PENGARUH KINERJA KEUANGAN DAN VARIABEL EKONOMI MAKRO TERHADAP RETURN SAHAM PADA PERUSAHAAN SEKTOR REAL ESTATE YANG TERDAFTAR DI BEI

HARYADI, DEDEN (2021) PENGARUH KINERJA KEUANGAN DAN VARIABEL EKONOMI MAKRO TERHADAP RETURN SAHAM PADA PERUSAHAAN SEKTOR REAL ESTATE YANG TERDAFTAR DI BEI. Skripsi thesis, SEKOLAH TINGGI ILMU EKONOMI INDONESIA JAKARTA.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk mengetahui hubungan antara kinerja keuangan dan variabel ekonomi makro terhadap return saham pada perusahaan sektor real estate yang terdaftar di Bursa Efek Indonesia. Metode yang digunakan adalah metode pengumpulan data menggunakan metode dokumentasi seperti annual report per kuartal perusahaan yang menjadi sampel dalam penelitian ini. Metode pengambilan sampel menggunakan teknik purposive sampling dengan jumlah sampel sebanyak 10 perusahaan. Strategi yang digunakan dalam penelitian ini adalah kuantitatif deskriptif yang dengan metode analisis regresi berganda dan pengujian hipotesis (parsial dan simultan) dengan aplikasi Eviews 10.0. Berdasarkan hasil perhitungan statistik menunjukkan : (1) Hubungan variabel X1 terhadap variabel Y mempunyai hubungan yang kuat dengan nilai significance t < 0,05 dengan nilai sig. 0,0103. (2) Hubungan variabel X2 terhadap variabel Y tidak memiliki hubungan dengan nilai significance t > 0,05 dengan nilai sig. 0,2976. (3) Hubungan variabel X3 terhadap variabel Y mempunyai hubungan yang kuat dengan nilai significance t < 0,05 dengan nilai sig.0,0040. (4)Hubungan variabel X4 terhadap variabel Y mempunyai hubungan yang kuat dengan nilai significance t < 0,05 dengan nilai sig. 0,0041. (5) Hubungan variabel X5 terhadap variabel Y tidak memiliki hubungan dengan nilai significance t > 0,05 dengan nilai sig. 0,3162 . (6) Hubungan variabel X6 terhadap variabel Y tidak memiliki hubungan dengan nilai significance t > 0,05 dengan nilai sig.0,1681. Kesimpulannya adalah : Variabel X1 bahwa Ho ditolak dan Ha diterima maka dapat disimpulkan bahwa secara parsial suku bunga berpengaruh terhadap return saham., Hasil uji hipotesis variabel X2 bahwa Ho diterima dan Ha ditolak maka dapat disimpulkan bahwa secara parsial nilai tukar rupiah tidak berpengaruh terhadap return saham., Hasil uji hipotesis variabel X3 bahwa Ho ditolak dan Ha diterima maka dapat disimpulkan bahwa produk domestik bruto secara parsial berpengaruh terhadap return saham., Variabel X4 bahwa Ho ditolak dan Ha diterima maka dapat disimpulkan bahwa secara parsial Current Ratio berpengaruh terhadap return saham., Hasil uji hipotesis variabel X5 bahwa Ho diterima dan Ha ditolak maka dapat disimpulkan bahwa secara parsial Return on Equity tidak berpengaruh terhadap return saham., Hasil uji hipotesis variabel X6 bahwa Ho diterima dan Ha ditolak maka dapat disimpulkan bahwa Debt to Equity Ratio secara parsial tidak berpengaruh terhadap return saham Hasil uji hipotesis antara seluruh variabel secara simultan bahwa Ho ditolak dan Ha diterima yang berarti suku bunga, nilai tukar rupiah, produk domestik bruto, Current Ratio, Return on Equity dan Debt to Equity Ratio berpengaruh terhadap return saham. Kata Kunci : Suku Bunga, Nilai Tukar Rupiah, Produk Domestik Bruto, Current Ratio, Return on Equity, Debt to Equity Ratio, Return Saham ABSTRACT This study aims to determine the relationship between financial performance and macroeconomic variables on stock returns in real estate sector companies listed on the Indonesia Stock Exchange. The method used is the method of data collection using documentation methods such as the annual report per quarter of the companies sampled in this study. The sampling method using purposive sampling technique with a sample size of 10 companies. The strategy used in this research is descriptive quantitative with multiple regression analysis methods and hypothesis testing (partial and simultaneous) with the Eviews 10.0. Based on the results of statistical calculations, it shows: (1) The relationship between variable X1 and variable Y has a strong relationship with the value of significance t <0.05 and the value of sig. 0.0103. (2) The relationship between variable X2 and variable Y has no relationship with the value of significance t> 0.05 and value of sig. 0.2976. (3) The relationship of variable X3 to variable Y has a strong relationship with a significance value of t < 0.05 with a value of sig.0.0040. (4) The relationship between variable X4 and variable Y has a strong relationship with the value of significance t <0.05 and the value of sig. 0.0041. (5) The relationship between variable X5 and variable Y has no relationship with the value of significance t> 0.05 and the value of sig. 0.3162. (3) The relationship of variable X6 to variable Y has no relationship with a significance value of t> 0.05 with value of sig.0.1681. The conclusion is: Variable X1 that Ho is rejected and Ha is accepted, it can be concluded that partially interest rates affect stock returns. The results of the hypothesis test for variable X2 that Ho is accepted and Ha is rejected, it can be concluded that partially the rupiah exchange rate has no effect on stock returns., The results of the hypothesis test for variable X3 that Ho is rejected and Ha is accepted, it can be concluded that gross domestic product partially affects stock returns., Variable X4 that Ho is rejected and Ha is accepted, it can be concluded that partially Current Ratio affects stock returns. The results of the hypothesis test for the variable X5 that Ho is accepted and Ha is rejected, it can be concluded that partially, Return on Equity has no effect on stock returns. The results of the X6 variable hypothesis test that Ho is accepted and Ha rejected, it can be rejected that the Debt to Equity Ratio partially has no effect on stock returns. The results of hypothesis testing between all variables simultaneously show that Ho is rejected and Ha is accepted, which means that interest rates, rupiah exchange rates, gross domestic product, Current Ratio, Return on Equity and Debt to Equity Ratio have an effect on stock returns. Keywords: Interest Rate, Rupiah Exchange Rate, Gross Domestic Product, Current Ratio, Return on Equity, Debt to Equity Ratio, Stock Return

Item Type: Thesis (Skripsi)
Contributors:
ContributionContributorsNIDNEmail
Thesis advisorSINGGIH HADI, SUBEKTI0003125601soebekti_singgih_hadi@stei.ac.id
Subjects: Manajemen > Manajemen Keuangan
Divisions: S1 Manajemen
Depositing User: Mr DEDEN HARYADI
Date Deposited: 17 Mar 2021 06:39
Last Modified: 17 Mar 2021 06:39
URI: http://repository.stei.ac.id/id/eprint/4102

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