ABSTRACT: This study aimed to
analyze the relationship CAMEL ratios with stock returns on the banking company
in the Indonesia Stock Exchange. Data used in this research is secondary data
in the form of 21 financial reports of 29 banking companies in Indonesia Stock
Exchange. This study uses multiple regression analysis method to analyze the
data. The results found that the presence of a strong correlation between
independent variabel CAR, NPL, PPAP, FBI, ROA, ROE, LDR, BOPO, and NIM with the
dependent variable stock return that is equal to 70.6. These findings indicate
that 70.6% stock return variation returs explaining about the relationship with
stock return. Research has found that all variables simultaneously associated
with stock return, but partially this research found that these variables have
a significance level of diverse, ROE and NIM and only one variable with
significance level of 5% ie LDR variables. This means that all four variables
are partially related significantly to stock returns. Based upon the findings
of this study indicate that investors in investing in banking stocks in
particular to pay attention to the CAR, ROE, NIM and LDR company compared with
other variables.
Keywords: Analysis, CAMEL,
Indonesian Stock Exchange
Penulis: Muammar Khaddafi,
Ghazali Syamni
Kode Jurnal: jpmanajemendd110040
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