DETAIL KOLEKSI

Pengaruh performa keuangan terhadap volatilitas harga saham perbankan di indonesia


Oleh : Rifqi Abdullah

Info Katalog

Penerbit : FEB - Usakti

Kota Terbit : Jakarta

Tahun Terbit : 2026

Pembimbing 1 : Maria C Widiastuti

Pembimbing 2 : Nama Saya

Kata Kunci : Banking, Bank Size, Net Interest Margin, Return on Assets, Stock Price Growth.

Status Posting : Published

Status : Lengkap


File Repositori
No. Nama File Hal. Link
1. 2026_SK_SMJ_022002202012_Halaman-Judul.pdf 11
2. 2026_SK_SMJ_022002202012_Surat-Pernyataan-Revisi-Terakhir.pdf 1
3. 2026_SK_SMJ_022002202012_Surat-Hasil-Similaritas.pdf 2
4. 2026_SK_SMJ_022002202012_Halaman-Pernyataan-Persetujuan-Publikasi-Tugas-Akhir-untuk-Kepentingan-Akademis.pdf 1
5. 2026_SK_SMJ_022002202012_Lembar-Pengesahan.pdf
6. 2026_SK_SMJ_022002202012_Pernyataan-Orisinalitas.pdf 1
7. 2026_SK_SMJ_022002202012_Formulir-Persetujuan-Publikasi-Karya-Ilmiah.pdf 1
8. 2026_SK_SMJ_022002202012_Bab-1.pdf 15
9. 2026_SK_SMJ_022002202012_Bab-2.pdf
10. 2026_SK_SMJ_022002202012_Bab-3.pdf
11. 2026_SK_SMJ_022002202012_Bab-4.pdf
12. 2026_SK_SMJ_022002202012_Bab-5.pdf 5
13. 2026_SK_SMJ_022002202012_Daftar-Pustaka.pdf
14. 2026_SK_SMJ_022002202012_Lampiran.pdf

S Sektor perbankan merupakan salah satu sektor strategis dalam perekonomian indonesia yang berperan sebagai lembaga intermediasi sekaligus memperoleh pendanaan melalui pasar modal. pergerakan harga saham perbankan dipengaruhi oleh berbagai faktor internal maupun eksternal, sehingga diperlukan analisis terhadap faktor-faktor fundamental yang memengaruhinya. penelitian ini bertujuan menganalisis pengaruh performa keuangan perbankan, mencakup rasio kecukupan modal, rasio aset produktif bermasalah bersih, rasio pengembalian atas aset, marjin bunga bersih, rasio kredit terhadap dana pihak ketiga, dan ukuran bank terhadap pertumbuhan harga saham perusahaan perbankan yang terdaftar di bursa efek indonesia periode 2021–2025. penelitian menggunakan data sekunder berupa laporan keuangan tahunan dan data harga saham dengan metode purposive sampling, sehingga diperoleh 30 perusahaan sebagai sampel. analisis dilakukan menggunakan regresi data panel dengan pendekatan fixed effect model. hasil penelitian menunjukkan bahwa secara parsial rasio pengembalian aset, marjin bunga bersih, dan ukuran bank berpengaruh positif dan signifikan terhadap pertumbuhan harga saham, sedangkan rasio kecukupan modal, rasio aset produktif bermasalah bersih, dan rasio kredit terhadap dana pihak ketiga tidak berpengaruh signifikan. secara simultan, seluruh variabel independen berpengaruh signifikan terhadap pertumbuhan harga saham. temuan ini menunjukkan bahwa profitabilitas dan ukuran bank merupakan indikator fundamental yang lebih dipertimbangkan investor dibandingkan permodalan, kualitas aset, dan likuiditas. meskipun demikian, pergerakan harga saham perbankan juga dipengaruhi oleh faktor eksternal seperti kondisi makroekonomi, sentimen pasar, dan aksi korporasi. hasil penelitian diharapkan menjadi referensi bagi investor dan pengembangan penelitian selanjutnya.

T The banking sector is one of the strategic sectors in the indonesian economy, serving as a financial intermediary while also obtaining funding through the capital market. the movement of banking stock prices is influenced by both internal and external factors, making it essential to examine the fundamental determinants affecting stock price growth. this study aims to analyze the effect of banking financial performance, represented by the capital adequacy ratio, net non-performing assets, return on assets, net interest margin, loan-to-deposit ratio, and bank size, on the stock price growth of banking companies listed on the indonesia stock exchange during the 2021–2025 period. the study employs secondary data obtained from annual financial statements and stock price data. using a purposive sampling method, 30 banking companies were selected as the research sample. the data were analyzed using panel data regression with the fixed effect model approach. the results indicate that return on assets, net interest margin, and bank size have a positive and significant effect on stock price growth, while capital adequacy ratio, net non-performing assets, and loan-to-deposit ratio have no significant effect. simultaneously, all independent variables significantly affect stock price growth. these findings suggest that investors place greater emphasis on profitability and bank size than on capital adequacy, asset quality, and liquidity when evaluating banking stocks. nevertheless, stock price movements are also influenced by external factors such as macroeconomic conditions, market sentiment, and corporate actions. the findings are expected to provide useful insights for investors in making investment decisions and serve as a reference for future research.

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