PENGARUH PROFITABILITAS DAN KECUKUPAN MODAL TERHADAP HARGA SAHAM PADA SUB SEKTOR PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2016 – 2020

Muhammad Riyanto, - (2022) PENGARUH PROFITABILITAS DAN KECUKUPAN MODAL TERHADAP HARGA SAHAM PADA SUB SEKTOR PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2016 – 2020. S1 thesis, Universitas Pendidikan Indonesia.

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Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh profitabilitas yang diukur dengan ROA dan kecukupan modal yang diukur dengan CAR terhadap harga saham yang diukur dengan close price tahunan pada sub sektor perbankan yang terdaftar di Bursa Efek Indonesia pada periode tahun 2016 – 2020. Penelitian menggunakan metode deskriptif dan verifikatif. Data yang digunakan pada penelitian ini yaitu data sekunder yang bersumber dari laporan statistik dan laporan keuangan setiap perusahaan. Populasi pada penelitian ini sebanyak 45 perusahaan sub sektor perbankan yang terdaftar di bursa efek indonesia pada periode 2016-2020. Sampel yang diambil sebanyak 29 perusahaan, dengan menggunakan purposive sampling. Teknik analisa yang digunakan adalah (1) Analisis asumsi klasik menggunakan Uji Lineartitas, Uji Multikolinieritas, Uji Heteroskedastisitas, dan Uji Autokorelasi. (2) Analisis data panel dengan model regresi Fixed Effect Model (FEM) berdasarkan Uji model yang terdiri dari Uji Chow dan Uji Haussman. Dan teknik analisa terakhir adalah (3) Uji Hipotesis melalui Uji Keberartian Regresi (Uji F), Uji Koefisien Determinasi (Adjsuted R-Squared), dan Uji Keberartian Koefisien Regresi (Uji t). Dalam penelitian ini, pengolahan data menggunakan software Eviews 12. Berdasarkan hasil uji F dalam penelitian ini menunjukan bahwa Profitabilitas dan Kecukupan Modal berpengaruh signifikan terhadap Harga Saham. Berdasarkan hasil uji t, sesuai dengan teori Signaling Theory hasil penelitian ini menunjukan bahwa Profitabilitas berpengaruh positif dan signifikan terhadap Harga Saham begitu juga dengan Kecukupan modal yang berpengaruh positif dan signifikan terhadap Harga Saham, hasil ini juga sesuai dengan Signaling Theory. Kata Kunci : Profitabilitas, Kecukupan Modal, Harga Saham, Return on Asset, Capital Adequcy Ratio, dan Close Price ABSTRACT Muhammad Riyanto (1805082) "The Influence of Profitability and Capital Adequacy on Stock Prices in the Banking Sub-Sector for the 2016-2020 Period" under the guidance of Dr. Maya Sari, SE., MM, and Netti Siska Nurhayati, SE., MM. This study aims to determine the effect of profitability as measured by ROA and capital adequacy as measured by CAR on stock prices as measured by annual close prices in banking sub-sectors listed on the Indonesia Stock Exchange in the period 2016 – 2020. The research uses descriptive and verification methods. The data used in this study are secondary data sourced from statistical reports and financial statements of each company. The population in this study were 45 banking sub-sector companies listed on the Indonesian stock exchange in the 2016-2020 period. Samples were taken as many as 29 companies, using purposive sampling. The analysis technique used is (1) Classical assumption analysis using Linearity Test, Multicollinearity Test, Heteroscedasticity Test, and Autocorrelation Test. (2) Panel data analysis with Fixed Effect Model (FEM) regression model based on model test consisting of Chow test and Haussman test. And the last analysis technique is (3) Hypothesis Testing through Regression Significance Test (F Test), Coefficient of Determination Test (Adjsuted R-Squared), and Regression Coefficient Significance Test (t Test). In this study, data processing uses Eviews 12 software. Based on the results of the F test in this study, it shows that Profitability and Capital Adequacy have a significant effect on stock prices. Based on the results of the t test, in accordance with the Signaling Theory theory, the results of this study indicate that Profitability has a positive and significant effect on Stock Prices as well as Capital Adequacy which has a positive and significant effect on Stock Prices, these results are also in accordance with Signaling Theory. Keywords: Profitability, Capital Adequacy, Stock Price, Return on Assets, Capital Adequacy Ratio, and Close Price

Item Type: Thesis (S1)
Additional Information: https://scholar.google.co.id/citations?user=_GVg0YAAAAAJ&hl=id
Uncontrolled Keywords: Profitabilitas, Kecukupan Modal, Harga Saham, Return on Asset, Capital Adequcy Ratio, dan Close Price
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
L Education > L Education (General)
Depositing User: Muhammad Riyanto
Date Deposited: 24 Aug 2022 03:50
Last Modified: 24 Aug 2022 03:50
URI: http://repository.upi.edu/id/eprint/76181

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