PENGARUH FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM PERUSAHAAN MANUFAKTUR DI BEI

Erna Tiningrum

Abstract


The rapid development of capital markets is currently making accounting information
has an increasingly important role in investment decision-making process. This research
conducted to know influence fundamental factors ROA (Return On Asset), ROE (Return On
Equity), DPR (Dividend Payout Ratio), DE (Debt to Equity), EPS (Earning Per Share), and Risk
Systematic (RS) to the price of shares in publicly traded manufacturing companies in Indonesia
Stock Exchange.
The populations observed in this study are that companies listed in Indonesia Stock
Exchange December 31, 2006 and December 31, 2007. From One Hundred Forty-One Forty
companies were taken only three companies, because it has a complete financial reports in
2006 andin 2007 and pay dividends to investors in 2006 and 2007 . Sampling method using a
purposive sampling metod. Processing and analysis of data using multiple linear regression
analysis with SPSS program.
The results showed that the variable factors that affect stock prices fundemental is ROE
and EPS, while other variables have no effect. Similarly, the systematic risk variable (RS) did
not affect the stock price variable.
Kata kunci : ROA (Return On Asset), ROE (Return On Equity) , DPR ( Dividen Payout Ratio),
DE (Debt to Equity), EPS (Earning Per Share) , dan Risiko Sistematik (RS)

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