RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN
Abstract. The objective of this research is to investigate the effect of profitability ratio, leverage ratio and systematic risk to the stock return of mining sector companies that listed in Indonesia Stock Exchange respectively consecutive years 2011-2015.Profitability Ratio is confirmed by Return...
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| Format: | Article |
| Language: | Indonesian |
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Indonesia University of Education
2016-12-01
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| Series: | Jurnal Riset Akuntansi dan Keuangan |
| Subjects: | |
| Online Access: | https://ejournal.upi.edu/index.php/JRAK/article/view/4671 |
| _version_ | 1818933863156547584 |
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| author | Yana Hendayana |
| author_facet | Yana Hendayana |
| author_sort | Yana Hendayana |
| collection | DOAJ |
| description | Abstract. The objective of this research is to investigate the effect of profitability ratio, leverage ratio and systematic risk to the stock return of mining sector companies that listed in Indonesia Stock Exchange respectively consecutive years 2011-2015.Profitability Ratio is confirmed by Return on Equity, Leverage Ratio is confirmed by Debt Equity Ratio, Beta is calculated through Single Index Model. The sampling method used in this research is purposive sampling criteria: The Company is listed on Indonesia Stock Exchange in the mining sector in the period 2011-2015. and the results are 14 companies according to the criteria of the sample. Pooling data method is used to collect the data and regression analysis as the analysis method. Leverage Ratio has a significant effect on stock return, and systematic risk does not have a significant effect on stock return.
Keywords: Leverage Ratio; Profitability Ratio; Stock Return; Systematic Risk.
Abstrak. Tujuan dari penelitian ini adalah untuk mengetahui pengaruh rasio profitabilitas, rasio leverage dan risiko sistematis terhadap return saham perusahaan sektor pertambangan yang tercatat di Bursa Efek Indonesia masing-masing berturut-turut tahun 2011-2015. Rasio Kemampuan Pengembangan dikonfirmasi dengan Return on Equity, Leverage Ratio Dikonfirmasi oleh Debt Equity Ratio, Beta dihitung melalui Single Index Model. Metode pengambilan sampel yang digunakan dalam penelitian ini adalah kriteria purposive sampling: Perusahaan terdaftar di Bursa Efek Indonesia pada sektor pertambangan periode 2011-2015. Dan hasilnya 14 perusahaan sesuai kriteria sampel. Metode pengumpulan data digunakan untuk mengumpulkan data dan analisis regresi sebagai metode analisis. Rasio Leverage berpengaruh signifikan terhadap return saham, dan risiko sistematis tidak berpengaruh signifikan terhadap return saham.
Kata Kunci: Rasio Leverage; Rasio Profitabilitas; Return Saham; Risiko Sistematis. |
| first_indexed | 2024-12-20T04:55:08Z |
| format | Article |
| id | doaj.art-8b89161572ca4c539dcb739cb261cc4b |
| institution | Directory Open Access Journal |
| issn | 2338-1507 2541-061X |
| language | Indonesian |
| last_indexed | 2024-12-20T04:55:08Z |
| publishDate | 2016-12-01 |
| publisher | Indonesia University of Education |
| record_format | Article |
| series | Jurnal Riset Akuntansi dan Keuangan |
| spelling | doaj.art-8b89161572ca4c539dcb739cb261cc4b2022-12-21T19:52:43ZindIndonesia University of EducationJurnal Riset Akuntansi dan Keuangan2338-15072541-061X2016-12-01431177118810.17509/jrak.v4i3.46713576RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGANYana Hendayana0Universitas WidyatamaAbstract. The objective of this research is to investigate the effect of profitability ratio, leverage ratio and systematic risk to the stock return of mining sector companies that listed in Indonesia Stock Exchange respectively consecutive years 2011-2015.Profitability Ratio is confirmed by Return on Equity, Leverage Ratio is confirmed by Debt Equity Ratio, Beta is calculated through Single Index Model. The sampling method used in this research is purposive sampling criteria: The Company is listed on Indonesia Stock Exchange in the mining sector in the period 2011-2015. and the results are 14 companies according to the criteria of the sample. Pooling data method is used to collect the data and regression analysis as the analysis method. Leverage Ratio has a significant effect on stock return, and systematic risk does not have a significant effect on stock return. Keywords: Leverage Ratio; Profitability Ratio; Stock Return; Systematic Risk. Abstrak. Tujuan dari penelitian ini adalah untuk mengetahui pengaruh rasio profitabilitas, rasio leverage dan risiko sistematis terhadap return saham perusahaan sektor pertambangan yang tercatat di Bursa Efek Indonesia masing-masing berturut-turut tahun 2011-2015. Rasio Kemampuan Pengembangan dikonfirmasi dengan Return on Equity, Leverage Ratio Dikonfirmasi oleh Debt Equity Ratio, Beta dihitung melalui Single Index Model. Metode pengambilan sampel yang digunakan dalam penelitian ini adalah kriteria purposive sampling: Perusahaan terdaftar di Bursa Efek Indonesia pada sektor pertambangan periode 2011-2015. Dan hasilnya 14 perusahaan sesuai kriteria sampel. Metode pengumpulan data digunakan untuk mengumpulkan data dan analisis regresi sebagai metode analisis. Rasio Leverage berpengaruh signifikan terhadap return saham, dan risiko sistematis tidak berpengaruh signifikan terhadap return saham. Kata Kunci: Rasio Leverage; Rasio Profitabilitas; Return Saham; Risiko Sistematis.https://ejournal.upi.edu/index.php/JRAK/article/view/4671rasio leveragerasio profitabilitasreturn sahamrisiko sistematis. |
| spellingShingle | Yana Hendayana RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN Jurnal Riset Akuntansi dan Keuangan rasio leverage rasio profitabilitas return saham risiko sistematis. |
| title | RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN |
| title_full | RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN |
| title_fullStr | RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN |
| title_full_unstemmed | RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN |
| title_short | RASIO PROFITABILITAS, RASIO LEVERAGE, DAN RISIKO SISTIMATIS TERHADAP RETURN SAHAM PADA SEKTOR PERTAMBANGAN |
| title_sort | rasio profitabilitas rasio leverage dan risiko sistimatis terhadap return saham pada sektor pertambangan |
| topic | rasio leverage rasio profitabilitas return saham risiko sistematis. |
| url | https://ejournal.upi.edu/index.php/JRAK/article/view/4671 |
| work_keys_str_mv | AT yanahendayana rasioprofitabilitasrasioleveragedanrisikosistimatisterhadapreturnsahampadasektorpertambangan |