scholarly journals PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN JASA TRANSPORTASI

2019 ◽  
Vol 6 (1) ◽  
pp. 94
Author(s):  
Siska Septina ◽  
Fifi Swandari
Keyword(s):  
Stock Return ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Least Square ◽  
Return On Equity ◽  
Book Value ◽  
Ordinary Least Square ◽  
Equity Ratio ◽  
F Statistics ◽  
Transportation Company

<p><em>This research as “Effect Fundamental Factors toward stock return of Transportation’s Company”. Aims analyzed fundamental factors to haven influence stock return of transportation  company at Indonesia Stock Exchange (BEI). Fundamental factors such as Earning Per Share (EPS), Book Value Per Share (BVS), Price Earning Ratio (PER), Debt to Equity Ratio (DER), Return on Asset (ROA), and  Return On Equity (ROE).</em><strong></strong></p><p><em>Methodology research used purposed sampling with criteria as 1. Stock of Transportation company which listed  fm th. 2009-2013. 2.Stocked was trade at Indonesian Stock Exchange (BEI). Sample totally 13 and data analysis with multiple regression of ordinary least square and hypothesis test used F statistics and t statistic at level significance 5%.</em></p><p><em>Analysis result is fm totally 6 (six) of fundamental factors, only Price Earning Ratio (PER), Debt to Equity Ratio (DER) and Return on Asset (ROA) significance influance stock return of 13 (thirteen) transportation company at BEI, while others are not significance.</em></p><p><em>The future result suggested to expand other fundamental factors and suggested to add more variabels so can get better result. </em><em></em></p>

Determinan Price to Book Value Perusahaan Manufaktur

2015 ◽  
Vol 2 (02) ◽  
pp. 139-152
Author(s):  
Abdurrakhman Abdurrakhman
Keyword(s):  
Significant Influence ◽  
Consumer Goods ◽  
Stock Exchange ◽  
Jel Classification ◽  
Least Square ◽  
Return On Equity ◽  
Book Value ◽  
Ordinary Least Square ◽  
Analysis Technique ◽  
Multi Linear Regression

A B S T R A C T This study is aimed to test the influence of Current ratio (CR), Return on equity (ROE), Total assets turnover (TATO), and Size towards Price to book value (PBV). Samples are 114 firm firm years data of consumer goods listed companies in Indonesia Stock Exchange (IDX) during the period of 2006-2011 Analysis technique of data used multi linear regression of ordinary least square. This indicate that the available data has fulfilled the prerequisite to use multi-linier regression model. This research demonstrated that ROE and Size partially have significant influence towards the PBV. On the contrary, CR and TATO partially have no significant influence towards PBV. Simultaneously, CR, ROE, TATO, and the size has significant influence towards PBV of Consumer goods companies in IDX during the period of 2006. A B S T R A K Penelitian ini bertujuan untuk menguji pengaruh Rasio Current (CR), Return on equity (ROE), Total omset aset (TATO), dan Ukuran menuju Harga terhadap nilai buku (PBV). Sampel adalah 114 data tahun perusahaan consumer goods di Bursa Efek Indonesia (BEI) tercatat selama periode 2006-2011. Teknik analisis data menggunakan regresi linier multi biasa setidaknya persegi. Ini menunjukkan bahwa data yang tersedia telah memenuhi syarat untuk menggunakan model regresi multi-linier. Penelitian ini menunjukkan bahwa ROE dan Ukuran parsial memiliki pengaruh yang signifikan terhadap PBV. Sebaliknya, CR dan TATO sebagian tidak memiliki pengaruh yang signifikan terhadap PBV. Secara bersamaan, CR, ROE, TATO, dan ukuran memiliki pengaruh signifikan terhadap PBV perusahaan barang konsumen di BEI selama periode 2006. JEL Classification: M40, O16

PENGARUH PRICE EARNING RATIO, PRICE TO BOOK VALUE RATIO, DEBT TO EQUITY RATIO, RETURN ON EQUITY DAN SIZE TERHADAP RETURN SAHAM PADA PERIODE BULLISH (Survei PadaPerusahaan Manufaktur di Bursa Efek Indonesia Periode 2006-2007)

