PENGARUH PROFITABILITAS, LEVERAGE, NILAI TUKAR, DAN INFLASI TERHADAP RETURN SAHAM (Studi pada Perusahaan Makanan dan Minuman yang Terdaftar di Bursa Efek Indonesia Tahun 2015 – 2019)

Kiki, Noviyanti (2021) PENGARUH PROFITABILITAS, LEVERAGE, NILAI TUKAR, DAN INFLASI TERHADAP RETURN SAHAM (Studi pada Perusahaan Makanan dan Minuman yang Terdaftar di Bursa Efek Indonesia Tahun 2015 – 2019). Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia.

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Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh profitabilitas, leverage, nilai tukar dan inflasi terhadap return saham pada perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia (BEI). Populasi dari penelitian ini adalah perusahaan makanan dan minuman yang terdaftar di BEI tahun 2015-2019. Teknik pengambilan sampel yang digunakan purposive sampling dengan sampel sebanyak 14 Perusahaan, sehingga total observasi sebanyak 70 observasi dan data yang digunakan data sekunder. Metoda pengumpulan data menggunakan dokumentasi. Teknik analisis data dengan menggunakan analisis regresi data panel dan moderated regression analysis (MRA) dengan menggunakan aplikasi Microsoft Office Excel 2010 dan Eviews 10. Berdasarkan hasil analisis adjusted R2 dan uji hipotesis terbukti bahwa probabilitas (Return on Assets, ROA) dan leverage (Debt to Equity Ratio, DER) memiliki pengaruh terhadap return saham, inflasi mampu memoderasi pengaruh ROA terhadap return saham tetapi tidak mampu memoderasi pengaruh DER terhadap return saham, sedangkan nilai tukar tidak mampu memoderasi pengaruh ROA dan DER terhadap return saham. This study aims to determine the effect of profitability, leverage, exchange rate and inflation on stock returns in food and beverage companies listed on the Indonesia Stock Exchange (IDX). The population of this study are food and beverage companies listed on the Indonesia Stock Exchange in 2015-2019. The sampling technique used was purposive sampling with a sample of 14 companies, so that the total observations were 70 observations and the data used were secondary data. The data collection method uses documentation. The data analysis technique was using panel data regression analysis and moderated regression analysis (MRA) using Microsoft Office Excel 2010 and E-views 10 applications. Based on the results of adjusted R2 analysis and hypothesis testing, it was proven that probability (Return on Assets, ROA) and leverage (Debt to Equity Ratio, DER) has an influence on stock returns, inflation is able to moderate the effect of ROA on stock returns but is unable to moderate the effect of DER on stock returns, while the exchange rate is unable to moderate the effect of ROA and DER on stock returns.

Item Type: Thesis (Skripsi)
Contributors:
ContributionContributorsNIDNEmail
Thesis advisorAnhar, Muhammad0019095901m.anhar@stei.ac.id
Uncontrolled Keywords: Profitabilitas, Leverage, Nilai Tukar, Risiko Inflasi, Return Saham
Subjects: Manajemen > Manajemen Keuangan
Divisions: S1 Manajemen
Depositing User: KIKI NOVIYANTI
Date Deposited: 30 Dec 2021 02:41
Last Modified: 29 Nov 2022 03:42
URI: http://repository.stei.ac.id/id/eprint/6496

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