Pengaruh Nilai Tukar, Inflasi, Debt to Equity Ratio, Return on Asset dan Beta Saham terhadap Return Saham (Studi Empiris Pada Perusahaan LQ - 45 Di Bursa Efek Indonesia)
| Main Author: | Imam Santoso, Akhmad Arif |
|---|---|
| Other Authors: | Hamid, Abdul, Mufraini, M. Arif |
| Format: | Book |
| Bahasa: | in |
| Subjects: | |
| Online Access: |
http://repository.uinjkt.ac.id/dspace/handle/123456789/23851 |
Daftar Isi:
- This study has the objective to analyze simultaneously the influence of variable exchange rates, inflation, debt to equity ratio, return on assets and beta stocks towards the return stock, to analyze the partial effects between variable exchange rates, inflation, debt to equity ratio, return on assets and shares of stock return beta, to analyze the independent variables which are the most dominant influence the dependent variable. The company used as the object of research is a registered company that included in IDX LQ 45 category. And the method used is multiple linear regression analysis. Based on multiple linear regression analysis is known that the variables that most influence on stock returns is inflation variable that has the largest beta coefficient in comparison with other independent variables. Test results (F) concluded that all the independent variables jointly affect stock returns. Adjusted R Square value is 0.527 which means 52.7%. Indicates that the exchange rate, inflation, debt to equity ratio, return on assets and stock beta may affect stock returns. While the rest of 37.3% influenced by other unknown factors. Keywords: exchange rates, inflation, debt to equity ratio, return on assets and stock beta, stock returns