Wiranti, Nabila Pundhi (2013) Pengaruh makro ekonomi dan fundamental perusahaan terhadap return saham: Studi pada perusahaan LQ 45 periode 2008-2011. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Text (Abstract: English)
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Text (Summary)
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Abstract
INDONESIA:
Investor untuk melakukan investasi tentu menganalisis terhadap perusahaan terlebih dahulu, analisis tersebut menggunakan makro ekonomi dan fundamental perusahaan, hal tersebut dilakukan tentunya berhubungan dengan return yang diharapkan. penelitian ini bertujuan untuk mengetahui pengaruh makro ekonomi dan fundamental perusahaan yang terdiri dari variabel Inflasi, Suku Bunga SBI, Nilai Tukar (Kurs US$), DER (Debt to Equity Ratio), BV (Book value), dan ROE (Return On Equity) terhadap Return saham pada perusahaan LQ 45 periode 2008 – 2011 secara simultan maupun parsial serta untuk mengetahui variabel yang paling dominan terhadap return saham LQ45.
Analisis yang dipergunakan dalam penelitian ini adalah analisis regresi linier berganda dengan mempertimbangkan uji normalitas, dan uji asumsi klasik yang terdiri dari uji multikolinearitas, uji autokorelasi, dan uji heteroskedastisitas, Dari hasil analisis tersebut memperoleh hasil bahwa secara simultan dengan tingkat signifikansi 5% (0,05), dalam penelitian ini variabel bebas mampu menjelaskan sebesar 42,6% dan sisanya sebesar 57,4% dipengaruhi oleh variabel lain diluar variabel bebas. Secara parsial dengan tingkat sigifikansi 5% (0,05) didapati hasil variabel DER, BV, dan ROE tidak berpengaruh terhadap return saham, sedangkan Inflasi, Suku Bunga SBI, dan Kurs berpengaruh terhadap return saham sebesar 0,000. Adapun variabel paling dominan diantara enam variabel bebas adalah variabel inflasi dengan nilai 32,389.
ENGLISH:
Investors who will do investation must analyze the company first. The analysis uses macroeconomic and fundamental company, related to the expected return. This study aimed to determine the effect of macroeconomic and company fundamentals which consisted of Inflation variable, Interest Rate, Exchange Rate (Exchange Rate U.S. $), DER variable (Debt to Equity Ratio), BV (Book value), ROE (Return On Equity) toward the stock return in LQ 45 period 2008 to 2011 simultaneously or partially and to determine the most dominant variable to stock return LQ45.
The analysis used in this study is a multiple linear regression analysis by considering normality and the classic assumption test, which consisted of multicollinearity, autocorrelation, and heteroscedasticity test.
The analysis result showed that simultaneously with a significance level of 5% (0.05), the independent variable could explain of 42.6% and the remaining 57.4% was influenced by other variables outside the independent variable. Partially, with the level of significance of 5% (0.05) the results of DER, BV, and ROE variable did not influence the stock returns, while the inflation, Interest Rate, and Exchange Rate affected stock return of 0.000. The most dominant variable among six independent variables was inflation variable of 32.389.
Item Type: | Thesis (Undergraduate) | ||||||
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Supervisor: | Sucipto, Agus | ||||||
Contributors: |
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Keywords: | Makro Ekonomi; Fundamental Perusahaan; Return Saham; Macroeconomic; Fundamental Company; Stock Return. | ||||||
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: | Imam Rohmanu | ||||||
Date Deposited: | 09 Oct 2015 09:26 | ||||||
Last Modified: | 09 Oct 2015 09:26 | ||||||
URI: | http://etheses.uin-malang.ac.id/id/eprint/2448 |
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