Wiweko, Hidayah (2017) ANALYSIS OF FACTORS THAT INFLUENCE STOCK RETURN IN INDONESIA STOCK EXCHANGE. Jurnal Bisnis dan Manajemen, 13 (2). ISSN 1411-9366

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Abstract

Analisis Faktor-Faktor Yang Mempengaruhi Stock Return Di Bursa Efek Indonesia Hidayah Wiweko Fakultas Ekonomi dan Bisnis, Universitas Lampung ABSTRAK Tujuan dari penelitian ini adalah untuk menguji beberapa variabel yang mempengaruhi stock return. Variabel-variabel yang digunakan yaitu dividend yield, earning yeld, current ratio, price earning ratio, debt equity ratio, dan price book value. Penelitian ini menggunakan sampel 56 perusahaan di Bursa Efek Indonesia (BEI) selama 2012-2015. Data dikumpulkan dengan menggunakan metode purposive sampling. Analisis dan pengambilan keputusan tentang hipotesis menggunakan analisis regresi berganda. Hasil penelitian ini menunjukkan bahwa earning yield, price earning ratio, dan debt equity ratio tidak memiliki pengaruh terhadap stock return. Dengan kata lain, dividen yield, current ratio dan price book valuememiliki pengaruh terhadap stock return. Kata kunci:Stock Return, Dividend Yield, Earning Yield, Current Ratio, Price Earning Ratio, Debt Equity Dan Price Book Value. ABSTRACT The purpose of this research is to examine some variables that affect stock return. The variables are dividend yield, earnings yield, current ratio, price earnings ratio,debt equity ratio,and price book value. This research was using 56 companies in Indonesia Stock Exchange (IDX) during 2012-2015.The data are collected using purposive sampling method. The analysis and decision making about the hypothesis using multiple regression analysis. The results of this research indicate that earning yield, price earning ratio,and debt to equity ratio have no influence to the stock return.Other wise,dividend yield,current ratio and price book value have influence to thes tock return. Keywords: Stock Return,Dividend Yield,Earnings Yield,Current Ratio,Price Earnings Ratio,Debt Equity Ratio and Price Book Value.

Item Type:	Article
Subjects:	H Social Sciences > HG Finance
Divisions:	Fakultas Ekonomi dan Bisnis (FEB) > Prodi Manajemen
Depositing User:	HIDAYAH WIWEKO
Date Deposited:	10 Nov 2017 16:45
Last Modified:	10 Nov 2017 16:45
URI:	http://repository.lppm.unila.ac.id/id/eprint/4237

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