Pengaruh faktor internal perusahaan terhadap risiko sistematis dengan size sebagai moderasi (sebuah studi terhadap perusahaan lq 45 yang terdaftar di bursa efek Indonesia periode tahun 2013 – 2017)

Larobu, Lusi (2019) Pengaruh faktor internal perusahaan terhadap risiko sistematis dengan size sebagai moderasi (sebuah studi terhadap perusahaan lq 45 yang terdaftar di bursa efek Indonesia periode tahun 2013 – 2017). Masters thesis, Universtitas Pelita Harapan.

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Abstract

Systematic risk is a risk that is influenced by macroeconomic factors both domestically and globally such as interest rates, inflation, exchange rate fluctuations, global economic competition. This risk cannot be eliminated so the company needs to anticipate by strengthening the company's internal resilience that is sensitive to systematic risk. This study focused on analyzing the influence of company internal factors, namely ROA, DAR, CR, TATO and EPS on systematic risk (Beta) with total assets as moderation. The sample used in this study is the LQ 45 company listed on the Indonesia Stock Exchange in the period 2013-2017. The sampling technique is documentation of secondary data sourced from the company's Indonesian Security Database (ISMD) financial statements (balance sheet and profit and loss), processed using the regression analysis method and the Moderating Regression Analysis (MRA). The sample in this study were 30 companies that met the requirements in the study. The results of this study indicate that ROA and TATO have no significant effect on systematic risk (Beta), while DAR, CR and EPS have a significant effect on systematic risk (Beta). The results of this study also indicate that firm size strengthens the relationship between CR and systematic risk (Beta) and company size does not have a significant effect on the relationship between ROA, DAR, TATO and EPS with systematic risk (Beta) / Risiko sistematis adalah risiko yang dipengaruhi oleh faktor makroekonomi baik di dalam negeri maupun secara global seperti tingkat suku bunga, inflasi, fluktuasi kurs, persaingan ekonomi global. Risiko ini tidak dapat dihilangkan sehingga perusahaan perlu melakukan antisipasi dengan memperkuat ketahanan internal perusahaan yang sensitif terhadap risiko sistematis. Penelitian ini difokuskan untuk menganalisis pengaruh faktor internal perusahaan yaitu ROA, DAR, CR, TATO dan EPS terhadap risiko sistematis (Beta) dengan Total Aset sebagai moderasi. Sampel yang digunakan dalam penelitian ini adalah perusahaan LQ 45 yang terdaftar di Bursa Efek Indonesia periode tahun 2013-2017. Teknik pengambilan sampel adalah dokumentasi data sekunder yang bersumber dari Indonesian Security Database (ISMD) laporan keuangan (neraca dan laba rugi) perusahaan, diolah menggunakan metode analisis regresi dan Moderating Regression Analysis (MRA). Sampel pada penelitian ini sebanyak 30 perusahaan yang memenuhi persyaratan dalam penelitian. Hasil penelitian ini menunjukkan bahwa ROA dan TATO tidak berpengaruh siknifikan terhadap risiko sistematis (Beta), sedangkan DAR, CR dan EPS berpengaruh siknifikan terhadap risiko sistematis (Beta). Hasil penelitian ini juga menunjukkan bahwa ukuran perusahaan memperkuat hubungan antara CR dan risiko sistematis (Beta) serta ukuran perusahaan tidak memiliki pengaruh siknifikan terhadap hubungan antara ROA, DAR, TATO dan EPS dengan risiko sistematis (Beta)

Item Type: Thesis (Masters)
Creators:
CreatorsNIMEmail
Larobu, LusiNIM02619170008UNSPECIFIED
Contributors:
ContributionContributorsNIDN/NIDKEmail
Thesis advisorSusisilawati, Cicilia ErnaUNSPECIFIEDUNSPECIFIED
Thesis advisorSoeindra, VictorUNSPECIFIEDUNSPECIFIED
Uncontrolled Keywords: systematic risk (beta); profitability; solvability; liquidity; total asset turnover; earnings per share; company size; regression analysis
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Surabaya > Business School > Master of Management
Current > Faculty/School - UPH Surabaya > Business School > Master of Management
Depositing User: Rafael Rudy
Date Deposited: 28 Nov 2022 08:25
Last Modified: 28 Nov 2022 08:25
URI: http://repository.uph.edu/id/eprint/51485

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