DETAIL KOLEKSI

Pengaruh rasio keuangan dan makroekonomi terhadap return saham sektor consumer non cyclical yang terdaftar di bursa efek indonesia 2020-2024


Oleh : Al Fadhilo Rolandnic Korgiza

Info Katalog

Penerbit : FEB - Usakti

Kota Terbit : Jakarta

Tahun Terbit : 2026

Pembimbing 1 : Hartini

Pembimbing 2 : Dwi Hartini Rahayu

Kata Kunci : consumer non cyclical, fundamental factor, price to book value, return on assets, stock return

Status Posting : Published

Status : Lengkap


File Repositori
No. Nama File Hal. Link
1. 2026_SK_SMJ_022002206014_Halaman-Judul.pdf
2. 2026_SK_SMJ_022002206014_Surat-Pernyataan-Revisi-Terakhir.pdf 1
3. 2026_SK_SMJ_022002206014_Surat-Hasil-Similaritas.pdf 1
4. 2026_SK_SMJ_022002206014_Halaman-Pernyataan-Persetujuan-Publikasi-Tugas-Akhir-untuk-Kepentingan-Akademis.pdf 1
5. 2026_SK_SMJ_022002206014_Lembar-Pengesahan.pdf 4
6. 2026_SK_SMJ_022002206014_Pernyataan-Orisinalitas.pdf 1
7. 2026_SK_SMJ_022002206014_Formulir-Persetujuan-Publikasi-Karya-Ilmiah.pdf 1
8. 2026_SK_SMJ_022002206014_Bab-1.pdf
9. 2026_SK_SMJ_022002206014_Bab-2.pdf
10. 2026_SK_SMJ_022002206014_Bab-3.pdf
11. 2026_SK_SMJ_022002206014_Bab-4.pdf
12. 2026_SK_SMJ_022002206014_Bab-5.pdf
13. 2026_SK_SMJ_022002206014_Daftar-Pustaka.pdf
14. 2026_SK_SMJ_022002206014_Lampiran.pdf

P Penelitian ini bertujuan menganalisis pengaruh faktor-faktor fundamental keuangan terhadap stock return pada perusahaan sektor consumer non cyclical yang terdaftar di bursa efek indonesia periode 2020–2024. variabel independen yang digunakan meliputi return on equity (roe), return on assets (roa), debt to equity ratio (der), earning per share (eps), price to book value (pbv), serta gross domestic product (gdp) sebagai variabel makroekonomi. data diperoleh dari laporan keuangan tahunan perusahaan dan data pertumbuhan ekonomi badan pusat statistik. pengujian dilakukan menggunakan regresi data panel dengan perangkat lunak eviews 13. hasil penelitian menunjukkan bahwa roa dan pbv berpengaruh positif terhadap stock return, sedangkan eps, roe, der, serta gdp tidak menunjukkan pengaruh terhadap stock return. temuan ini menunjukkan bahwa profitabilitas yang tercermin melalui efisiensi penggunaan aset serta penilaian pasar lebih dipertimbangkan investor dibandingkan indikator fundamental lainnya. penelitian ini merekomendasikan agar perusahaan meningkatkan efektivitas pengelolaan aset dan menjaga nilai perusahaan, sementara investor mempertimbangkan roa dan pbv sebagai indikator utama dalam pengambilan keputusan investasi.

T This study aims to examine the influence of firm-level financial fundamentals on stock return among consumer non cyclical companies listed on the indonesia stock exchange during 2020–2024. the independent variables consist of return on equity (roe), return on assets (roa), debt to equity ratio (der), earning per share (eps), price to book value (pbv), and gross domestic product (gdp) as the macroeconomic variable. data were collected from the companies\\\' annual financial statements and economic growth data published by statistics indonesia, then analyzed using panel data regression with eviews 13. the results indicate that roa and pbv have a positive effect on stock return, whereas roe, der, eps, and gdp have no significant effect. these findings suggest that investors place greater emphasis on firms\\\' efficiency in utilizing assets and market valuation than on other fundamental indicators. this study recommends that companies improve asset utilization and maintain firm value, while investors consider roa and pbv as primary indicators when making investment decisions.

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