Analisis Leverage Ratio, Profitability Ratio, Size dan Variabel Makro Ekonomi Terhadap Systematic Risk Saham: Studi Kasus pada Saham di BEI Periode 2003-2009
| Main Authors: | Shastia Hadiarti, author, Add author: Sembel, Roy Hendra Michael, supervisor, Add author: Mochamad Muslich, examiner, Add author: Irwan Adi Ekaputra, examiner |
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| Format: | Masters Doctoral |
| Terbitan: |
Universitas Indonesia
, 2010
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| Subjects: | |
| Online Access: |
https://lib.ui.ac.id/detail?id=136489 |
Daftar Isi:
- Tesis ini membahas analisis pengaruh dari leverage ratio, profitability ratio, size dan variabel makro ekonomi terhadap sistematyc risk atau beta saham yang listing di BEI periode 2003-2009. Penelitian ini adalah penelitian kuantitatif dengan menggunakan regresi data panel. Hasil penelitian menunjukkan bahwa secara parsial hanya inflasi dan SBI yang berpengaruh secara signifikan terhadap systematic risk saham. Secara bersama-sama, inflasi, tingkat suku bunga SBI, DER, ROA dan size berpengaruh signifikan terhadap systematic risk saham. <hr> The focus of this study is to know the effect of leverage ratio, profitabilty ratio, size and macro economy variable to systematic risk or beta stock, for companies that listing in BEI from 2003 to 2009. This research is quantitative with using panel data regression. The researcher shows that only inflation and SBI that significantly affected the systematic risk. Togetherly, inflation, SBI rate, exchange rate, DER, ROA and size are significantly affected the systematic risk.