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Pengaruh enterprise multiple terhadap stock return di Bursa Efek Indonesia

Susilo, Bernard (2012) Pengaruh enterprise multiple terhadap stock return di Bursa Efek Indonesia. Masters thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini bertujuan untuk melihat pengaruh enterprise multiple (EM) EV/EBITDA terhadap return saham di bursa efek Indonesia pada tahun 2002-2011. Enterprise value didapat dari equity value + hutang + preferred saham - cash dan mulai banyak digunakan untuk penelitian karena mempunyai keunggulan dalam membandingkan berbagai ukuran dan klasifikasi industri yang berbeda sehingga memudahkan untuk menganalisanya. Faktor besarnya EM mempengaruhi return dari portofolio yang dibentuk. Pada value weighted portofolio, terlihat trending semakin besar nilai EM maka semakin kecil return yang dihasilkan. Sedangkan untuk equally weighted portofolio, tidak terlihat trending atau pola tertentu. EM faktor juga berhubungan dengan faktor market (MKT) dan momentum (UMD).
Item Type: Thesis (Masters)
Creators:
Creators
NIM
Email
ORCID
Susilo, Bernard
NIM191000050
UNSPECIFIED
UNSPECIFIED
Contributors:
Contribution
Contributors
NIDN/NIDK
Email
Thesis advisor
Sembel, Roy H.M.
NIDN0310076405
UNSPECIFIED
Uncontrolled Keywords: EV/EBITDA ; stock return ; portofolio saham ; carhart ; fama french
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Current > Faculty/School - UPH Karawaci > Business School > Master of Management
Depositing User: Phillips Iman Heri Wahyudi
Date Deposited: 20 Oct 2022 03:29
Last Modified: 20 Oct 2022 03:29
URI: http://repository.uph.edu/id/eprint/50817

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