Analisis Pengaruh Faktor Fundamental terhadap Return Saham

Analisis Pengaruh Faktor Fundamental terhadap Return Saham

Penulis

  • Diyah Santi Hariyani Universitas PGRI Madiun
  • Wahyu Setiyono
  • Anggita Langgeng. W
  • Apriyanti Apriyanti

DOI:

https://doi.org/10.33603/jka.v2i2.1646

Abstrak

Purpose this study to test empirically the influence of fundamental factors on Stock Return. Quantitative research, with purposive sampling method of property and real estate sector companies listed on the Indonesia Stock Exchange in 2014-2016 using the quarterly period. which meets the criteria has been selected as a sample of 23 companies to analyze data by techniques used in this study are multiple regression and hypothesis testing using t-test and F-test with a significant level of 5%. results of this research show that only partially Interest Rate that significantly influence the Return of Share, while the Current Ratio (CR), Total Asset Turn Over (TATO), Debt To Equity Ratio (DER), Net Profit Margin (NPM) and Inflation is not significant effect on Stock Return. While simultaneously Current Ratio (CR), Total Asset Turn Over (TATO), Debt To Equity Ratio (DER), Net Profit Margin (NPM), Interest Rate and Inflation significantly influence Stock Return.

Keywords: Fundamental Factors, Stock Return.


Referensi

Andes, S. L., & Puspitaningtyas, Z. (2017). Pengaruh Inflasi, Kurs Rupiah dan Suku Bunga terhadap Return Saham Perusahaan Manufaktur, 10(2), 8–16.

Janiman, J., Burhanudin, M., & Yulianto, A. (2017). Peringkat Obligasi Ditinjau dari Produktivitas dan Penerapan Corporate Governance Perception Index (CGPI). Jurnal Kajian Akuntansi, 1(2).

Kasdjan, A. M. Z., & Nazarudin, J. Y. (2017). ANALISIS ANOMALI PASAR TERHADAP RETURN SAHAM: THE DAY OF THE WEEK EFFECT, WEEK FOUR EFFECT, DAN JANUARY EFFECT. Jurnal Kajian Akuntansi, 1(1), 35-44.

Mayasari, T., & Yulianto, A. (2018). Pengaruh Return on Equity, Net Profit Margin dan Ukuran Perusahaan Terhadap underpricing. Jurnal Kajian Akuntansi, 2(1), 41-53.

Salim, F. S., & Simatupang, A. (2016). Kinerja Keuangan dan Kondisi Ekonomi Makro Terhadap Pengembalian Saham Perusahaan Property dan Real Estate yang Terdaftar di Bursa Efek Indonesia Periode Tahun 2011-2014, 4(1), 47–67.

Septiana, F. E., & Wahyuati, A. (2016). Pengaruh Rasio Keuangan Terhadap Return Saham Pada Perusahaan Manufaktur. Jurnal Ilmu Dan Riset Manajemen, 5(1), 1–21.

Yulianto, A. (2017). Peran Karakteristik Perusahaan dan Mekanisme Corporate Governance Dalam Keputusan Pendanaan Perusahaan Pertambangan Go Public di Indonesia. Jurnal Kajian Akuntansi, 1(1), 11–22. Retrieved from http://jurnal.unswagati.ac.id/index.php/jka

T Sumarsan (2013). Sistem Pengendalian Manajemen: Konsep, Aplikasi, dan Pengukuran Kinerja. PT. Indeks. Jakarta Barat,

Unduhan

Diterbitkan

2018-12-30

Cara Mengutip

Hariyani, D. S., Setiyono, W., Langgeng. W, A., & Apriyanti, A. (2018). Analisis Pengaruh Faktor Fundamental terhadap Return Saham. Jurnal Kajian Akuntansi, 2(2), 123–133. https://doi.org/10.33603/jka.v2i2.1646

Terbitan

Bagian

Artikel
Loading...