PENGARUH FAKTOR-FAKTOR FUNDAMENTAL DAN FAKTOR EKSTERNAL TERHADAP RETURN SAHAM PADA SAHAM LQ-45 DI BURSA EFEK INDONESIA PERIODE 2007-2010
DOI:
https://doi.org/10.22441/jimb.v2i3.3746Kata Kunci:
Return on Asset (ROA), Return on Equity (ROE), Debt to Equity Ratio (DER), Book Value Per Share (BVS), Earnings Per Share (EPS), Suku Bunga, Nilai Tukar, Return Saham, Interest Rates, Exchange Rates, Stock Return,Abstrak
Penelitian ini bertujuan untuk mengungkapkan pengaruh fundamental dan faktor eksternal yang
mempengaruhi return saham. Variabel yang digunakan dalam penelitian ini yaitu Return on Asset (ROA),
Return on Equity (ROE), Debt to Equity Ratio (DER), Book Value Per Share (BVS), Earnings Per Share (EPS),
Suku Bunga (SB) dan Nilai Tukar (NT) terhadap Return Saham. Data dalam penelitian ini adalah perusahaan
yang pernah masuk dalam saham LQ-45 tahun 2007-2010, dan memenuhi kriteria pemilihan sampel sehingga
diperoleh sampel sebanyak 65 perusahaan. Penelitian ini menggunakan analisis yaitu Metode Efek Random.
Pengolahan data dilakukan dengan menggunakan program Eviews. Hasil yang didapat adalah 4 variabel yang
berpengaruh secara signifikan yaitu DER, BVS, EPS dan Suku Bunga. Sedangkan secara bersama-sama ROA,
ROE, DER, BVS, EPS, Suku Bunga dan Nilai Tukar berpengaruh signifikan terhadap return saham.
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