ASPEK KESEHATAN BANK TERHADAP HARGA SAHAM PERUSAHAAN PERBANKAN - Ufi Mangesti; Muhammad Yusuf (JURNAL ILMIAH EDUNOMIKA, 2022)
Tujuan dari penelitian ini adalah untuk mendapatkan bukti empiris pengaruh kesehatan bank terhadap harga saham perusahaan perbankan yang terdaftar di Bursa Efek Indonesia periode 2013-2018. Metode pengambilan sampel menggunakan purposive sampling. Metode analisis yang digunakan adalah analisis regresi linier berganda. Variabel dependen pada penelitian ini adalah harga saham, sedangkan variabel independen adalah Profil risiko kredit, Profil risiko likuiditas, Profil risiko pasar, Profil risiko operasional, Corporate Governance, Earnings dan Capital. Hasil penelitian menunjukkan Profil risiko kredit, Profil risiko pasar, Profil risiko operasional, Corporate Governance, Earnings (ROA), dan Capital secara parsial berpengaruh terhadap harga saham perusahaan perbankan, sedangkan Profil risiko likuiditas dan Earnings (NIM) secara parsial tidak berpengaruh terhadap harga saham perusahaan perbankan. Kata kunci : Profil risiko, Corporate Governance, ROA, Capital, Harga Saham ________________________________________ Abstract The aim of this research is to determine the impact of bank health on the stock prices of banking companies listed on the Indonesian Stock Exchange for the period 2013-2018. The sampling method uses purposive sampling. The analytical method used is multiple linear regression analysis. The dependent variable in this research is the stock price, while the independent variable are credit risk profile, liquidity risk profile, market risk profile, operational risk profile, Corporate Governance, Earnings, and Capital. The results showed that credit risk profile, market risk profile, operational risk profile, Corporate Governance, earnings (ROA), and capital partially had an effects on the stock price of banking companies, while liquidity risk profiles and earnings (NIM) partially had no effect on the stock price of banking companies. Keywords : Risk profile, Corporate Governance, ROA, Capital, Stock Price