Laili, Sasmita Nurvinda (2014) Analisis pengaruh faktor fundamental dan makroekonomi terhadap return saham: Studi pada industri media advertising dan printing di BEI periode 2008-2013. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Text (Abstract: English)
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Abstract
INDONESIA:
Untuk mengetahui besarnya return yang diharapkan, seorang investor haruslah menganalisis kondisi perusahaan terlebih dahulu. Selain itu, pada penelitian sebelumnya juga masih terdapat inkonsistensi dengan teori-teori yang ada. Oleh karena itu diperlukanlah kajian yang lebih mendalam mengenai pengaruh faktor fundamental dan makroekonomi. Penelitian ini bertujuan untuk mengetahui pengaruh faktor fundamental perusahaan dan makroekonomi yang terdiri dari variabel Current Ratio (CR), Debt Equity Ratio (DER), Return On Asset(ROA), Total Asset Turn Over (TATO), Nilai Tukar dan Suku Bunga terhadap Return Saham secara simultan dan parsial serta untuk mengatahui variabel yang paling dominan terhadap return saham.
Populasi dalam penelitian ini adalah perusahaan sektor jasa dengan sampel 9 perusahaan pada Industri Media, Advertising, dan Printing yang terdaftar di Bursa Efek Indonesia periode 2008-2013. Metode pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling. Adapun analisis data menggunakan analisis regresi linier berganda yaitu dengan Uji t dan Uji F dengan mempertimbangkan uji asumsi klasik dan bantuan program SPSS.16.
Hasil analisis menunjukkan data yang digunakan dalam penelitian ini telah memenuhi asumsi klasik yang meliputi: terdistribusi normal, tidak terjadi multikolinearitas, tidak terdapat autokorelasi dan tidak heteroskedastisitas. Dari hasil analisis regresi diperoleh hasil secara simultan dengan tingkat signifikansi 0,05 (5%) variabel independen berpengaruh terhadap return saham. Sedangkan secara parsial variabel DER, ROA, dan Suku Bunga berpengaruh signifikan terhadap return saham. Adapun variabel paling dominan mempengaruhi return saham adalah variabel DER. Sedangkan CR, TATO dan Nilai Tukar tidak berpengaruh terhadap return saham.
ENGLISH:
To determine the amount of expected return, an investor should analyze the condition of the company first. In addition, previous research has also still there were inconsistencies with existing theories. Therefore, it requires the deeper study of the influence of fundamental and macroeconomic factors. This study aims to determine the effect of macroeconomic factors and company fundamentals are comprised of variable current ratio (CR), Debt Equity Ratio (DER), Return on Assets (ROA), Total Asset Turn Over (TATO), Exchange Rate and Interest Rate on Return simultaneously and partially shares and to know the most dominant variables on stock returns.
The population in this study is a sample of service sector companies with 9 companies on Media, Advertising, Printing Industry and listed in Indonesian Stock Exchange 2008-2013. The sampling method in this study using purposive sampling method. The analysis of the data using the multiple linear regression analysis with t-test and F-test by considering the classical assumption SPSS.16 and assistance programs.
The analysis showed that the data used in this study has fulfilled the classical assumptions that include: normal distribution, multicollinearity does not happen, there is no autocorrelation and no heteroscedasticity. From the results of the regression analysis of the results obtained simultaneously with a significance level of 0.05 (5%) of independent variables influence on stock returns. While partially DER variable, ROA, and the interest rate have a significant effect on stock returns. The most dominant variable affecting stock returns are variable DER. While CR, TATO and Exchange Rate has no effect on stock returns.
Item Type: | Thesis (Undergraduate) |
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Keywords: | Return Saham; CR; DER; ROA; TATO; Nilai Tukar dan Suku Bunga; Stock Return; CR; DER; ROA; TATO; Exchange Rate and Interest; Rate |
Subjects: | 15 COMMERCE, MANAGEMENT, TOURISM AND SERVICES > 1502 Banking, Finance and Investment > 150205 Investment and Risk Management |
Departement: | Fakultas Ekonomi > Jurusan Manajemen |
Depositing User: | Heni Kurnia Ningsih |
Date Deposited: | 29 Jul 2015 17:55 |
Last Modified: | 29 Jul 2015 17:55 |
URI: | http://etheses.uin-malang.ac.id/id/eprint/696 |
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