2015 ◽  
Vol 8 (1) ◽  
pp. 50
Author(s):  
Animah Animah
Keyword(s):  
Return Period ◽  
Stock Return ◽  
Sampling Method ◽  
Stock Exchange ◽  
Manufacturing Companies ◽  
Public Companies ◽  
Return On Equity ◽  
Book Value ◽  
Equity Ratio ◽  
The Impact

The objective of this research was to know the impact of Price Earning Ratio, Price To Book Value Ratio, Debt To Equity Ratio, Return On Equity dan Sizeto the stock return period bullish. This research uses purposive sampling method with judgment and conducted for 27 manufacturing companies listed in the Jakarta Stock Exchange during the period 2006-2007. The data was analysed by using multiple linear regression. The results showed that there is significant influence simultaneously (21.2%) and partially significant for the price earning ratio variable which is shown by the significance value of 0,05%. The results also show that other variables such as Price To Book Value Ratio, Debt To Equity Ratio, Return On Equity dan Sizeis not significant to the stock return period bullish. For the next researcher, it is suggested to add another variable like debt to asset ratio, Current ratio,Earning yieldand to expand the population (all go public companies). Keywords: price earning ratio, price to book value ratio, debt to equity ratio, return on equity, size, stock return

scholarly journals Determinan Price to Book Value Perusahaan Manufaktur

2015 ◽  
Vol 2 (02) ◽  
pp. 139-152
Author(s):  
Abdurrakhman Abdurrakhman
Keyword(s):  
Significant Influence ◽  
Consumer Goods ◽  
Stock Exchange ◽  
Jel Classification ◽  
Least Square ◽  
Return On Equity ◽  
Book Value ◽  
Ordinary Least Square ◽  
Analysis Technique ◽  
Multi Linear Regression

A B S T R A C T This study is aimed to test the influence of Current ratio (CR), Return on equity (ROE), Total assets turnover (TATO), and Size towards Price to book value (PBV). Samples are 114 firm firm years data of consumer goods listed companies in Indonesia Stock Exchange (IDX) during the period of 2006-2011 Analysis technique of data used multi linear regression of ordinary least square. This indicate that the available data has fulfilled the prerequisite to use multi-linier regression model. This research demonstrated that ROE and Size partially have significant influence towards the PBV. On the contrary, CR and TATO partially have no significant influence towards PBV. Simultaneously, CR, ROE, TATO, and the size has significant influence towards PBV of Consumer goods companies in IDX during the period of 2006. A B S T R A K Penelitian ini bertujuan untuk menguji pengaruh Rasio Current (CR), Return on equity (ROE), Total omset aset (TATO), dan Ukuran menuju Harga terhadap nilai buku (PBV). Sampel adalah 114 data tahun perusahaan consumer goods di Bursa Efek Indonesia (BEI) tercatat selama periode 2006-2011. Teknik analisis data menggunakan regresi linier multi biasa setidaknya persegi. Ini menunjukkan bahwa data yang tersedia telah memenuhi syarat untuk menggunakan model regresi multi-linier. Penelitian ini menunjukkan bahwa ROE dan Ukuran parsial memiliki pengaruh yang signifikan terhadap PBV. Sebaliknya, CR dan TATO sebagian tidak memiliki pengaruh yang signifikan terhadap PBV. Secara bersamaan, CR, ROE, TATO, dan ukuran memiliki pengaruh signifikan terhadap PBV perusahaan barang konsumen di BEI selama periode 2006. JEL Classification: M40, O16

scholarly journals FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM INVESTOR PADA PERUSAHAAN SUB SEKTOR SEMEN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2019 ◽  
Vol 4 (2) ◽  
pp. 43-50
Author(s):  
Novita Ovianti ◽  
Yansen Siahaan ◽  
Elly Susanti ◽  
Astuti Astuti
Keyword(s):  
Stock Return ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Influence Factors ◽  
Positive Influence ◽  
Current Ratio ◽  
Book Value ◽  
Equity Ratio ◽  
Average Current ◽  
The Stability

