ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM (Pada Perusahaan LQ 45 Yang Terdaftar Di Bursa Efek Indonesia Tahun 2009-2012)

NOVITASARI, Ryan and WIDYARTI, Endang Tri (2013) ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM (Pada Perusahaan LQ 45 Yang Terdaftar Di Bursa Efek Indonesia Tahun 2009-2012). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

The aims of this study are to analyze the effect of ROA, CR, DER, PER, EPS, PBV and NPM on Stock Return. This study was taken because there are still differences between the research study with each other and there is a difference between the real state of research study with each other and there is a difference between the real of existing research data. This research was conducted using secondary data. Sampling technique used was purposive sampling. From fourty five companies, only seventeen are selected, because the financial statement from each company are complete since 2008-2012. Variables used in this study were, Stock Return as the dependent variable and the ROA, CR, DER, PER, EPS, PBV dan NPM as an independent variable. The analysis method used is multiple linear regression analysis previously performed classical assumptions that included normality test, multicollinearity test, heteroscedasticity test, and autocorrelation test. And then the latter using F test and R2. The results of regression analysis, can be seen that ROA haven’t significant positive effect on stock return. CR haven’t significant negative effect on stock return. DER have significant negative effect on stock return. PER haven’t significant negative effect on stock return. EPS haven’t significant negative effect on stock return. PBV have significant positive effect on stock return. NPM haven’t significant negative effect on stock return. Prediction capability from these seven variables toward Stock Return is 17,9%, where the balance 82,1% is affected to other factor which was not to be entered to research model

Item Type:Thesis (Undergraduate)
Additional Information:Stock Return, ROA, CR, DER, PER, EPS, PBV dan NPM
Uncontrolled Keywords:Stock Return, ROA, CR, DER, PER, EPS, PBV dan NPM
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:40117
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:16 Sep 2013 08:32
Last Modified:14 Apr 2014 09:26

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