%0 Generic
%A MUHAMMAD SYNA ALFARIZY, 1611031056
%C UNIVERSITAS LAMPUNG
%D 2021
%F eprints:60557
%I FAKULTAS EKONOMI DAN BISNIS
%T ANALISIS HUBUNGAN FUNDAMENTAL DAN MAKRO EKONOMI  TERHADAP RETURN SAHAM SEKTOR KEUANGAN    PERIODE 2015-2019
%U http://digilib.unila.ac.id/60557/
%X     Penelitian ini bertujuan untuk menguji hubungan fundamental dan makro  ekonomi pada perusahaan sektor keuangan non perbankan. Fundamental  perusahaan direpresentasikan oleh lima rasio yakni Current Ratio (CR), Return  On Equity (ROE), Total Asset Turnover (TATO), Debt to Equity ratio (DER),  dan Earning Per Share (EPS). Sedangkan makro ekonomi direpresentasikan oleh  Nilai Tukar dan Inflasi.  Penelitian ini menggunakan metode kuantitatif dengan data sekunder yang  diperoleh dari website BEI dan BI. Sampel penelitian dipilih menggunakan  purposive sampling sehingga diperoleh 170 data selama tahun 2015-2019.  Analisis data menggunakan analisis uji korelasi spearman rank dan statistik  deskriptif dengan program IBM SPSS Statistics 22.  Berdasarkan hasil perhitungan uji hipotesis dan pembahasan dapat disimpulkan  bahwa hipotesis diterima yaitu variabel ROE (X2) dan TATO (X3) memilki  hubungan yang positif dengan return saham. Nilai tukar (X6) memiliki hubungan  yang negatif dengan return saham. Dan CR (X1), DER (X4), EPS (X5), dan inflasi  (X7) tidak memiliki hubungan dengan return saham.    Kata kunci: Return saham, nilai tukar, fundamental, makroekonomi      This study aims to examine the relationship between fundamentals and  macroeconomics in non-banking financial sector companies. The company's  fundamentals are represented by five ratios namely Current Ratio (CR), Return  On Equity (ROE), Total Asset Turnover (TATO), Debt to Equity ratio (DER),  and Earning Per Share (EPS). While the macro economy is represented by the  Exchange Rate and Inflation.  This study uses quantitative methods with secondary data obtained from the IDX  and BI websites. The research sample was selected using purposive sampling so  that 170 data were obtained during 2015-2019. Data analysis used Spearman rank  correlation test analysis and descriptive statistics with IBM SPSS Statistics 22  program.  Based on the results of the calculation of the hypothesis test and discussion, it can  be concluded that the hypothesis is accepted, namely the ROE (X2) and TATO  (X3) variables have a positive relationship with stock returns. The exchange rate  (X6) has a negative relationship with stock returns. And CR (X1), DER (X4), EPS  (X5), and inflation (X7) have no relationship with stock returns.    Keywords : Stock return, exchange rate , fundamentals, macroeconomics