PENGARUH RISIKO SISTEMATIS DAN TINGKAT LIKUIDITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI TAHUN 2008-2010

Simanjuntak, Tota Yesika Meliaty (2012) PENGARUH RISIKO SISTEMATIS DAN TINGKAT LIKUIDITAS TERHADAP RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI TAHUN 2008-2010. Undergraduate thesis, UNIMED.

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Abstract

Permasalahan dalam penelitian ini adalah apakah ada pengaruh risiko sistematis dan likuiditas terhadap return saham pada perusahaan manufaktur di BEI. Tujuan penelitian ini adalah untuk menguji secara empiris pengaruh risiko sistematis dan likudiditas terhadap return saham pada perusahaan manufaktur. Populasi dalam penelitian ini adalah seluruh perusahaan manufaktur di BEI tahun 2008-2010 yaitu sebanyak 132 perusahaan. Sampel dalam penelitian ini adalah perusahaan yang terdaftar di BEI selama periode penelitian yaitu 2008-2010 yang mencantumkan data secara lengkap selama periode penelitian dan mempublikasikan laporan keuangan tahunan untuk tahun 2008-2010 serta sahamnya aktif diperdagangkan. Pemilihan sampel dilakukan dengan metode purposive sampling. Berdasarkan kriteria maka jumlah perusahaan yang memenuhi sebanyak 25 perusahaan. Sumber data merupakan data sekunder berupa data harga saham, data IHSG dan data laporan keuangan perusahaan sektor manufaktur. Teknik analisis data yang digunakan adalah regresi berganda, dengan model persamaan Y = -0,508 + 0,889 X1 + 0,017 X2 + e. Hasil uji t menunjukkan bahwa secara parsial hanya risiko sistematis yang mempunyai pengaruh terhadap return saham dengan sig 0,000 < 0,05. Sedangkan rasio likuiditas tidak berpengaruh dengan sig 0,797 > 0,05. Hasil uji F menyatakan ada pengaruh risiko sistematis dan tingkat likuiditas terhadap return saham dimana sig 0,000 < 0,05. Kesimpulan dari hasil penelitian menyatakan bahwa hipotesis diterima. Nilai R square sebesar 0,836. Artinya 83,6% variabel dependen dapat dijelaskan oleh variabel – variabel independen yaitu risiko sistematis dan rasio likuiditas. Sedangkan 16,4% dipengaruhi variabel lain.

Item Type: Thesis (Undergraduate)
Contributors:
ContributionNameNIDN/NIDK
Thesis advisorBudiarta, Kustoro197502272002121004
Call Number: 658 Sim p
Keywords: Risiko Sistematis; Likuiditas; Return Saham
Subjects: H Social Sciences > HF Commerce > HF5001 Business
H Social Sciences > HG Finance > HG4001 Finance management. Business finance. Corporation finance
Divisions: Fakultas Ekonomi > Manajemen
Depositing User: Mrs Elsya Fitri Utami
Date Deposited: 21 Aug 2016 08:21
URI: http://digilib.unimed.ac.id/id/eprint/12825

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