ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PADA PERUSAHAAN REAL ESTATE AND PROPERTY YANG LISTED DI BURSA EFEK INDONESIA TAHUN 2007 – 2011

SIPAYUNG, SULASTRY (2013) ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PADA PERUSAHAAN REAL ESTATE AND PROPERTY YANG LISTED DI BURSA EFEK INDONESIA TAHUN 2007 – 2011. Other thesis, Universitas Sebelas Maret.

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    Abstract

    ABSTRAKSI ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PADA PERUSAHAAN REAL ESTATE AND PROPERTY YANG LISTED DI BURSA EFEK INDONESIA TAHUN 2007 – 2011 Sulastry Sipayung NIM F0309087 Penelitian ini dilakukan untuk menguji pengaruh Current Ratio (CR), Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity Ratio (DER), serta Price to Book Value (PBV), kurs dan inflasi terhadap return saham pada perusahaan Real Estate and Property periode 2007-2011. Populasi yang menjadi obyek dalam penelitian ini adalah Perusahaan Real Estate and Property periode 2007-2011. Jumlah sampel yang digunakan dalam penelitian ini adalah 17 perusahaan Real Estate and Property yang terdaftar di Bursa Efek Indonesia. Sampel penelitian ini diambil dengan kriteria tertentu yaitu perusahaan harus tergolong Real Estate and Property dan masih terdaftar selama periode pengamatan dan dipublikasikan di ICMD periode 2007-2011, serta memiliki laba positif selama periode pengamatan. Metode analisa yang digunakan dalam penelitian ini dengan analisis regresi berganda, uji hipotesis yaitu koefisien determinan, uji F, dan uji T. Hasil penelitian menunjukkan bahwa Current Ratio (CR), Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), Kurs, dan Inflasi secara bersama-sama atau simultan berpengaruh signifikan terhadap return saham. Secara parsial menunjukkan bahwa hanya variabel Earning Per Share (EPS), Price to Book Value (PBV), Kurs, dan Inflasi yang berpengaruh signifikan terhadap return saham. Sedangkan variabel lain berupa Current Ratio (CR), Return On Equity (ROE) dan Debt to Equity Ratio (DER) tidak berpengaruh signifikan terhadap return saham Real Estate and Property periode 2007-2011. Kata kunci : Current Ratio (CR), Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), Kurs, dan Inflasi, return saham ABSTRACT ANALYSIS OF THE INFLUENCE OF FUNDAMENTAL FACTORS ON STOCK RETURNS IN REAL ESTATE COMPANIES AND PROPERTY ARE LISTED ON THE STOCK EXCHANGES OF INDONESIA IN 2007-2011 Sulastry Sipayung NIM F0309087 This study is performed in order to test the influence of Current Ratio (CR), Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity Ratio (DER), serta Price to Book Value (PBV), exchange rate and inflation of stock returns. The population become object in this research is company sector Real Estate and Property period of year of 2007-2011. The study sample is taken with certain criteria that companies should be classified as Real Estate and Property, still listed during the observation period and published in ICMD period 2007- 2011, and having a positive profit during the period of observation. The analytical methods used in this study with multiple regression analysis, hypothesis testing is the determinant coefficient, F-test, and test T. The result of the study shows that the Current Ratio (CR), Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), exchange rate, and inflation together or simultaneously significant effect on stock returns. Partially showed that only variable Earning Per Share (EPS), Price to Book Value (PBV), exchange rate, and inflation have a significant effect on stock returns. Whereas other variables such as Current Ratio (CR), Return on Equity (ROE) and Debt to Equity Ratio (DER) had no significant effect on stock returns Real Estate and Property 2007-2011. Key words : Current Ratio (CR), Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity Ratio (DER), Price to Book Value (PBV), exchange rate, inflation, stock returns

    Item Type: Thesis (Other)
    Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
    Divisions: Fakultas Ekonomi > Akuntansi
    Depositing User: Noviana Daruwati Kusuma Adi
    Date Deposited: 25 Apr 2014 19:59
    Last Modified: 25 Apr 2014 19:59
    URI: https://eprints.uns.ac.id/id/eprint/13209

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