Analisis Pengaruh Price Earnings Ratio (PER), Economic Value Added (EVA), Market Value Added (MVA) Terhadap Return Saham Dengan Periode Tahun COVID-19 Sebagai Variabel Moderasi = The Effect of Price Earnings Ratio, Economic Value Added, and Market Value Added On Stock Return Listed On Indonesia Stock Exchange Period 2019-2020 with the Period of the Year Covid-19 Year as Moderated Variables

Dewanti, Niken (2021) Analisis Pengaruh Price Earnings Ratio (PER), Economic Value Added (EVA), Market Value Added (MVA) Terhadap Return Saham Dengan Periode Tahun COVID-19 Sebagai Variabel Moderasi = The Effect of Price Earnings Ratio, Economic Value Added, and Market Value Added On Stock Return Listed On Indonesia Stock Exchange Period 2019-2020 with the Period of the Year Covid-19 Year as Moderated Variables. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini dilakukan untuk (1) Mengetahui pengaruh Price Earning Ratio (PER), Economic Value Added (EVA) dan Market Value Added MVA) secara simultan dan parsial terhadap Return Saham, (2) Mengetahui bahwa selama periode pandemi penyebaran COVID-19 selama tahun 2019-2020 dalam memoderasi hubungan antara Price Earning Ratio (PER), Economic Value Added (EVA) dan Market Value Added (MVA) dengan Return Saham. Objek yang digunakan dalam penelitian ini ialah seluruh perusahaan non keuangan dan atau non bank yang tercatat di Bursa Efek Indonesia selama periode 2019-2020. Pemilihan sampel didasari oleh Teknik purposive sampling atas seluruh perusahaan yang tercatat di Bursa Efek Indonesia selama periode 2019-2020 yang tidak berasal dari sektor keuangan dan perbankan, serta saham yang diterbitkan tidak sedang dalam masa suspend selama 10 hari berturut-turut, dan untuk tingkat risiko yang diproksikan dengan ȕ (Beta) Saham tidak negatif dan juga nilai Adjusted Beta tidak lebih dari 3 dengan data histori tingkat risiko yang ditentukan oleh Perusahaan Pemeringkat Efek Indonesia dengan Total Sampel 523 Perusahaan. Metode analisis yang digunakan ialah analisis regresi linear berganda dan uji interaksi dengan analisis regresi linear berganda dan uji interaksi atau Moderated Regression Analysis (MRA). Hasil penelitian ini menunjukkan bahwa (1) Secara simultan Price Earning Ratio (PER), Economic Value Added (EVA), dan Market Value Added (MVA) secara signigikan dan serentak berpengaruh terhadap Return Saham, (2) Secara parsial bahwa Price Earning Ratio (PER) dan Economic Value Added (EVA) tidak memiliki pengaruh signifikan terhadap Return Saham, Market Value Added (MVA) dan Tahun COVID-19 memiliki pengaruh signifikan terhadap Return Saham, (3) Tahun COVID-19 mampu untuk memperlemah hubungan antara Price Earning Ratio (PER), Economic Value Added (EVA), Market Value Added (MVA) dengan Return Saham secara negatif. / The purposes of this research is to (1) Analyze the effect of Price Earning Ratio, Economic Value Added and Market Value Added simultaneously and partially on Stock Return; (2) Analyze the effect of Period Of The Year COVID-19 in moderating the relationship of Price Earning Ratio, Economic Value Added, and Market Value Added with Stock Return. The objects in this research are all companies not from the financial and banking sectors listed on Indonesia Stock Exchange from 2019- 2020, as well as the shares issued were not suspended for 10 consecutive days, and for the level of risk which is proxied by beta shares are not negative and also the Adjusted Beta Value is Not more than 3 with historical data on the risk level determined by the Indonesian Securities Rating Company. This Research uses purposive sampling method selecting 523 companies non financial and banking sectores. The Analytical method used is multiple linear regression analysis and interaction with Multiple Linear Regression Analysis and Interaction Test or Moderated Regression Analysis (MRA). The research found that (1) Price Earning Ratio Economic Value Added and Market Value Added value significantly effect the stock return simultaneously; (2) Partially. Price Earning Ratio and Economic Value Added have a negative and insignificant effect on Stock Return, Market Value Added and Period Of The Year COVID-19 have a positive and significant effect on Stock Return ; (3) The period of the year COVID-19 is would be able to moderate (weaken) negatively the relationship between Price Earning Ratio, Economic Value Added, Market Value Added on Stock Return.

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