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.
![Chapter1.pdf [thumbnail of Chapter1.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
Sampul.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (3MB)
Preview
Abstract.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (85kB) | Preview
Preview
BAB-1.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (114kB) | Preview
![Chapter2.pdf [thumbnail of Chapter2.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
BAB-2.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (303kB)
![Chapter3.pdf [thumbnail of Chapter3.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
Bab-3.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (169kB)
![Chapter4.pdf [thumbnail of Chapter4.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
Bab-4.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (361kB)
![Chapter5.pdf [thumbnail of Chapter5.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
Penutup.pdf
Restricted to Registered users only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (68kB)
Preview
Pustaka.pdf
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (79kB) | Preview
![Appendices.pdf [thumbnail of Appendices.pdf]](http://repository.uph.edu/style/images/fileicons/text.png)
Lampiran.pdf
Restricted to Repository staff only
Available under License Creative Commons Attribution Non-commercial Share Alike.
Download (228kB)
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: | Creators NIM Email ORCID Larobu, Lusi NIM02619170008 UNSPECIFIED UNSPECIFIED |
Contributors: | Contribution Contributors NIDN/NIDK Email Thesis advisor Susisilawati, Cicilia Erna UNSPECIFIED UNSPECIFIED Thesis advisor Soeindra, Victor UNSPECIFIED UNSPECIFIED |
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 |