Jurnal Manajemen & Keuangan
Vol 8 No 1 (2019): JURNAL MANAJEMEN DAN KEUANGAN

Analisis Pengaruh Faktor Fundamental Terhadap Return Saham

Sheilla Nurlailly Insani (Politeknik Perkapalan Negeri Surabaya)
Nancy Nurinasari (Manajemen Bisnis, Politeknik Perkapalan Negeri Surabaya)
Laili Ayu Sa’diah (Manajemen Bisnis, Politeknik Perkapalan Negeri Surabaya)
Denny Oktavina Radianto (Manajemen Bisnis, Politeknik Perkapalan Negeri Surabaya)



Article Info

Publish Date
31 May 2019

Abstract

This study aims to examine: (1) the effect of EPS on stock prices, (2) the effect of ROE on stock prices, (3) the effect of DER on stock prices, (4) the effect of ROA on stock prices, (5) simultaneous influence of EPS, ROE, DER, and ROA on stock prices. This research use stock returns as the dependent variable and EPS, ROE, DER, and ROA as independent variables. This study use secondary data from the annual financial statements of the property and real estate industry groups listed on the Indonesia Stock Exchange from 2013 to 2017 with using the judgment sampling method to produce 7 companies that meet the sample criteria. This study uses an associative type method with a quantitative approach. The analysis technique used is descriptive statistical analysis, classic assumption test, multicollinearity test, autocorrelation test, heteroscedasticity test, multiple linear regression analysis, and hypothesis testing. This research was conducted by retrieving data through the website www.idx.co.id which was processed based on research needs using the SPSS version 23. The results showed that the EPS, ROE, DER, and ROA ratios did not significantly influence stock returns of property and real estate listed on the Indonesia Stock Exchange.

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Journal Info

Abbrev

jmk

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Other

Description

Jurnal Manajemen & Keuangan merupakan wahana hasil penelitian dan telaah konseptual dalam bidang manajemen dan keuangan, diterbitkan sejak tahun 2012 dan terbit 2 kali setahun pada bulan Mei dan ...