Internasional Batam.

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Abstract

Penelitian ini bertujuan untuk menganalisis pengaruh faktor fundamental terhadap pengembalian saham pada perusahaan sektor keuangan yang terdaftar di Bursa Efek Indonesia (BEI). Rasio Laba Bersih (NPM), Perputaran Total Aktiva (TATO), Pendapatan per Saham (EPS), Rasio Harga terhadap Laba (PER), dan Rasio Harga terhadap Nilai Buku (PBV) dipilih sebagai variabel independen sedangkan variabel dependen yang digunakan adalah pengembalian saham. Sampel dari penelitian mencakup 54 perusahaan sektor keuangan yang terdaftar di Bursa Efek Indonesia periode 2012 sampai 2016 dan telah memenuhi kriteria penelitian. Data sekunder dipilih dalam penelitian ini dengan teknik dokumentasi dari laporan keuangan yang diterbitkan. Data yang diperoleh selanjutnya akan diolah dengan uji statistik deskriptif pada program SPSS, dan selanjutnya akan diuji dengan metode regresi panel pada program E-Views. Hasil penelitian ini menunjukkan bahwa secara parsial variabel TATO dan PBV berpengaruh signifikan positif terhadap pengembalian saham sedangkan variabel NPM, EPS, dan PER tidak berpengaruh terhadap pengembalian saham. Kesimpulan menyatakan investor dan perusahaan perlu memperhatikan perubahan TATO dan PBV ketika akan berinvestasi. ********************************************************* The aim of this research is to test the impact of fundamental factors on the stock return of finance index companies listed on Indonesia Stock Exchange (IDX). Net Profit Margin (NPM), Total Asset Turnover (TATO), Earning per Share (EPS), Price to Earning Ratio (PER), and Price to Book Value (PBV) is used as independent variables, while the dependent variable used is Stock Return. The study was conducted on the 54 finance index companies listed in Indonesia Stock Exchange from 2012 to 2016 and has fulfill the criteria specified. Secondary data was used in this study, which is collected by documentation techniques of published financial statements. Data are processed using descriptive statistic test on the SPSS program, and then will be tested using regression panel analysis with the E-Views program. The results of this study showed that TATO and PBV partially significantly and positively associated to stock return, while NPM, EPS, and PER have no significant effect on stock return. The finding of this study implied that to predict the stock returns of finance index companies, the investors and companies should take into account the changes in the TATO and PBV.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Stock return, net profit margin, total asset turnover, earning per share , price to earning ratio, price to book value
Subjects: H Social Sciences > HG Finance
H Social Sciences > HG Finance > HG4910 Investments
Divisions: School of Economic and Business > Management
Depositing User: Herlina Gultom
Date Deposited: 19 Nov 2018 08:18
Last Modified: 19 Nov 2018 08:18
URI: http://repository.uib.ac.id/id/eprint/1173

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