Analisis Pengaruh Rasio Profitabilitas, Rasio Pasar, Rasio Likuiditas, dan Economic Value Added (EVA) terhadap Return Saham (Studi Kasus pada Perusahaan Manufaktur Sektor Industri Dasar dan Kimia Periode 2014-2016)

Noviana, Kharisma and , Dr. Syamsudin, M.M (2018) Analisis Pengaruh Rasio Profitabilitas, Rasio Pasar, Rasio Likuiditas, dan Economic Value Added (EVA) terhadap Return Saham (Studi Kasus pada Perusahaan Manufaktur Sektor Industri Dasar dan Kimia Periode 2014-2016). Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

This study aims to know, analyze, and prove the influence of profitability ratios, market ratios, liquidity ratios, and economic value added (EVA) to stock returns of basic and chemical industry manufacturing companies listed in Indonesia Stock Exchange (IDX) period 2014-2016. Profitability ratio is proxied with return on equity (ROE), market ratio with price earning ratio (PER), liquidity ratio with current ratio (CR) and EVA value calculation is calculated based on financial statement published by Indonesia Stock Exchange (IDX). The population in this research are all companies of industry basic and chemical sector listed in IDX period 2014-2016 which amounted to 68 company. The sample in this research is obtained by purposive sampling method. Based on the criteria and data processing process established, obtained 20 companies that become the research sample. Data analysis technique used is multiple linear regression. The results showed that the ratio of profitability (ROE) has a positive and significant effect on stock returns, with the value of regression coefficient of 7.812 at a significance of 0,000 so H1 accepted. Market ratio (PER) has positive and significant effect to stock return, with regression coefficient value equal to 0,088 at significance 0,000 so H2 is accepted. The ratio of liquidity (CR) has a negative and significant effect on stock return, with regression coefficient value of -0.037 at significance of 0.017 so that H3 is rejected. Economic value added (EVA) has a negative and significant effect on stock return, with regression coefficient value of -0,273 at significance 0,000 so H4 is rejected. The results of the model accuracy test (F test) has a value of 107.945 with a significance value of 0.000. The coefficient of determination is 0.913. This means the ability of independent variables to explain variation of dependent variable is 91,3%, while the rest equal to 8,7% explained by other independent variable outside research model. Keywords: Stock Return, Profitability Ratio (ROE), Market Ratio (PER), Liquidity Ratio (CR), and Economic Value Added (EVA).

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Stock Return, Profitability Ratio (ROE), Market Ratio (PER), Liquidity Ratio (CR), and Economic Value Added (EVA).
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	Kharisma Noviana
Date Deposited:	09 Jan 2018 02:38
Last Modified:	09 Jan 2018 02:38
URI:	http://eprints.ums.ac.id/id/eprint/58023

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