ANGGRAINI, FARIDA (2015) PENGARUH BETA SAHAM DAN SUKU BUNGA BI RATE TERHADAP RETURN SAHAM PERUSAHAAN MANUFAKTUR SUBSEKTOR FARMASI YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2009 - 2014. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

This study aims to determine the effect of Beta Shares and Interest BI Rate to Retrun Shares in Sub-Pharmaceutical Manufacture Company listed on the Indonesia Stock Exchange 2009-2014 period. The data used is secondary data from the financial statements 7 subsector pharmaceutical company listed on the Stock Exchange. Sampling method using purposive sampling. The method used is descriptive-causal. The analytical method used is the classic assumption analysis, regression analysis, analysis of determination coefficient, hypothesis testing partially and simultaneously. The results showed that partially (t test) beta stocks have a significant effect on stock returns. Interest rates had no significant effect on stock returns. Simultaneously (F test) beta stocks and interest rates has no effect on stock returns. Predictive ability of both these variables on stock returns of 13.5%, as shown by the large adjusted R-square of 0.135 while the remaining 86.5% is influenced by other factors not included in the research model. Keyword : Beta Saham, Suku Bunga BI Rate, Return Saham.

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