Atmaja, Winarseno Agung Dwi (2015) PENGARUH DER, EPS, DPS, DAN PBV TERHADAP HARGA SAHAM PERUSAHAAN INDEKS LQ-45. Other thesis, UPN "Veteran" Yogyakarta.
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Abstract
ABSTRAK
Banyaknya saham yang beredar dalam bursa sering membuat investor
kebinggunan dalam memilih saham mana yang baik untuk berinvestasi. Untuk
mengatasi kesulitan investor dalam berinvestasi, maka pada bulan Febuari 1997
Bursa Efek Indonesia (BEI) meluncurkan sebuah indeks yang di dalamnya berisi
saham perusahaan-perusahaan emiten yang memiliki likuiditas tinggi yang
mudah di perjual belikan baik dalam berbagai kondisi pasar, memiliki
kapitalisasi pasar yang besar, kondisi keuangan perusahaan yang baik dan juga
memiliki kondisi fundamental baik yang disebut indeks Liquid 45 (LQ-45) Naik
turunnya harga saham dipengaruhi oleh banyak faktor. Beberapa faktor yang
diduga dapat mempengaruhi harga saham yaitu DER, EPS, DPS, dan PBV
Penelitian ini dilakukan dengan tujuan untuk mengetahui pengaruh DER,
EPS, DPS, dan PBV terhadap harga saham. Populasi yang digunakan adalah
perusahaan yang terdaftar dalam indeks LQ-45 periode Feb 2011-Jan 2015 sampel
perusahaan menggunakan purposive sampling sampel yang digunakan adalah 20
perusahaan. Ada lima variabel yang diangkat yaitu : harga saham sebagai
dependent variable dan DER, EPS, DPS, dan PBV sebagai independent variable.
Penelitian ini menggunakan teknik analisis regresi berganda.
Hasil penelitian menunjukkan Debt to equity ratio (DER), Earning per
share (EPS) dan Dividend per share (DPS) berpengaruh terhadap harga saham,
sedangkan Price to book value (PBV) tidak berpengaruh. Dari perhitungan diatas,
investor yang akan berinvestasi di pasar modal hendaknya memperhatikan
variabel Debt to equity ratio (DER), Earning per share (EPS) dan Dividend per
share (DPS). Karena terbukti berpengaruh secara signifikan terhadap harga
saham.
Kata Kunci: Debt to Equity Ratio, Earning Per Share, Dividend Per Share,
Price to Book Value, Harga saham.
ABSTRACT
The number of stocks circulated in the stock exchange often bring
investors unsure about deciding the best stock as their investment. To overcome
the difficulties encountered by investor, in Fbruary 1997, Bursa Efek Indonesia
(BEI) launched an index containing the stock of emitttance companies which
have high liquiduty that are easy to be purchased and sold in every market
condition, high market capitalization, excellent financial affair and also a good
fundamental condition, called Liquid 45 (LQ-45) index. The rising and falling of
stock’s price is affected by many factors, some of them which are considered as
those which influencing the stock;s price are DER, EPS, DPS and PBV
The research conducted aims at findding out the effect of DER, EPS, DPS,
and PBV on the stock’s price. The population used is a company registered in LQ-45 index period February 2011-January 2015 sample of companies using
purposive sampling sample is 20 companies. The researcher concerned with 5
variables that are stock’s price as the dependent variable and DER, EPS,
DPS,and PBV as the independent variables.
The finding of the research show thah Debt to Equity Ratio (DER),
Earning Per Share (EPS) and Dividen Per Share (DPS) lnfluenced the stock’s
price, while Price to Book Value (PBV) did not influence the stock’s price. Base
on the finding, it’s better for investor who want to have investment in the stock
exchange to focus on the variabel of DER, EPS, and DPS which significantly
affect the stock’s price.
Keyword: Debt to Equity Ratio, Earning Per Share, Dividend Per Share,
Price to Book Value, Stock Price.
| Item Type: | Thesis (Other) |
|---|---|
| Subjek: | H Social Sciences > HF Commerce > HF5601 Accounting |
| Divisions: | x. Faculty of Law, Arts and Social Sciences > School of Social Sciences |
| Depositing User: | Ratna Sufiatin |
| Date Deposited: | 23 Jun 2016 03:09 |
| Last Modified: | 23 Jun 2016 03:09 |
| URI: | http://eprints.upnyk.ac.id/id/eprint/4305 |
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