Abstrak   Tujuan dari penelitian ini adalah untuk mengetahui: 1. Faktor-faktor apa saja yang mempengaruhi return saham sebelum uji faktor faktor pada Perusahaan Sub Sektor Semen yang Terdaftar di Bursa Efek Indonesia. 2. Gambaran faktor-faktor yang mempengaruhi return saham setelah uji faktor pada Perusahaan Sub Sektor Semen yang Terdaftar di Bursa Efek Indonesia. 3. Pengaruh faktor-faktor yang mempengaruhi return saham setelah uji faktor pada Perusahaan Sub Sektor Semen yang Terdaftar di Bursa Efek Indonesia baik secara simultan maupun parsial.Hasil penelitian ini dapat disimpulkan sebagai berikut: 1. Rata-rata current ratio (CR) dan return on asset (ROA) mengalami penurunan, rata-rata debt equity to ratio (DER) cenderung meningkat, rata-rata price to book value (PBV) dan rata-rata return saham berfluktuasi cenderung menurun.  2. Hasil analisis regresi linier berganda diketahui bahwa CR dan PBV berpengaruh positif terhadap return saham sedangkan DER dan ROA berpengaruh negatif terhadap return saham. 3. Hasil analisis koefisien korelasi dan korelasi determinasi dapat diambil kesimpulan bahwa hubungan antara CR, DER, ROA dan PBV terhadap return saham berhubungan kuat dan sisanya dipengaruhi oleh variabel lain yang tidak dijelaskan dalam penelitian ini. 4. Pengujian hipotesis secara simultan dapat disimpulkan bahwa hipotesis H0 ditolak yang artinya CR, DER, ROA dan PBV berpengaruh signifikan terhadap return saham pada Perusahaan Sub Sektor Semen.Saran dari penelitian ini adalah penting bagi perusahaan untuk tetap menjaga kestabilan nilai CR, DER, ROA, PBV dan return saham. Sebaiknya perusahaan mengevaluasi kinerja keuangannya dengan meningkatkan pengembalian dividen agar investor lebih tertarik untuk menanamkan saham kepada perusahaan. Kata Kunci : Current Ratio (CR), Debt to Equity Ratio (DER), Return on   Asset (ROA), Price to Book                   Value (PBV), Return Saham.AbstractThe purpose of this research are: 1.To find out what are the factors that influence to stock return before the factor test in Sub Sector Cement Companies listed on the Indonesia stock exchange. 2.The description of the factors that influence the stock return after the factor test in Sub Sector Cement Companies listed on the Indonesia stock exchange. The influence factors towards to stock return on company Sub Sectors of cement listed on the Indonesia stock exchange after testing both factors simultaneously and partiallyThe results of this research can be summed up as follows:1. The average current ratio (CR) and  return on asset (ROA) are decreasing, the average debt-to-equity ratio (DER) are likely to be increased, the average price to book value (PBV) and return of the stock are tends to decrease.2. Multiple linear regression results that CR and PBV positive influence against the stock return while the DER and ROA influence negatively to stock return. 3. Analysis of the correlation coefficient and the determination of the correlation to be drawn the conclusion that the relationship between CR, DER, ROA and PBV against the stock return are strongly related and the rest were influenced by other variables that are not described in this study. 4.The simultant hypothesis test can be concluded that the H0 hypothesis is rejected, meaning that CR,  DER, ROA and PBV has significant influence on stock return.The advice from the research are, it’s important for companies to keep the stability of the CR, DER, ROA, PBV and the stock return values. It’s better for company to evaluate the company's financial performance by improving returns of divident to make investors more interesting to invest  stock to the company. Keywords: Current Ratio (CR), Debt to Equity Ratio (DER), Return on Assets (ROA), Price to Book

scholarly journals Analisis Pengaruh Profitabilitas, Solvabilitas, Dan Nilai Pasar Terhadap Return Saham Pada Perusahaan Go Publik Di Bursa Efek Indonesia (Studi Pada Perusahaan Jasa Sub Sektor Restoran, Hotel Dan Pariwisata)

2020 ◽  
Vol 3 (1) ◽  
pp. 22-33
Author(s):  
Sisilia Maria Parinusa
Keyword(s):  
Regression Analysis ◽  
Stock Return ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Predictor Variables ◽  
Return On Assets ◽  
Return On Equity ◽  
Book Value ◽  
Equity Ratio

