ANALISIS PENGARUH FAKTOR FUNDAMENTAL PERUSAHAAN DAN RISIKO SISTEMATIS TERHADAP RETURN SAHAM
Abstract: This research aim to
know influance of fundamental factors as financial ratio with proxy liquidity,
asset size, debt equity ratio (DER), return on equity (ROE), earnings per share
(EPS), price earnings ratio (PER) and systematic risk to the rate of return in
Indonesian Stock Exchange. Manufacturing company as sample the taken amount to
54 emiten the listed in Indonesia Stock Exchange with period of research
between of 2008 up to year of 2011. Analysis method the used is multiple linear
regression. Analysis results indicate that from some element fundamental factor
be like liquidity, asset size, debt
equity ratio (DER), return on equity (ROE), earnings per share (EPS), price
earnings ratio (PER) and systematic risk simultanly there are the influence
significant to the profitability represented by rate of return. Partially show
only earnings per share (EPS) and systematic risk with explained by variation
the expressed in adjusted R2 equal to 7,8 % is while the rest equal to 92,2 %
influenced by other variable which is not explained by this research model. Where
as other variable not influence with models is liquidity, asset size, debt
equity ratio (DER), return on equity (ROE) and price earnings ratio (PER).
Research result pursuant to hypothesis test indicate that between some element
fundamental factors is most dominant influence the rate of return at the
manufacturing company of listed in Indonesia Stock Exchange is systematic risk.
Keywords: Rate Of Return;
Liquidity; Asset size; Debt Equity Ratio (DER); Return On Equity (ROE);
Earnings Per Share (EPS); Price Earnings Ratio (PER) and Systematic Risk
Penulis: Dyatri Utami Arina
Absari, Made Sudarma, Grahita Chandrarin
Kode Jurnal: jpakuntansidd120589
