PENGARUH KINERJA KEUANGAN TERHADAP RETURN SAHAM PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2011-2013 - Febdwi Suryani; Vincent Wisely (Kurs : Jurnal Akuntansi, Kewirausahaan dan Bisnis, 2016)
The purpose of this study was to determine the effect of Capital, Asset Quality, Management, Earning Ability, and Liquidity in partial and simultaneous ways towards the stock return on banks that are listed on the Indonesia Stock Exchange. The population in this study included 41 banks which were registered in Indonesia Stock Exchange for the period of 2011-2013. The research samples were determined using purposive sampling method and resulted in 22 companies. Data collection techniques used in this study were documentary data collection, internet access, and literature review. The data was analyzed using descriptive and multiple regression formula. The independent variables in this study which were the ratio of CAMEL (Capital Adequacy Ratio / CAR, Return on risked Assets / RORA, Operating Expense on Operating Income / OEOI, Earning Per Share / EPS and Loans to Deposit Ratio / LDR) simultaneously affected the stock return on banks listed on the Indonesia Stock Exchange. Partially, all independent variables significantly affected the stock return. Only Operating Income Operating Expense / OEOI did not significantly affect stock returns in this study. Tujuan dari penelitian ini adalah untuk mengetahui pengaruh Capital, Asset Quality, Management, Earning Ability, dan Liquidity secara parsial dan simultan terhadap return saham pada bank yang terdaftar di Bursa Efek Indonesia. Populasi dalam penelitian ini adalah perbankan yang terdaftar di Bursa Efek Indonesia dalam periode 2011-2013 yaitu sebanyak 41 perbankan. Sampel penelitian ditentukan dengan metode purposive sampling sehingga jumlah sampel sebanyak 22 perusahaan. Teknik pengumpulan data dalam penelitian ini adalah pengumpulan data documenter, akses internet, dan studi pustaka. Analisis data menggunakan metode deskriptif dan formula regresi berganda. Variabel independen dalam penelitian ini yaitu rasio CAMEL (Capital Adequacy Ratio / CAR, Return on risked Assets / RORA, Operating Expense on Operating Income / OEOI, Earning Per Share / EPS and Loans to Deposit Ratio / LDR) secara simultan mempengaruhi return saham pada bank yang terdaftar di Bursa Efek Indonesia. Secara parsial, semua variabel independen berpengaruh secara signifikan terhadap return saham pada bank yang terdaftar di Bursa Efek Indonesia. Sedangkan variabel Operating Income Operating Expense / OEOI tidak berpengaruh secara signifikan terhadap return saham dalam penelitian ini.