ANALISIS FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS SAHAM (Studi pada Perusahaan Manufaktur Sektor Industri Barang Konsumsi yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2011-2014)

ZARKASYI, Romi Imam and SUDARYANTO , Budi (2016) ANALISIS FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS SAHAM (Studi pada Perusahaan Manufaktur Sektor Industri Barang Konsumsi yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2011-2014). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

[img]
Preview
PDF - Published Version
1596Kb

Abstract

Investing in the capital market with stock as one instrument, offering rate of profit, accompanied by risk level. One risk of stock investing is systematic risk. Systematic risk can not be diversified so that should be considered by the finance manager to be able to take the right decisions for the company. The parameters used to measure the systematic risk is beta stock. This study aims to determine the factors that influence the systematic risk (beta) stock in manufacturing companies sectors consumer goods industry listed on the Indonesian Stock Exchange (IDX) period 2011-2014. The population used in this study consisted of all manufacturing companies in the industrial sector of consumer goods period 2011-2014. So the total population obtained 38 companies. Sampling method in this study using purposive sampling which resulted 31 sample manufacturing companies sector consumer goods industry. Data analysis method used is multiple linear regression analysis and using classical assumption test. The results of this study showed that likuiditas, solvabilitas, aktivitas, profitabilitas and Firm Size has simultaneous effect on the systematic risk (beta) stocks. Partially three independent variables, liquidity (-), solvency (-), profitability (-) significantly related to the systematic risk (beta) stocks. Activity Variable and firm size did not significantly related to the systematic risk (beta) stocks.

Item Type:Thesis (Undergraduate)
Additional Information:Systematic Risk, Beta Stock, Liquidity, Solvency, Activities, Firm Size
Uncontrolled Keywords:Systematic Risk, Beta Stock, Liquidity, Solvency, Activities, Firm Size
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:50640
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:26 Oct 2016 13:42
Last Modified:26 Oct 2016 13:42

Repository Staff Only: item control page