Widyagama National Conference on Economics and Business (WNCEB)
Vol 2, No 1: WNCEB 2021

PENGARUH KINERJA FUNDAMENTAL DAN RESIKO SISTEMATIS TERHADAP HARGA SAHAM PADA PERUSAHAAN PERDAGANGAN YANG TERDAFTAR DI BEI PERIODE 2015-2018

Maria Desika Bulu Masan (Universitas Widyagama Malang)
Muchlis Mas’ud (Universitas Widyagama Malang)
Alfiana Alfiana (Universitas Widyagama Malang)



Article Info

Publish Date
08 Nov 2021

Abstract

Abstrak      Penelitian ini bertujuan untuk mengatahui dan menguji pengaruh kinerja fundamental dan resiko sistematis terhadap harga saham. Penelitian dilakukan pada perusahaan perdagangan yang terdaftar di Bursa Efek Indonesia (BEI) dengan populasi 65 perusahaan. Teknik pengambilan sampel yang digunakan adalah purposive sampling. Berdasarkan kriteria populasi, jumlah sampel yang memenuhi syarat adalah 47 perusahaan. Teknik analisis data menggunakan reggrsi berganda.     Hasil penelitian menunjukkan bahwa : (I) Return On Asset (ROA) berpengaruh positif signifikan terhadap harga saham; (II) Debt To Equity Ratio (DER) berpengaruh negatif tidak signifikan terhadap harga saham; (III) Earning Per Share (EPS) berpengaruh positif signifikan terhadap harga saham; (IV) inflasi berpengaruh positif tidak signifikan terhadap harga saham; (V) suku bunga berpengaruh positif tidak signifikan terhadap harga saham.   Kata Kunci: Return On Asset (ROA), Debt To Equity Ratio (DER), Earning Per Share (EPS), Inflasi, Suku Bunga, Harga Saham Abstract        This study aims to identify and examine the effect of fundamental performance and systematic risk on stock prices. The study was conducted on trading companies listed on the Indonesia Stock Exchange (IDX) with a population of 65 companies. The sampling technique used is purposive sampling. Based on the population criteria, the number of samples that meet the requirements are 47 companies, the data analysis technique uses documentation techniques.      The results showed that: (I) Return on Assets (ROA) had a significant positive effect on stock prices; (II) Debt To Equity Ratio (DER) has an insignificant negative effect on stock prices; (III) Earning Per Share (EPS) has a significant positive effect on stock prices; (IV) inflation has no significant positive effect on stock prices; (v) interest rates have no significant positive effect on stock prices.Keywords: Return On Assets (ROA), Debt To Equity Ratio (DER), Earning Per Share (EPS), Inflation, Interest Rates, Stock Prices

Copyrights © 2021






Journal Info

Abbrev

WNCEB

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Prosiding Widyagama National Conference on Economics and Business (WNCEB) is a Call of Papers activity managed by the Management Study Program, Faculty of Economics and Business, Widyagama University Malang. WNCEB will be published once a year (in November) with various topics consisting of, (but ...