Pengaruh Kinerja Perusahaan Manufaktur Terhadap Return Saham di Bursa Efek Jakarta Tahun 2000 – 2004

Keywords:

Stock Return, Return on Equity, Price Earning Ratio, Debt To Equity Ratio, Earning Per Share, Price Book Value

Abstract

The purposes of this research are to finding out Performance Company Manufacture that influence Stock Return, The data used in this research from yearly financial report of fifty two manufactured industries listed at Jakarta Stock Exchange in 2000 to 2004, The Method of analysis used the multiple linier regression method. The Performance Company Manufacture measure consist of the independent variable are Return on Equity, Price Earning Ratio, and Debt to Equity Ratio, Earning per Share, Price Book Value. The dependent variable is Stock Return. The research was preceded by doing the classical assumption test (normality, multicollinearity, autocorrelation and heteroscedasticity) on all of independent variables to establish the model of regression. The independent variables were simultaneously and partially tested in order to get empirical evidence whether they had significant correlation to Stock Return or not. Testing data used SPSS. The result of this research shows that simultaneously Return on Equity, Price Earning Ratio, and Debt to Equity Ratio, Earning per Share, Price Book Value had significant correlation to Stock Return, meanwhile partially, only Debt Equity Ratio did not have significant correlation to Stock Return. So, the result of this research show that Stock Return influenced by the rate of Return on Equity, Price Earning Ratio, Debt To Equity Ratio, Earning Per Share, Price Book Value, the result have complimentary the research before, that the dividend is one of component Stock Return finally, it’s been expected that the result of this research can give useful findings for investor and academicians.

Published

2018-02-01