CD Skripsi
Analisis Pengaruh Faktor Intern Dan Ekstern Terhadap Return Saham Pada Perusahaan Pertambangan Yang Listing Di Bei Tahun 2006-2011
This study aims to look at the influence of Economic Value Added (EVA), Market Value Added (MVA), Debt to Equity Ratio (DER), Price Earning Ratio (PER), Interest Rate and Inflation on Stock Return. Object under study is a mining group listed on the Indonesia Stock Exchange (BEI) in the year 2006-2011. The research sample was 10 companies from the mining during the period 2006-2011.
The method of analysis used is multiple regression analysis. Before the t test statistic for multiple regression equation, done first testing goodness of fit, and the classic assumption test consisting of data normality, autocorrelation, multicollinearity and heteroscedasticity. Once the data is free from classical assumptions, then the hypothesis testing using t-test to see the effect of each independent variable on the dependent variable partially.
Based on the analysis, it is known that the only variable Price Earning Ratio (PER) a significant effect on stock returns. Meanwhile, the Economic Value Added (EVA), Market Value Added (MVA), Debt to Equity Ratio (DER), Interest Rate and Inflation has no effect on Stock Return. The coefficient of determination is equal to 24.4% of research where there are 75.6% more change in the dependent variable (stock returns) are still influenced by other variables not included in this study.
Keywords: Stock Return, Economic Value Added (EVA), Market Value Added (MVA), Debt to Equity Ratio (DER), Price Earning Ratio (PER), Interest Rate, Inflation.
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