Tampilan Petugas: PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta)

PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta)

Main Author:	Khomsyah, Erwin Nur
Format:	Thesis NonPeerReviewed Book
Bahasa:	eng
Terbitan:	, 2007
Subjects:	HB Economic Theory
Online Access:	http://eprints.umm.ac.id/8223/1/PENGARUH%20FAKTOR-FAKTOR%20VARIABEL%20FUNDAMENTAL%20TERHADAP%20RETURN%20SAHAM.pdf http://eprints.umm.ac.id/8223/

ctrlnum	8223
fullrecord	<?xml version="1.0"?> <dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><relation>http://eprints.umm.ac.id/8223/</relation><title>PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta)</title><creator>Khomsyah, Erwin Nur</creator><subject>HB Economic Theory</subject><description>This research is a descriptive study entitled "Effect of Variable Fundamental Factors Against Stock Return (Studies in the Company which includes the category Jakarta Islamic Index at the Jakarta Stock Exchange)." The purpose of this study was to find out whether the QR, NPM, ROA, ROE, PER, interest rates, inflation and the rupiah exchange rate simultaneously and partially have a significant impact on stock returns companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange, as well as to find among these variables, independent variables where a significant influence on stock returns The hypotheses are H1: QR, NPM, ROE, ROA, PER, interest rates, inflation and the rupiah exchange rate simultaneously have a significant impact on stock returns companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange, and H2: QR, NPM, ROE, ROA, PER, interest rates, inflation and the rupiah exchange rate partially have a significant influence on stock return of companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange. While the sample selected in accordance with company objectives are included in the Jakarta Islamic Index (JII) from the period 2002 to 2005, which acquired 11 companies were selected based on criteria of objective research. The analytical tool used to test the first hypothesis is to use multiple linear regression analysis testing, namely the F and t test using SPSS version 10 models enter with a significant level of 5%, and 95% confidence level. From the results of hypothesis testing can be known: in testing H1 using multiple linear regression analysis, the F test showed that the method of calculation SPSS Enter obtained that F count of 1.268 and significant at the 0.263 level, thus the Ho accepted and H1 rejected means simutan (jointly) QR variable, ROA, ROE, EPS, PER, SBI, inflation and the rupiah exchange rate has no significant effect on stock return JII. H2 By looking simultaneously F test calculation QR variable, ROA, ROE, EPS, PER, SBI, inflation and the rupiah exchange rate has no significant effect on stock return JII. So partially, indirectly also does not have an influence on stock return JII. Thus, Ho is rejected and H1 accepted. Results of hypothesis testing can be concluded for the first and second hypothesis is not showing expected results, due to the large coefficient of determination (R ²) are adjusted is 0.012, which means only 1.2% a very small proportion of the influence of fundamental variables to changes in stock return.</description><date>2007</date><type>Thesis:Thesis</type><type>PeerReview:NonPeerReviewed</type><type>Book:Book</type><language>eng</language><identifier>http://eprints.umm.ac.id/8223/1/PENGARUH%20FAKTOR-FAKTOR%20VARIABEL%20FUNDAMENTAL%20TERHADAP%20RETURN%20SAHAM.pdf</identifier><identifier> Khomsyah, Erwin Nur (2007) PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta). Other thesis, University of Muhammadiyah Malang. </identifier><recordID>8223</recordID></dc>
language	eng
format	Thesis:Thesis Thesis PeerReview:NonPeerReviewed PeerReview Book:Book Book
author	Khomsyah, Erwin Nur
title	PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta)
publishDate	2007
topic	HB Economic Theory
url	http://eprints.umm.ac.id/8223/1/PENGARUH%20FAKTOR-FAKTOR%20VARIABEL%20FUNDAMENTAL%20TERHADAP%20RETURN%20SAHAM.pdf http://eprints.umm.ac.id/8223/
contents	This research is a descriptive study entitled "Effect of Variable Fundamental Factors Against Stock Return (Studies in the Company which includes the category Jakarta Islamic Index at the Jakarta Stock Exchange)." The purpose of this study was to find out whether the QR, NPM, ROA, ROE, PER, interest rates, inflation and the rupiah exchange rate simultaneously and partially have a significant impact on stock returns companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange, as well as to find among these variables, independent variables where a significant influence on stock returns The hypotheses are H1: QR, NPM, ROE, ROA, PER, interest rates, inflation and the rupiah exchange rate simultaneously have a significant impact on stock returns companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange, and H2: QR, NPM, ROE, ROA, PER, interest rates, inflation and the rupiah exchange rate partially have a significant influence on stock return of companies included in the category of the Jakarta Islamic Index at Jakarta Stock Exchange. While the sample selected in accordance with company objectives are included in the Jakarta Islamic Index (JII) from the period 2002 to 2005, which acquired 11 companies were selected based on criteria of objective research. The analytical tool used to test the first hypothesis is to use multiple linear regression analysis testing, namely the F and t test using SPSS version 10 models enter with a significant level of 5%, and 95% confidence level. From the results of hypothesis testing can be known: in testing H1 using multiple linear regression analysis, the F test showed that the method of calculation SPSS Enter obtained that F count of 1.268 and significant at the 0.263 level, thus the Ho accepted and H1 rejected means simutan (jointly) QR variable, ROA, ROE, EPS, PER, SBI, inflation and the rupiah exchange rate has no significant effect on stock return JII. H2 By looking simultaneously F test calculation QR variable, ROA, ROE, EPS, PER, SBI, inflation and the rupiah exchange rate has no significant effect on stock return JII. So partially, indirectly also does not have an influence on stock return JII. Thus, Ho is rejected and H1 accepted. Results of hypothesis testing can be concluded for the first and second hypothesis is not showing expected results, due to the large coefficient of determination (R 2) are adjusted is 0.012, which means only 1.2% a very small proportion of the influence of fundamental variables to changes in stock return.
id	IOS4109.8223
institution	Universitas Muhammadiyah Malang
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library	Perpustakaan Universitas Muhammadiyah Malang
library_id	546
collection	UMM Institutional Repository
repository_id	4109
city	MALANG
province	JAWA TIMUR
repoId	IOS4109
first_indexed	2017-03-21T02:41:02Z
last_indexed	2017-03-21T02:41:02Z
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PENGARUH FAKTOR-FAKTOR VARIABEL FUNDAMENTAL TERHADAP RETURN SAHAM (Studi Pada Perusahaan yang Termasuk Kategori Jakarta Islamic Indeks di Bursa Efek Jakarta)

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