Wardana, Guntur Kusuma (2012) Pengaruh kinerja keuangan perusahaan terhadap return saham: Studi pada perusahaan yang listing di Jakarta Islamic Index Periode 2007-2010. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Text (Abstract: Indonesia)
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Text (Abstract: English)
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Abstract
INDONESIA:
Saham syari’ah merupakan saham-saham perusahaan yang dalam operasionalnya tidak bertentangan dengan syari’at Islam, baik mengenai produk maupun manajemennya. Investor bisa melakukan investasi keuangan yang sesuai dengan syariah Islam dengan melakukan analisis kinerja keuangan terhadap perusahaan-perusahaan yang Listing di Jakarta Islamic Index (JII). Penelitian ini bertujuan untuk mengetahui pengaruh kinerja keuangan terhadap return saham di Jakarta Islamic Index (JII) periode 2007-2010 secara simultan serta untuk mengetahui variabel yang dominan terhadap return saham.
Obyek penelitian adalah perusahaan yang listing di Jakarta Islamic Index (JII) periode 2007-2010 dan pemilihan sampel menggunakan metode purposive sampling sehingga diperoleh sampel sebanyak 8 perusahaan yang tetap Listing di Jakarta Islamic Index (JII) periode 2007-2010. Dalam penelitian ini, analisis data menggunakan model regresi linier berganda.
Dari hasil analisis secara simultan dengan level of significant 5% kinerja keuangan yang diukur dengan OPM, ROA, ROI, NPM, ROE, TPM, MRE, Sale, NI, NOI, EPS, DPS, PER dan MBR mempengaruhi secara signifikan terhadap return saham. Rasio-rasio dalam penelitian ini mampu menjelaskan perubahan return saham sebesar 71%, sedangkan sisanya 29% dijelaskan oleh variabel bebas lain seperti CR, DR, PBV, EVA, DER, DTA dan lain-lain. Adapun variabel yang dominan mempengaruhi return saham adalah ROI, hal ini ditunjukkan oleh nilai koefisien beta sebesar 6,414. Nilai ini menunjukkan bahwa ROI mempunyai pengaruh yang dominan terhadap return saham perusahaan yang listing di Jakarta Islamic Index (JII), akan tetapi pengaruh variabel ROI bernilai negatif.
ENGLISH:
Shariah stocks are stocks of companies in the operations do not conflict with Islamic law, both the product and its management. Investors can make a significant financial investment in accordance with Islamic law by analyzing the financial performance of companies listing on the Jakarta Islamic Index (JII). This study aims to determine the effect of the financial performance of stock return in the Jakarta Islamic Index (JII) and simultaneously the period 2007-2010 to determine the dominant variables for stock returns.
Object of study is the listing companies on the Jakarta Islamic Index (JII) in the period 2007-2010 and the selection of the sample using purposive sampling method to obtain a sample of 8 companies that remain listing at Jakarta Islamic Index (JII) in the period 2007-2010. In this study data analysis using multiple linier regression models.
From the result of simultaneous analysis with 5% significant level of financial performance as measured by the OPM, ROA, ROI, NPM, ROE, TPM, MRE, Sale, NI, NOI, EPS, DPS, PER dan MBR on stock returns. Ratios in this study could explain the changes in stock returns by 71%, while the remaining 29% is explained by other independent by other independent variables such as CR, DR, PBV, EVA, DER, DTA and others. The predominant variables that affect stock returns is the ROI, this is indicated by the beta coefficient of 6.414. this value indicates that the ROI has a dominant influence on stock returns of listed companies in Jakarta Islamic Index (JII), but the effect variable is negative ROI.
Item Type: | Thesis (Undergraduate) | ||||||
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Supervisor: | Yuliana, Indah | ||||||
Contributors: |
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Keywords: | Return Saham; OPM; ROA; ROI; NOM; ROE; TPM; MRE; Sale; NI; NOI; EPS; DPS; PER; MBR | ||||||
Subjects: | 15 COMMERCE, MANAGEMENT, TOURISM AND SERVICES > 1502 Banking, Finance and Investment > 150205 Investment and Risk Management | ||||||
Departement: | Fakultas Ekonomi > Jurusan Manajemen | ||||||
Location: | 150205 | ||||||
Depositing User: | Indar Erdiana | ||||||
Date Deposited: | 07 Jun 2016 20:41 | ||||||
Last Modified: | 07 Jun 2016 20:41 | ||||||
URI: | http://etheses.uin-malang.ac.id/id/eprint/2591 |
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