Financial ratios are employed in this research to measure the influence of profitability, solvency and price to book value on stock return in restaurant, hotel and tourism companies which are listed on Indonesia Stock Exchange from period 2014 – 2018. The objectives of this study was to provide empirical findings whether profitability, solvency and price to book value have a significant influence on stock return. Multiple linear regression analysis was used to identify the strength of the effect of Return On Assets (ROA), Return On Equity (ROE), Debt to Equity Ratio (DER) and Price to Book Value (PBV) on stock return simultaneously and partially.The result of this study indicates that simultaneously ROA, ROE, DER and PBV have a significant effect on stock return and there is a positive significant effect of return on assets on stock return. Whereas price to book value has a negative significant effect on stock return in restaurant, hotel and tourism companies listed on IDX. Furthermore, return on equity and debt to equity ratio have no significant impact on stock return. Among the predictor variables, the data analysis showed that return on assets is the most important predictor variables in this regression model.

IMPLIKASI RETURN ON EQUITY, RETURN ON ASSET, NET INCOME& DEBT TO EQUITY RATIO TERHADAP RETURN SAHAM PADA PERUSAHAAN PROPERTI

2018 ◽  
Vol 3 (1) ◽  
pp. 59-66
Author(s):  
Muhammad Richo Rianto
Keyword(s):  
Data Analysis ◽  
Capital Market ◽  
Stock Return ◽  
Stock Exchange ◽  
Secondary Data ◽  
Net Income ◽  
Return On Equity ◽  
Property Companies ◽  
Equity Ratio

The research aims to analyze the effect of  Return On Equity (ROE ), Return On Asset (ROA), Net Income (NI) and Debt to Equity  (DER) on partially and simultaneously to Return Investment (RI) in property companies. Data were collected from secondary data in the financial documentation of Indonesian Capital Market  Directory ( ICMD ) and also can download in the official website of the Indonesian Stock Exchange www. IDX.co.id. Data analysis was using Eviews version  7.1. The results show that: ROE, ROA, NI, and DER simultaneously significant effect on the property company’s stock return, but partially only ROE and DER variable that significantly effects on stock return. Keywords: Return on Equity, Return on Asset, Net Income, Debt to Equity, Return Investment

scholarly journals Does Financial Performance Matter? Evidence on the Impact of Liquidity and Firm Size on Stock Return in Indonesia

2020 ◽  
Vol 11 (4) ◽  
pp. 546
Author(s):  
Mochammad Chabachib ◽  
Ike Setyaningrum ◽  
Hersugondo Hersugondo ◽  
Intan Shaferi ◽  
Imang Dapit Pamungkas
Keyword(s):  
Stock Returns ◽  
Firm Size ◽  
Significant Relationship ◽  
Stock Return ◽  
Stock Exchange ◽  
Mediating Effect ◽  
Return On Equity ◽  
Stock Investment ◽  
Equity Ratio ◽  
The Impact

In the modern era, stock investment can attract domestic investors or foreign investors. The objective is to invest their funds at the capital market that expect higher stock returns. The study aims to analyze factors that can affect stock returns and know the mediating effect of return on equity. The object of this research is the property and real estate sector that is listed on the Indonesia Stock Exchange from 2013 to 2018. This research used debt to equity ratio, current ratio, total asset turnover, firm size as independent variables and stock returns as dependent variables. Path analysis is used as reseach method tools with SMART PLS.The result says that debt to equity ratio and return on equity has a positive significant relationship with stock return, meanwhile firm size has a significant negative significant relationship with stock returns. Furthermore, return on equity can mediate the relationship between debt and equity ratios to stock returns.

scholarly journals PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Kasus Pada Perusahaan Farmasi Yang Terdaftar Di BEI Tahun 2005-2014)

2018 ◽  
Vol 2 (2) ◽  
pp. 95
Author(s):  
Muhammad Raymon Hidayat ◽  
Sri Hermuningsih
Keyword(s):  
Stock Return ◽  
Stock Exchange ◽  
Profit Margin ◽  
Return On Equity ◽  
Fundamental Factor ◽  
Net Profit ◽  
Equity Ratio ◽  
Level Of Significance ◽  
Research Show

