Pengaruh price earning ratio (per), earning growth, firm size, dividend yield, dan economic value added (eva) terhadap return saham pada indeks kompas100 pada periode 2015 - 2019

Lutfiani, Safira (2020) Pengaruh price earning ratio (per), earning growth, firm size, dividend yield, dan economic value added (eva) terhadap return saham pada indeks kompas100 pada periode 2015 - 2019. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Segala jenis investasi banyak dipilih oleh sebagian orang saat ini sebagai tabungan untuk masa mendatang, salah satunya melakukan investasi pada asset financial seperti saham pada pasar modal. Sebelum melakukan investasi pada saham dapat melakukan pembuatan portofolio saham untuk memilih saham yang tepat. Dalam pembuatan portofolio saham terdapat beberapa strategi yang dapat digunakan oleh seorang investor. Beberapa strategi yang dapat digunakan adalah Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, dan Economic Value Added (EVA) untuk mencari saham-saham yang memiliki harga murah dengan kualitas yang bagus. Penelitian ini akan dilakukan untuk melihat apakah terdapat pengaruh yang signifikan antara Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, dan Economic Value Added (EVA) terhadap return saham perusahaan non-perbankan yang terdaftar pada indeks Kompas100 pada periode 2015-2019 dengan melakukan perhitungan setiap tiga bulan sekali atau periode jangka pendek. Populasi dalam penelitian ini adalah perusahaan - perusahaan yang terdaftar dalam Bursa Efek Indonesia (BEI), dengan sampel yang digunakan adalah perusahaan-perusahaan non-perbankan pada indeks Kompas100 periode 2015-2019. Jumlah sampel yang digunakan dalam penelitian ini adalah sebanyak 739 data keuangan perusahaan. Dengan Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, dan Economic Value Added (EVA) sebagai variabel independen pada penelitian ini, dan return saham sebagai variabel dependen pada penelitian ini. Metode pengujiannya adalah dengan menggunakan pengujian regresi linear berganda dengan melakukan pengolahan data pada program SPSS. Berdasarkan hasil penelitian didapat bahwa Earning Growth, Dividend Yield, dan Economic Value Added (EVA) memiliki pengaruh yang signifikan terhadap return saham pada periode investasi jangka pendek. Sedangkan Price Earning Ratio (PER) , dan Economic Value Added (EVA) tidak memiliki pengaruh yang signifikan terhadap return saham pada periode jangka pendek / Most people currently choose all types of investment as savings for the future, one of which is investing in financial assets such as stocks in the capital market. Before investing in stocks, you can create a stock portfolio to choose the right stocks. In making a stock portfolio there are several strategies an investor can use. Some of the strategies that can be used are Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, and Economic Value Added (EVA) to find stocks that have low prices with good quality. This research will be conducted to see whether there is a significant influence between Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, and Economic Value Added (EVA) on stock returns of non-banking companies listed on the Kompas100 index in the 2015 period. -2019 by calculating every three months or a short term period. The population in this study are companies listed on the Indonesia Stock Exchange (BEI), with the sample used are non-banking companies on the Kompas100 index for the 2015-2019 period. The number of samples used in this study were 739 company financial data. With Price Earning Ratio (PER), Earning Growth, Firm Size, Dividend Yield, and Economic Value Added (EVA) as independent variables in this study, and stock returns as the dependent variable in this study. The test method is to use multiple linear regression testing by processing data in the SPSS program. Based on the research results, it is found that Earning Growth, Dividend Yield, and Economic Value Added (EVA) have a significant effect on stock returns in the short term investment period. Meanwhile, Price Earning Ratio (PER) and Economic Value Added (EVA) do not have a significant effect on stock returns in the short term.

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