Penulis Utama : Wahyu Nurani
Penulis Tambahan : -
NIM / NIP :
Tahun : 2006
Judul : Analisis faktor-faktor fundamental yang mempengaruhi beta saham perusahaan manufaktur di bursa efek Jakarta pada periode 2002-2004
Edisi :
Imprint : Surakarta - Fak. Ekonomi - 2006
Kolasi : xiv, 44 hal.
Sumber : UNS-Fak. Ekonomi Prog. S-1 Non Reguler-F.1304318-2006
Subyek : SAHAM
Jenis Dokumen : Skripsi
ISSN :
ISBN :
Abstrak : Abstract The aim of this study is to give some empirical evidences whether the fundamental factors: return on equity, quick ratio, dividend yield, leverage ratio, asset growth, total asset turn over and return on investment give some effects, simultaneously or partially to the stocks beta. The difference of this study with the previous study is that this study is added by three different variables, which are different with the previous study, i.e., return on equity, quick ratio and dividend yield. Besides that, the period used in this study is also different with the prior study. The methodology of this study is research sample that are manufacturer enterprises listed in the Jakarta Stocks Exchange at the period of 2002 – 2004. The criterion of enterprises used as the sample is that the enterprise should make a financial statement during the research period and the financial statement must be complete. Based on the criterion determined, the samples obtained are 75 enterprises. The data of this study use the stocks price and Cooperate Stocks Price Indices (IHSG) for 2002 – 2004 period, which are obtained from the Corner of Jakarta Stocks Exchange of Faculty of Economy, Sebelas Maret University. The data on fundamental factors of each enterprise are obtained from Indonesian Capital Market Directory (ICMD) during 2002 -2004 period. The computation of stocks beta uses the monthly enterprise return data and the monthly market return. The monthly return is calculated based on the stocks price at the end of the month, whereas the monthly market return uses IHSG at the end of the month. The result of this study shows that the independent variables, i.e., the fundamental factors: return on equity, quick ratio, dividend yield, leverage ratio, asset growth, total asset turn over and return on investment are simultaneously influencing significantly to the dependent variable, that is the stocks beta. But, partially, the variables that positively influence the stocks beta are dividend yield, asset growth and current ratio variable. Whereas the independent variable that negatively influence the stocks beta are quick ratio, leverage ratio, total asset turn over and return on investment variable. And independent variable that does not have influence to the stocks beta is return on equity variable.
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Status : Public
Pembimbing : 1. Dra. Setianingtyas H, MM., Ak
Catatan Umum : 2606/2006
Fakultas : Fak. Ekonomi dan Bisnis