This research performed in order to test influence of fundamental factor (EPS, NPM, ROA, and DER) toward stock return of farmacy companies that listed in Indonesia Stock Exchange for period 2005-2014.The result of this research show DER have significant effect towards stock return.. And EPS, NPM, ROA don’t have significance effect toward stock return. While, four  independent variabel EPS, ROA, DER, and NPM  to have influence toward return on equity  at level of significance 5% as 0,000%. Predictable of the three variables toward return on equity  is 18,6%.  While the rest 81,4% is affected by other factors is not included into the study model.Kata Kunci :Earning per Share, Net Profit Margin, Return on Asset, Debt to Equity Ratio and Stock Return

scholarly journals Pengaruh Return on Equity, Debt to Equity Ratio, Fixed Asset Turnover, Price to Book Value dan Interest Rate terhadap Price Earning Ratio pada Perusahaan Property & Real Estate di Bursa Efek Indonesia

2014 ◽  
Vol 1 (02) ◽  
pp. 200-210
Author(s):  
Agung Setiyawan ◽  
Oman Rusmana
Keyword(s):  
Interest Rate ◽  
Real Estate ◽  
Significant Influence ◽  
Stock Exchange ◽  
Jel Classification ◽  
Return On Equity ◽  
Book Value ◽  
Fixed Assets ◽  
Asset Turnover ◽  
Equity Ratio

ABSTRACT This study is aimed to examine the influence return on equity (ROE), debt to equity ratio (DER), fixed assets turnover (FATO), price to book value (PBV) and interest rate (IR) towards price earning ratio (per). Population of this study are Property & Real Estate companies which had go public in Indonesia Stock Exchange (IDX) during the period of 2008-2012.This research take 11 samples of 52 Property & Real Estate companies listed in IDX during the period of 2008-2012. This research concluded that the price to book value (PBV) and interest rate (IR) have significant influence towards the price earning ratio (PER). Meanwhile, other variables partially have no significant influence towards the price earning ratio (PER). ABSTRAK Penelitian ini dilakukan untuk menguji pengaruh return on equity (ROE), debt to equity ratio (DER), fixed assets turnover (FATO), price to book value (PBV) dan interest rate (IR) terhadap Price Earning Ratio (PER). Populasi penelitian adalah perusahaan-perusahaan Property & Real Estate yang terdaftar di Bursa Efek Indonesia (BEI) selama periode 2008-2012. Penelitian ini mengambil jumlah sampel sebanyak 14 perusahaan dari 52 perusahaan Property & Real Estate yang terdaftar di BEI selama periode 2008-2012. Hasil penelitian menunjukkan bahwa variabel Price to Book Value (PBV) dan Interest Rate (IR) secara parsial berpengaruh signifikan terhadap Price Earning Ratio (PER). Sedangkan Return on Equity (ROE), Debt to Equity Ratio (DER) dan Fixed Assets Turnover (FATO) tidak berpengaruh signifikan terhadap Price Earning Ratio (PER). JEL Classification: G14, G30

scholarly journals Faktor-Faktor Yang Mempengaruhi Return Saham Perusahaan Pertambangan Batubara Di Bei Periode 2008-2015

2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Rafail Widarko Dan Carunia Mulya Firdausy
Keyword(s):  
Coal Mining ◽  
Stock Return ◽  
Stock Exchange ◽  
Mining Industry ◽  
Coefficient Of Determination ◽  
Earning Growth ◽  
Return On Assets ◽  
Return On Equity ◽  
Independent Variables ◽  
Equity Ratio

The purpose of this research is to determine the influence of debt to equity ratio, return on assets, return on equity and earning growth partially and simultaneously to stock return of coal mining companies listed on the Indonesia Stock Exchange during the period 2008-2015. The populations in this research are all companies of coal mining industry listed in Indonesia Stock Exchange. Sampling was done by purposive sampling method, consisting of 8 companies. Based on the type of data and analysis, this research is quantitative research and the data source used is secondary data. Data collection method used is direct observation method. Based on multiple linear regression test, it can be concluded that debt to equity ratio, return on assets, return on equity have significant and positive influence toward stock return with significant value below 0.05, while earning growth have no influence toward stock return with significant value 0.9. Simultaneously, all the independent variables significantly influence the stock return with significant value 0.000143. Based on the coefficient of determination can be concluded that all the independent variables affect the financial performance by 26.92%.

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