AULIA, DIEN RIZKA (2025) PERAN PROFITABILITAS DALAM MEMEDIASI HUBUNGAN STRUKTUR MODAL DENGAN RETURN SAHAM DAN PERAN NILAI TUKAR DALAM MEMODERASI HUBUNGAN PROFITABILITAS DENGAN RETURN SAHAM (Studi Kasus Pada Perusahaan Sektor Industri Barang Konsumsi Periode 2015-2023). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.
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Abstract
This study aimed to examines the role of profitability in mediating the relationship between capital structure and stock returns and the role of exchange rates in moderating the relationship between profitability and stock returns. Each variable is proxied by Return on Equity (Profitability), Debt to Equity Ratio (Capital Structure), Realized Return (Return of Shares) and Exchange Rate. This research is a quantitative research using secondary data taken from the Company's financial statements obtained from the Indonesia Stock Exchange website. The population and sample in this study are companies in the consumer goods industry sector listed on the Indonesia Stock Exchange for the period 2015-2023, which consists of 36 companies. Meanwhile, the sampling technique in this study is non-probability sampling using saturated samples and the data used is panel data. This study uses SPSS 27 software for data analysis, with data analysis starting from descriptive statistical analysis, simple regression analysis, multiple regression analysis, moderation regression analysis with interaction test, t-test and mediation test with causal step method. This study shows that: (1) Capital Structure (DER) has a negative and significant effect on stock return (RR), (2) Capital Structure (DER) has a negative and significant effect on profitability (ROE), (3) profitability (ROE) has a positive and significant effect on stock return (RR), (4) profitability (ROE) is able to mediate the relationship between capital structure (DER) and stock return (RR) and (5) Exchange Rate is not able to moderate the relationship between profitability (ROE) and stock return (RR).
| Item Type: | Thesis (S1) | |||||||||
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| Additional Information: | Penelitian ini berusaha mengkaji peran profitabilitas dalam memediasi hubungan struktur modal dengan return saham dan peran nilai tukar dalam memoderasi hubungan profitabilitas dengan return saham. Masing-masing variabel di proksikan oleh Return on Equity (Profitabilitas), Debt to Equity Ratio (Struktur Modal), Realized Return (Return Saham) dan Nilai Tukar. Penelitian ini merupakan penelitian kuantitatif dengan menggunakan data sekunder yang diambil dari laporan keuangan Perusahaan yang diperoleh dari laman Bursa Efek Indonesia. Populasi dan sampel dalam penelitian ini adalah perusahaan sektor industry barang konsumsi yang terdaftar di Bursa Efek Indonesia periode tahun 2015-2023, yaitu terdiri atas 36 perusahaan. Sedangkan teknik pegambilan sampel dalam penelitian ini adalah non-probability sampling dengan menggunakan sampel jenuh dan data yang dipakai merupakan data panel. Penelitian ini menggunakan software SPSS 27 untuk analisis data, dengan analisis data dimulai dari analisis statistik deskriptif, analisis regresi sederhana, analisis regresi berganda, analisis regresi moderasi dengan uji interaksi, uji-t dan uji mediasi dengan metode kausal step. Penelitian ini menunjukan bahwa : (1) Struktur Modal (DER) berpengaruh negatif dan signifikan terhadap return saham (RR), (2) Struktur Modal (DER) berpengaruh negatif dan signifikan terhadap profitabilitas (ROE), (3) profitabilitas (ROE) berpengaruh positif dan signifikan terhadap return saham (RR), (4) profitabilitas (ROE) mampu memediasi hubungan struktur modal (DER) dengan return saham (RR) dan (5) Nilai Tukar tidak mampu memoderasi hubungan profitabilitas (ROE) dengan return saham (RR). | |||||||||
| Uncontrolled Keywords: | Stock Return (RR), Capital Structure (DER), Profitability (ROE), Exchange Rate Return Saham (RR), Struktur Modal (DER), Profitabilitas (ROE), Nilai Tukar | |||||||||
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | |||||||||
| Divisions: | 05-Fakultas Ekonomi dan Bisnis 05-Fakultas Ekonomi dan Bisnis > 61201-Program Sarjana Manajemen |
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| Depositing User: | Dien Rizka Aulia | |||||||||
| Date Deposited: | 28 Aug 2025 02:19 | |||||||||
| Last Modified: | 28 Aug 2025 02:19 | |||||||||
| URI: | http://eprints.untirta.ac.id/id/eprint/52882 |
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