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JURNAL BISNIS DAN AKUNTANSI
Vol. 14, No. 2a, Is. 4, November 2012, Hlm. 113-120

VARIABEL–VARIABEL YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

LILLY NILAWATI

STIE Trisakti
lilly@stietrisakti.ac.id

 

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http://www.tsm.ac.id/JBA/JBAVOL14/VARIABEL–VARIABEL YANG MEMPENGARUHI RETURN SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

ABSTRACT:

The purpose of this research is to analyze the effect of variables which influence stock return. Independent variables are price earnings ratio, dividend yield, market to book, earnings, cash flow from operating, economic value added, and operating leverage. The dependent variable is stock return. Samples in this research are all manufacturing companies, which are listed within 2006 until 2010 in Indonesian Stock Exchange. There are 35 companies meet the criteria and taken as samples. This study uses multiple regression method to see contribution of each variable influence stockholders’ return. The samples of this research collected using purposive sampling. The data were analyzed by using Statistic Program for Social Science (SPSS) version 11.5. The research used descriptive statistic, normality test by one sample kolmogorov-smirnov, tests on classical assumptions, and multiple regression. The empirical result of this research show that market to book value have influence toward stock return but price earnings ratio, dividend yield, earn- ings, cash flow from operating, operating leverage and debt to equity ratio have no influence toward stock return in 2006-2010.

Keyword :Stock Return, Price Earnings Ratio, Dividend Yield, Market To Book Ratio, Earnings, Cash Flow From Operation, Operating Leverage, And Debt to Equity Ratio.
 
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