FAKTOR INTERNAL DAN EKSTERNAL: PREDIKTOR HARGA SAHAM PERBANKAN

KAPILAWI, YOHANA CINDYATANTRI (2021) FAKTOR INTERNAL DAN EKSTERNAL: PREDIKTOR HARGA SAHAM PERBANKAN. Skripsi thesis, Universitas Tarumanagara.

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Abstract

This research was conducted to develop an actual empirical model in the financial services sector (banking). This study justifies the influence of internal and external factors on stock prices. Internal factors are Return on Equity (ROE), Earning per Share (EPS), Debt to Equity Ratio (DER) to stock prices. Meanwhile, external factors are BI Rate, Inflation and Rupiah Exchange Rate, stock prices. This study uses quantitative data with a purposive sampling technique in banking companies listed on the Indonesia Stock Exchange for the period 2016 - 2020. The research method used is multiple regression analysis on panel data and processed using Eviews 10.0 software. The results of this study indicate that the appropriate model to use is the Random Effect Method (REM) with the results of Return on Equity (ROE), Debt to Equity Ratio (DER), BI Rate has no significant effect on stock prices, Inflation and Rupiah Exchange Rate have a negative effect and significant effect on stock prices while Earning per Share (EPS) has a positive and significant effect on stock prices. Keywords: Stock Price, Return on Equity (ROE), Earning per Share (EPS), Debt to Equity Ratio (DER), BI Rate, Inflation, Rupiah Exchange Rate. Penelitian ini dilakukan untuk mengembangkan suatu model empiris yang aktual dalam sektor jasa keuangan (perbankan). Penelitian ini menjustifikasi adanya pengaruh antara faktor internal dan eksternal terhadap harga saham. Faktor internal berupa Return on Equity (ROE), Earning per Share (EPS), Debt to Equity Ratio (DER) terhadap harga saham. Sedangkan faktor eksternal berupa BI Rate, Inflasi dan Nilai Tukar Rupiah harga saham. Penelitian ini menggunakan data kuantitatif dengan teknik purposive sampling pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia periode 2016 - 2020. Metode penelitian yang dignakan adalah analisis regresi berganda pada data panel dan diolah dengan menggunakan software Eviews 10.0. Hasil penelitian ini menunjukan bahwa model yang layak digunakan adalah Random Effect Method (REM) dengan hasil Return on Equity (ROE), Debt to Equity Ratio (DER), BI Rate tidak berpengaruh signifikan terhadap harga saham, Inflasi dan Nilai Tukar Rupiah berpengaruh negatif dan signifikan terhadap harga saham, sedangkan Earning per Share (EPS) berpengaruh positif dan signifikan terhadap harga saham. Kata Kunci: Harga Saham, Return on Equity (ROE), Earning per Share (EPS), Debt to Equity Ratio (DER), BI Rate, Inflasi, Nilai Tukar Rupiah.

Item Type: Thesis (Skripsi)
Subjects: Skripsi/Tugas Akhir
Skripsi/Tugas Akhir > Fakultas Ekonomi
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: FE Perpus
Date Deposited: 17 Jun 2022 03:42
Last Modified: 27 Jul 2023 08:37
URI: http://repository.untar.ac.id/id/eprint/36223

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