PENGARUH KINERJA PERUSAHAAN TERHADAP REAKSI PASAR PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

WIJAYA, PUTRI MULYA (2015) PENGARUH KINERJA PERUSAHAAN TERHADAP REAKSI PASAR PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI. Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia Jakarta.

[img] Text (COVER + ABSTRAK)
COVER + ABSTRAK.pdf
Available under License Creative Commons Attribution Non-commercial.
Download (353kB)
[img] Text (BAB I)
BAB I.pdf
Available under License Creative Commons Attribution Non-commercial.
Download (51kB)
[img] Text (BAB II)
BAB II.pdf
Available under License Creative Commons Attribution Non-commercial.
Download (123kB)
[img] Text (BAB III)
BAB III.pdf
Available under License Creative Commons Attribution Non-commercial.
Download (146kB)
[img] Text (BAB IV)
BAB IV.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial.
Download (153kB)
[img] Text (BAB V)
BAB V.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial.
Download (39kB)
[img] Text (DAFTAR REFERENSI)
DAFTAR REFERENSI.pdf
Available under License Creative Commons Attribution Non-commercial.
Download (37kB)
[img] Text (LAMPIRAN)
LAMPIRAN.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial.
Download (297kB)

Abstract

ABSTRAK Penelitian ini bertujuan untuk menguji pengaruh kinerja perusahaan yang diukur dengan rasio profitabilitas dan rasio pasar terhadap reaksi pasar pada perusahaan manufaktur. Sampel penelitian diambil dengan metode purposive sampling yakni berdasarkan kriteria : (1) Perusahaan yang listed atau terdaftar pada BEI sebagai emiten periode tahun 2010 sampai dengan tahun 2013, (2) Saham dari emiten aktif diperdagangkan setiap bulan selama periode tahun 2010 sampai dengan tahun 2013, (3) Mempublikasikan dan selalu menyajikan laporan keuangan dengan mata uang rupiah selama periode pengamatan yaitu tahun 2010 sampai dengan 2013. Variabel bebas dalam dalam penelitian ini adalah kinerja perusahaan yang diukur dengan Return On Asset (ROA), Net Profit Margin (NPM), Earning Per share (EPS) dan Price to Book Value (PBV). Variabel terikat pada penelitian ini adalah Abnormal Return sebagai ukuran reaksi pasar. Penelitian ini menggunakan analisis regresi berganda. Analisis data dilengkapi dengan uji normalitas dan uji asumsi klasik (uji multikolinearitas, uji heteroskedastisitas dan uji autokorelasi). Hasil analisis menunjukkan bahwa Return On Asset (ROA) dan Net Profit Margin (NPM) memiliki pengaruh positif tetapi tidak signifikan terhadap Abnormal Return. Sedangkan Earning Per share (EPS) berpengaruh negatif tetapi tidak signifikan terhadap Abnormal Return. Namun Price to Book Value (PBV) berpengaruh negatif dan signifikan terhadap Abnormal Return. Kata Kunci : Return On Asset (ROA), Net Profit Margin (NPM), Earning Per Share (EPS), Price to Book Value (PBV) dan Abnormal Return. // ABSTRACT This research want to examine the effects of company’s performance that measured using profitability ratios and market ratios against market reaction at manufacture company. The sampling technique used in this research is purposive sampling with some criteria, those are : (1) Manufacture companies listed in BEI over period 2010 to 2013, (2) The stock of companies actively traded each month during period 2010 to 2013, (3) Manufacture companies published and present the financial statements with rupiah currency during research period 2010 to 2013. The independent variable in this research is company’s performance that measured with Return On Asset (ROA), Net Profit Margin (NPM), Earning Per share (EPS) and Price to Book Value (PBV). The dependent variable in this research is Abnormal Return at manufacture company as a measure of the market reaction. This research used multiple regression analysis. Analysis of the data furnished by the normality test and the classical assumption test (multicollinearity test, heteroscedasticity test and autocorrelation test) The result of this research shows that Return On Asset (ROA) and Net Profit Margin (NPM) has positive effects but not significant to Abnormal Return. While Earning Per Share (EPS) has negative effect but not significant to Abnormal Return. Nevertheless Price to Book Value (PBV) has negative effect and significant to Abnormal Return. Key Words : Return On Asset (ROA), Net Profit Margin (NPM), Earning Per Share (EPS), Price to Book Value (PBV) and Abnormal Return.

Item Type: Thesis (Skripsi)
Contributors:
ContributionContributorsNIDNEmail
Thesis advisorZulfiati, LiesNIDN0325037601lies.zulfiati@stei.ac.id
Subjects: Akuntansi > Akuntansi Manajemen
Divisions: S1 Akuntansi
Depositing User: Mr Miptahudin Almurtado
Date Deposited: 24 Aug 2022 04:17
Last Modified: 24 Aug 2022 04:17
URI: http://repository.stei.ac.id/id/eprint/8174

Actions (login required)

View Item View Item
Repository STEI is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.