PENGARUH TINGKAT SUKU BUNGA, SOLVABILITAS DAN PROFITABILITAS TERHADAP RETURN SAHAM: Studi pada Perusahaan Sektor Property dan Real Estate di ASEAN Tahun 2022-2023

Haikal Akram Rahmadani, - and Alfira Sofia, - and Budi Supriatono Purnomo, - (2025) PENGARUH TINGKAT SUKU BUNGA, SOLVABILITAS DAN PROFITABILITAS TERHADAP RETURN SAHAM: Studi pada Perusahaan Sektor Property dan Real Estate di ASEAN Tahun 2022-2023. S1 thesis, Universitas Pendidikan Indonesia.

Abstract

Penelitian ini bertujuan untuk menguji pengaruh Tingkat Suku Bunga, Solvabilitas, dan Profitabilitas terhadap Return Saham pada perusahaan sektor property dan real estate di ASEAN selama periode 2022-2023. Metode yang digunakan adalah metode verifikatif dengan pendekatan kuantitatif. Penentuan sampel menggunakan teknik purposive sampling yang dilakukan pada perusahaan sektor property dan real estate yang terdaftar di Bursa Efek Indonesia, Bursa Malaysia, Securities Exchange of Thailand, dan Philippine Stock Exchange periode 2021-2023. Data sekunder diperoleh melalui situs resmi bursa, website perusahaan serta website lain yang memberikan informasi kredibel. Teknik analisis data yang digunakan dalam penelitian ini adalah analisis regresi data panel melalui Eviews 12. Hasil penelitian menunjukkan bahwa secara parsial Tingkat Suku Bunga berpengaruh positif terhadap Return Saham di Indonesia dan Malaysia, dan berpengaruh negatif di Thailand. Solvabilitas tidak berpengaruh terhadap Return Saham di keempat negara. Sedangkan Profitabilitas berpengaruh positif di Malaysia dan Filipina. Dan juga secara simultan Tingkat Suku Bunga, Solvabilitas dan Profitabilitas berpengaruh terhadap Return Saham di Indonesia, Thailand, dan Malaysia. This study aims to examine the effect of interest rates, solvency, and profitability on stock returns in the property and real estate sector across ASEAN countries during the 2022–2023 period. The research employs a verificative method with a quantitative approach. Sample selection was conducted using purposive sampling, focusing on property and real estate companies listed on the Indonesia Stock Exchange, Bursa Malaysia, the Stock Exchange of Thailand, and the Philippine Stock Exchange during the 2021–2023 period. Secondary data were obtained from the official websites of the respective stock exchanges, company websites, and other credible sources. The data analysis technique used in this study is panel data regression analysis conducted through Eviews 12. The results indicate that, partially, interest rates have a positive effect on stock returns in Indonesia and Malaysia, and a negative effect in Thailand. Solvency has no significant effect on stock returns in all four countries. Meanwhile, profitability has a positive effect in Malaysia and the Philippines. Furthermore, interest rates, solvency, and profitability simultaneously affect stock returns in Indonesia, Thailand, and Malaysia.

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Item Type:	Thesis (S1)
Additional Information:	https://scholar.google.com/citations?view_op=new_articles&hl=en ID SINTA Dosen Pembimbing: Alfira Sofia: 259602 Budi Supriatono Purnomo: 5996343
Uncontrolled Keywords:	Tingkat Suku Bunga, Solvabilitas, Profitabilitas, Return Saham Interest Rate, Solvency, Profitability
Subjects:	H Social Sciences > HG Finance L Education > L Education (General)
Divisions:	Fakultas Pendidikan Ekonomi dan Bisnis > Akuntansi (non kependidikan)
Depositing User:	Haikal Akram Rahmadani
Date Deposited:	16 Jun 2025 07:48
Last Modified:	16 Jun 2025 07:48
URI:	http://repository.upi.edu/id/eprint/133666

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