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JURNAL BISNIS DAN AKUNTANSI
Vol. 17, No. 1a, November 2015

FAKTOR-FAKTOR RASIO KEUANGAN DALAM MEMPREDIKSI SHARE RETURN DI BURSA EFEK INDONESIA

ANTON HERDIANTO

STIE Trisakti
aherdianto@stietrisakti.ac.id

 

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http://www.tsm.ac.id/JBA/JBAVOL17/FAKTOR-FAKTOR RASIO KEUANGAN DALAM MEMPREDIKSI SHARE RETURN DI BURSA EFEK INDONESIA

ABSTRACT:

The purpose of this research is to investigate the ability of book to market ratio, dividend yield, earnings yield, net profit margin, return on asset and debt to equity ratio, to predict share return. This research is developed based on the previous research carried out by Khan et. Al (2012). Data were taken from all companies are listed at Indonesian Stock Exchange for three years (2012-2014) except financial industries. Sample selection were based on purposive sampling. Only 54 companies meet the criteria and taken as sample. For this study SPSS 19 program is used to find out the effect from all independent variable above to dependent variable. The statistical used in this research was multiple regression. The research showed that earnings yield had effect to share return but book to market ratio, dividend yield, net profit margin, return on asset and debt to equity ratio had no effect to share return.

Keyword :Share Return, Book to Market Ratio, Dividend Yield, Earnings Yield, Net Profit Margin, Return on Asset, Debt to Equity Ratio.
 
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