Purnama Sari, Ira (2014) PENGARUH FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM (Penelitian Pada Perusahaan LQ45 di Bursa Efek Indonesia). S1 thesis, Universitas Sultan Ageng Tirtayasa.
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PENGARUH FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM.pdf - Published Version Restricted to Registered users only until 2014. Download (2MB) |
Abstract
Fundamental factor is a very important factor and the effect on the market price of the stock. In addition to fundamental analysis, investors also need to consider the level of investment risk. This study aims to determine the effect of Dividend Yield (DY) to the stock price, to determine the effect of Dividend Payout Ratio (DPR) to the stock price, to determine the effect of Earning Per Share (EPS) of the stock price, to determine the effect of the Return On Equity (ROE) the stock price, to determine the effect of Profit After Tax (PAT) to the stock price, to determine the effect of Systematic Risk (Beta) on stock prices. The data used in this study is secondary data. The sample of this study were 19 companies in Indonesia Stock Exchange LQ45 period 2011 to 2013 by using purposive sampling method. Model data analyst used in this study is the multiple linear regression analysis. The results showed simultaneous, DY, DPR, EPS, ROE, PAT and Beta have affect the LQ45 company’s. Partially, only DPR, EPS, ROE, and PAT have significant positive effect on stock prices and DY have significant negative effect on stock prices. While beta have no significant effect on stock price
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Faktor fundamental merupakan faktor yang sangat penting dan berpengaruh terhadap harga pasar saham. Selain analisis fundamental, investor juga perlu mempertimbangkan tingkat risiko investasinya. Penelitian ini bertujuan untuk mengetahui pengaruh Dividend Yield (DY), Dividend Payout Ratio (DPR), Earning Per Share (EPS), Return On Equity (ROE), Profit After Tax (PAT) dan Risiko Sistematis (Beta) terhadap harga saham. Data yang digunakan dalam penelitian ini adalah data sekunder. Sampel penelitian ini sebanyak 19 perusahaan LQ45 di Bursa Efek Indonesia Periode 2011 sampai dengan 2013 dengan menggunakan metode purposive sampling. Model analis data yang digunakan dalam penelitian ini adalah analisis regresi linear berganda. Hasil penelitian menunjukkan secara simultan variabel DY, DPR, EPS, ROE, PAT dan Beta berpengaruh terhadap harga saham perusahaan LQ45. Secara parsial DPR, EPS, ROE, dan PAT berpengaruh positif signifikan terhadap harga saham dan DY berpengaruh negatif signifikan terhadap harga saham. Sedangkan variabel beta tidak berpengaruh signifikan terhadap harga saham | |||||||||
| Uncontrolled Keywords: | Keywords: Fundamentals, Dividend Yield, Dividend Payout Ratio, Earnings Per Share, Return on Assets, Systematic Risk and Beta Kata Kunci: Faktor Fundamental, Dividend Yield, Dividend Payout Ratio, Earning Per Share, Return On Asset, Risiko Sistematik, dan Beta | |||||||||
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HF Commerce > HF5601 Accounting H Social Sciences > HF Commerce > HF5601 Accounting |
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| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 62201-Program Sarjana Akuntansi |
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| Depositing User: | Perpustakaan Pusat | |||||||||
| Date Deposited: | 18 Apr 2022 14:34 | |||||||||
| Last Modified: | 18 Apr 2022 14:34 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/13247 |
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