ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM STUDI PADA SAHAM LQ 45 YANG TERCATAT DI BURSA EFEK JAKARTA PERIODE 2003-2006

Chairu, Nanang Arma (2008) ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM STUDI PADA SAHAM LQ 45 YANG TERCATAT DI BURSA EFEK JAKARTA PERIODE 2003-2006. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research was case study who can inlaided in Jakarta Stock Excange, wich title ”Analyze Influence Fundamental Factor to Stock Return at LQ 45 Stock in the Jakarta Stock Exchange Period 2003 – 2006. Target of this research for analyze us to know influence fundamental factor to stock return and which factor who dominant influence to stock return. Population in this research about LQ 45 stock. Sample of its was used purposive sampling with criteria stock at LQ 45 stock on 2003 – 2006 to 12 stock and have finance report in this research variable. Analyze used to know influence fundamental factor to stock return is regression linear berganda with classic assumtion is multikolinieritas, autokorelasi, heterokedastisitas. Analyze data results in regression formula of Y= -0,173(X1) + 0,159(X2) + 0,121(X3) + 0,208(X4) + 0,083(X5) + 0,018(X6) + 0,178(X7) + 0,137(X8), F test showed worth 4,353 which gived conclusion there was significant influences fundamental factor to stock return, T test result was showed DER, DPR, NPM, dan PER have significant influence to stock return, and then can new regression formula of Y= -0,173(X1) + 0,159(X2) + 0,208(X4) + 0,178(X7). Determinant coefficient was showe worth 0.391 or 39.1%. the dominant factor of the was fundamental factor to stock return is NPM.

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Anggit Aldila
Date Deposited: 01 May 2012 04:37
Last Modified: 01 May 2012 04:37
URI: http://eprints.umm.ac.id/id/eprint/3564

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