?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=%0D%0APENGARUH+PROFITABILITAS+DAN+MODEL+TIGA+FAKTOR+FAMA+%26+FRENCH+TERHADAP+RETURN+SAHAM+SEKTOR+PERBANKAN+DI+BURSA+EFEK+INDONESIA+TAHUN+2008-2011+(PENERAPAN+MODEL+MULTIFAKTOR+DI+BURSA+EFEK+INDONESIA)%0D%0A%0D%0A&rft.creator=0911011017%2C+ELIS+YULIANTI&rft.subject=+&rft.description=Abstrak%0D%0A%0D%0ABagi+Investor%2C+melakukan+investasi+di+pasar+modal+penuh+dengan+risiko.+Return+merupakan+salah+satu+faktor+yang+memotivasi+investor+berinvestasi+dan+juga+merupakan+imbalan+atas+keberanian+investor+menanggung+risiko+atas+investasi+yang+dilakukannya.+Terdapat+beberapa+analisis+untuk+menentukan+return+antara+lain+dengan+menggunakan+analisis+fundamental+seperti+rasio-rasio+keuangan+dan+model+tiga+faktor+yang+dikemukakan+oleh+Fama+%26+French.+Penelitian+ini+bertujuan+untuk+mengetahui+pengaruh+profitabilitas+dan+model+tiga+faktor+terhadap+return+saham+sektor+perbankan+yang+terdaftar+di+BEI+tahun+2008-2011+dengan+menerapkan+model+multifaktor+di+BEI.%0D%0APopulasi+yang+menjadi+objek+dalam+penelitian+ini+adalah+perusahaan+perbankan+yang+terdaftar+di+BEI+tahun+2008-2011.+Sampel+yang+digunakan+dalam+penelitian+ini+adalah+26+bank+yang+diambil+secara+purposive+sampling.Teknik+analisis+yang+digunakan+dalam+penelitian+ini+adalah+analisis+regresi+liniear+berganda%2C+uji+Fdan+uji+t.%0D%0ABerdasarkan+hasil+analisis+yang+telah+dilakukan+mengenai+pengaruh+ROA%2C+NIM%2C+beta+(Rm-Rf)%2C+size+(SMB)+dan+book+to+market+ratio+(HML)+terhadap+return+saham+sektor+perbankan+di+BEI+tahun+2008-2011%2C+dengan+menggunakan+%CE%B1%3D10+%25+menunjukkan+bahwa+secara+bersama-sama+(simultan)+variabel+ROA%2C+NIM%2C+beta+(Rm-Rf)%2C+size+(SMB)+dan+book+to+market+ratio+(HML)+berpengaruh+signifikan+terhadap+return+saham.+Sedangkan+secara+parsial+menujukkan+bahwa+variabel+ROA+berpengaruh+negatif+dan+tidak+signifikan+terhadap+return+saham%2C+variabel+NIM+berpengaruh+positif+dan+signifikan+terhadap+return+saham%2C+variabel+HML%2C+(Rm-Rf)+dan+SMB+berpengaruh+negatif+dan+signifikan+terhadap+return+saham.+%0D%0AKemampuan+prediksi+kelima+variabel+tersebut+terhadap+return+saham+sebesar+20%2C8%25.+Hasil+penelitian+ini+menunjukkan+bahwa+investor+saham+pada+sektor+perbankan+pada+tahun+2008-2011+lebih+mempertimbangkan+faktor+NIM%2C+beta+pasar%2C+size+dan+book+to+market+ratio+dalam+memprediksi+return+saham.%0D%0A%0D%0A%0D%0AKata+Kunci%3A+%09Return+On+Asset%2C+Net+Interest+Margin%2C+Beta+pasar%2C+Size%2C+%0D%0ABook+To+Market+Ratio%0D%0A%0D%0A%0D%0AAbstrack%0D%0A%0D%0AFor+investors%2C+investing+in+thestock+market+fraught+with+risk.+Return+is+a+factor+that+motivate+investor+to+invest+and+also+investor+get+reward+for+the+courage+to+risk+the+investment.+There+is+some+analysis+to+determine+the+return+including+by+using+fundamental+analysis+such+as+financial+ratios+and+three+factors+model+by+Fama+%26+French.This+study+aim+to+determine+the+influence+of+probability+and+three+factors+model+on+stock+return+in+the+Banking+Sector+in+Indonesian+Stock+Exchange+period+2008-2011+with+practice+multifactor+model+in+Indonesian+Stock+Exchange.%0D%0A%0D%0A%09Population+which+is+theobject+of+this+research+are+listed+banking+companies+in+Indonesian+Stock+Exchange+period+2008-2011.+The+sample+used+in+this+study+were+26+banks+taken+by+purposive+sampling.+Analysis+technique+used+are+multiple+regression%2C+t-statistic+test%2C+and+f-statistic+test.%0D%0A%0D%0A%09Based+on+the+results+of+the+analysis+about+the+influence+Return+On+Asset+(ROA)%2C+Net+Interest+Margin+(NIM)%2C+Beta+Market+(Rm-Rf)%2C+Size+(SMB)%2C+and+Book+To+Market+Ratio+(HML)+on+Stock+Return+in+the+Banking+Sector+in+Indonesian+Stock+Exchange+period+2008-2011%2C+with+significance+level+%CE%B1%3D10+%25++showed+that+simultaneously+variables+ROA%2C+NIM%2C+Beta+(Rm-Rf)%2C+Size+(SMB)%2C+Book+To+Market+Ratio+(HML)+significant+effect+on+stock+return.+While+partially+variable+ROA+is+not+significant+and+negative+effect+on+stock+return%2Cvariable+NIM+positive+and+significant+effect+on+stock+return%2C+variable+HML%2C+(Rm-Rf)+and+SMB+negative+and+significant+effect+on+stock+return.+The+predictive+capability+of+the+five+variables+on+stock+return+of+20%2C8%25.+%0D%0AThe+results+of+this+study+indicate+that+investors+in+the+Banking+Sector+period+2008-2011+more+consider+factors+such+as+NIM%2C+Beta+market%2C+Size%2C+and+Book+To+Market+Ratio+to+predicting+stock+return.%0D%0A%0D%0A%0D%0AKeyword%3A%09Return+On+Asset%2C+Net+Interest+Margin%2C+Beta+Market%2C+Size%2C+%0D%0ABook+To+Market+Ratio%0D%0A%0D%0A&rft.date=2013-02-06&rft.type=Skripsi&rft.type=PeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F7831%2F1%2FABSTRACT.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F7831%2F2%2Fawal%2520%2528halaman%2520awal%2529.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F7831%2F3%2FBab%25201.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F7831%2F4%2FBab%25202.pdf&rft.format=text&rft.identifier=http%3A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