Agustinus, Sitohang (2014) PENGARUH ROE, DER, dan PBV TERHADAP RETURN SAHAM (Studi Kasus Pada Industri Real Estate dan Property yang Terdaftar di Bursa Efek Indonesia pada tahun 2004-2013). Other thesis, Universitas Lampung.
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Abstrak (Berisi Bastraknya saja, Judul dan Nama Tidak Boleh di Masukan)
Penelitian ini dilakukan untuk menguji pengaruh Return On Equity (ROE), Debt to Equity Ratio (DER) dan Price to Book Value (PBV) terhadap return saham. Teknik sampling yang digunakan adalah purposive sampling dengan kriteria (1) Perusahaan industri Real estate and Property yang terdaftar di Bursa Efek Indonesia selama periode amatan 2004-2013 (2) Mempublikasikan laporan keuangan secara konsisten selama periode amatan 2004-2013 dan (3) Periode laporan keuangan berakhir setiap 31 Desember. Data diperoleh dari BEI. Diperoleh sampel sebanyak 18 perusahaan. Teknik analisis yang digunakan adalah regresi berganda dan uji hipotesis menggunakan signifikansi untuk menguji koefisien regresi parsial serta untuk menguji keberartian pengaruh secara bersama-sama dengan level of significance 5%. Selain itu juga dilakukan uji asumsi klasik yang meliputi uji normalitas, uji multikolinieritas, uji heteroskedastisitas, dan uji autokorelasi. Berdasarkan hasil penelitian ditemukan variabel yang menyimpang dari asumsi klasik, maka dilakukan tahap normalisasi dengan menggunakan ln(x) agar memenuhi syarat untuk menggunakan model persamaan regresi linier berganda. Dari hasil penelitian menunjukkan bahwa variabel Return On Equity (ROE) dan tidak berpengaruh terhadap return saham perusahaan Real estate and Property di BEI periode 2004-2014 pada level of significance lebih dari 0,05 sebesar 0,780. Sedangkan Debt to Equity Ratio (DER) dan Price to Book Value berpengaruh terhadap return saham perusahaan Real estate and Property di BEI periode 2004-2013 pada level of significance kurang dari 0,05 (masing-masing sebesar 0,000). Secara bersama-sama ROE,DER dan PBV berpengaruh signifikan terhadap return saham perusahaan Real estate and Property di BEI pada level kurang dari 0,05 sebesar 0,000. Kemampuan prediksi dari ketiga variabel tersebut terhadap return saham sebesar 70,5 %. Bagaimanapun hasil penelitian ini menunjukkan bahwa investor pada periode 2004-2013 tetap menggunakan faktor-faktor fundamental perusahaan sebagai dasar untuk memprediksi return saham perusahaan Real estate and Property di BEI dengan mempertimbangkan faktor eksternal perusahaan seperti kondisi ekonomi, kondisi politik, dan hukum. Kata Kunci: Return On Equity, Debt to Equity Ratio, Price to Book Value, Return Saham This study was conducted to examine the effect of the Return On Equity (ROE), Debt to Equity Ratio (DER) and Price to Book Value (PBV) on stock returns. The sampling technique used was purposive sampling criteria (1) Corporate Real Estate and Property industries listed in Indonesia Stock Exchange during the period of observation from 2004 to 2013 (2) Publish the financial statements are consistent over the period of observation from 2004 to 2013, and (3) Period of the report financial end every December 31st. Data obtained from BEI. Obtained a sample of 18 companies. The analysis technique used is multiple regression and hypothesis testing used to test the significance of the partial regression coefficients and to test the significance of the effect together with the level of significance of 5%. It also performed classical assumption which include normality test, multicollinearity, heteroscedasticity test and autocorrelation test. Based on the results of the study found that the variables deviate from the classical assumptions, the normalization step is done by using ln (x) to be eligible to use a multiple linear regression model. The results showed that the variable Return On Equity (ROE) and has no effect on stock returns and Property Real estate company in BEI 2004-2013 at the level of significance is more than 0,05 at 0,780. While Debt to Equity Ratio (DER) and Price to Book Value effect on stock returns in real estate and Property IDX 2004-2013 period at the level of significance of less than 0,05 (respectively 0,000). Taken together ROE, DER and PBV significant effect on stock returns and Property Real estate company on the Stock Exchange at the level of less than 0,05 is 0,000. Predictive ability of these three variables on stock returns of 70.5%. However the results of this study indicate that investors in the period 2004-2013 continue to use the company's fundamental factors as a basis for predicting stock returns in real estate and Property IDX taking into account external factors such as economic conditions, political conditions, and the law. Keywords: Return On Equity, Debt to Equity Ratio, Price to Book Value, Stock Return
| Jenis Karya Akhir: | Tesis (Other) |
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| Subyek: | |
| Program Studi: | Fakultas Ekonomi dan Bisnis > Prodi S1-Manajemen |
| Pengguna Deposit: | 529457 . Digilib |
| Date Deposited: | 26 Aug 2014 03:56 |
| Terakhir diubah: | 26 Aug 2014 03:57 |
| URI: | http://digilib.unila.ac.id/id/eprint/2991 |
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