Pengaruh earning growth, firm size, dividend yield dan profitability terhadap price earning ratio dalam strategi investasi saham menggunakan price earning ratio residual pada indeks kompas100 periode 2015-2019

Sari, Ayu Cahya (2020) Pengaruh earning growth, firm size, dividend yield dan profitability terhadap price earning ratio dalam strategi investasi saham menggunakan price earning ratio residual pada indeks kompas100 periode 2015-2019. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Setiap orang harus memiliki sebuah tabungan guna menyiapkan diri untuk hal-hal yang tidak terduga. Salah satu cara menabung adalah dengan investasi saham. Investasi saham tidak semudah menyimpan uang mengingat ada hasil yang tinggi diikuti dengan resiko yang tinggi juga. Salah satu cara mengurangi resiko adalah dengan memilih saham yang tepat. Kebanyakan orang menggunakan Price Earning Ratio sebagai acuan dalam menentukan saham tersebut murah atau mahal. Price Earning Ratio sendiri tidak terbentuk sendiri, banyak faktor yang menciptakan Price Earning Ratio, salah satunya adalah Earning Growth, Dividend Yield, Firm Size dan Return on Asset. Penelitian ini mengambil sampel data saham yang masuk dalam Indeks Kompas100 dari tahun 2015 sampai 2019. Penelitian ini menguji hubungan antara Earning Growth, Dividend Yield, Firm Size dan Return on Asset terhadap Price Earning Ratio dengan tujuan menghitung Price Earning Ratio Residual untuk membandingkan return yang dihasilkan dengan metode pemilihan saham berdasarkan Price Earning Ratio Aktual dan Price Earning Ratio Residaul. Hasil dari penelitian ini menunjukkan bahwa Earning Growth tidak linear dengan Price Earning Ratio sedangkan Dividend Yield, Firm Size dan Return on Asset berpengaruh signifikan terhadap Price Earning Ratio. Dilakukan pengujian uji beda student t-test yang menunjukkan bahwa return hasil dari Price Earning Ratio Aktual memberikan return yang lebih tinggi. Hal ini disebabkan oleh variabel-variabel bebas yang hanya mampu menggambarkan 12,8% dari Price Earning Ratio, sehingga perhitungannya kurang akurat / Everyone should have saving for an unpredictable future. Stock nvestment is a form of saving. Stock investment is not as easy as common saving, because stock investment gives higher return with also higher risk. A way to reduce the risk is to choose the right stocks. Many people use Price Earning Ratio as a reference whether the stock is cheap or expensive. Price Earning Ratio is not formed by itself, many factors build Price Earning Ratio, such as Earning Growth, Dividend Yield, Firm Size and Return on Assets. This study using Kompas100 from 2015 to 2019 as samples. This study examines the relation between Earning Growth, Dividend Yield, Firm Size and Return on Asset to Price Earning Ratio with purpose to calculate Residual Price Earning Ratio to compare the return with using stock selection method based on Actual Price Earning Ratio and Residual Price Earning Ratio. The results of this study indicate that Earning Growth is not linear with Price Earning Ratio while Dividend Yield, Firm Size and Return on Assets have a significant effect on Price Earning Ratio. The student t-test was tested which showed that the return from the Actual Price Earning Ratio gave a higher return. This is due to the independent variables which are only able to describe 12.8% of the Price Earning Ratio, so the calculation is less accurate.

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