ANALISIS PENGARUH BEBERAPA FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM (Kasus Perusahaan yang Tergabung Pada LQ45 Periode 2000-2005)

Yulianto, . (2007) ANALISIS PENGARUH BEBERAPA FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM (Kasus Perusahaan yang Tergabung Pada LQ45 Periode 2000-2005). S2 thesis, UAJY.

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Abstract

Target which wis rached in this research is to analyse the influence of fundamental factors, that EPS (Earning of Per Share), PER ( Price Earning Ratio), PBV ( Price To Book Value), ROA ( Return On Assets), Firm Size and beta influence (β) as size measure of risk sistematis to share price of company which is the included in group LQ 45 period 2000 -2005. This research use the data cover the data of financial statement and data of market beta 45 company joined in LQ 45 during period 2000-2005. Data collecting of performed within this research cover Study of Bibliography and Field Study. Population becoming this research object is company joined in LQ 45 from year 2000-2005 bus successively. Method to collect the data some of element from population sampling is purpose sampling, that is a sample nonprobabilita adapting to certain criterion. This research use the doubled regresi model as a means of analyse data. Result of this research indicate that the variable EPS, PBV and Firm Size as variable Dummy influence significant (strong test) positive to share price. Variable of ROA influence significant (weak test) negative to share price. Thereby, variable EPS, PBV And Firm Size can be made by consideration in share investment of a company enlisted in LQ 45.

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