Analisis Faktor-Faktor yang Mempengaruhi Harga Saham Perusahaan yang Terdaftar di LQ45

Valentine, Stevi (2019) Analisis Faktor-Faktor yang Mempengaruhi Harga Saham Perusahaan yang Terdaftar di LQ45. Undergraduate thesis, Universitas Internasional Batam.

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Abstract

Penelitian hasil ini bertujuan untuk mengetahui mempengaruhi earning per share (EPS), dividend per share (DPS), dividend payout ratio (DPR), tingkat inflasi (INF), tingkat suku bunga (INT), kurs valuta asing (FOREX), gross domestic product (GDP), pertumbuhan aset (GOA), ukuran perusahaan (FS) dan earning volatility (EV) terhadap harga saham. Variabel dependen dalam penelitian ini adalah harga saham dengan pengukuran pada waktu akhir tahun penutupan buku laporan. Variabel independen yang digunakan yaitu earning per share (EPS), dividend per share (DPS), dividend payout ratio (DPR), tingkat inflasi, tingkat suku bunga, kurs valuta asing, dan gross domestic product (GDP) serta variabel kontrol berupa kinerja pertumbuhan aset, ukuran perusahaan dan earning volatility. Data sampel yang dapat menggunakan dalam penelitian ini merupakan perusahaan yang terdaftar di LQ45 di Bursa Efek Indonesia pada tahun 2013 sampai 2017, sebanyak 140 data ambil dari laporan keuangan perusahaan dan laporan keuangan tahunan. Data penelitian akan diuji dengan pengujian regresi panel. Hasil penelitian yang dilakukan menunjukkan bahwa variabel EPS dan DPR memiliki pengaruh yang signifikan positif terhadap harga saham, dan variabel DPS, FS, dan EV memiliki pengaruh signifikan negatif terhadap harga saham. Variabel INF, INT, FOREX, GDP, dan GOA tidak memiliki pengaruh signifikan terhadap harga saham. ********************************************************************** This research aims to determine the effect of earnings per share (EPS), dividend per share (DPS), dividend payout ratio (DPR), inflation rate (INF), interest rate (INT), foreign exchange rate (FOREX), gross domestic product (GDP), growth of asset (GOA), firm size (FS) and earning volatility (EV) on stock price. The dependent variable in this study is stock price with a measurement at the end of the year of the closing book report. The independent variable used are earnings per share (EPS), dividend per share (DPS), dividend payout ratio (DPR), inflation rates, interest rates, foreign exchange rates, and gross domestic product (GDP) and control variable is growth of assets, firm size and earning volatility. The sample data that is used in this study are companies listed on LQ45 on the Indonesia Stock Exchange (IDX) in 2013 to 2017, as many as 140 data taken from the company's financial statements and annual financial statements. Research data is tested by panel regression testing. This study is using panel regression to explain relationship of variables. The results of the study showed that EPS and DPR variables had a significant positive relationship to stock prices, and DPS, FS and EV variables had a negative significant relationship to stock prices. The INF, INT, FOREX, GDP, and GOA variables do not have a significant relationship to stock prices.

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