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pengaruh faktor ekonomi makro, risiko investasi dan kinerja keuangan terhadap return sahamperusahaan di Bursa Efek Indonesia (BEI)

LUH GEDE SRI ARTINI, LUH GEDE SRI ARTINI (2014) pengaruh faktor ekonomi makro, risiko investasi dan kinerja keuangan terhadap return sahamperusahaan di Bursa Efek Indonesia (BEI). E-Jurnal Ekonomi dan Bisnis Universitas Udayana, 3. ISSN 2337-3067

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Abstract

ABSTRAK Signifikansi pengaruh faktor ekonomi makro, risiko investasi dan kinerja keuangan terhadap return saham merupakan tujuan dari studi ini. Semua perusahaan di Bursa Efek Indonesia merupakan populasi penelitian ini. Teknik analisis yang digunakan adalah analisis jalur, dengan hasil pengujian hipotesis (1) tingkat suku bunga berpengaruh positif tidak signifikan terhadap risiko investasi dan kurs rupiah berpengaruh positif signifikan terhadap risiko investasi, (2) tingkat suku bunga berpengaruh positif tidak signifikan terhadap Earning Per Share (EPS), tingkat suku bunga berpengaruh negatif tidak signifikan terhadap Price Earning Ratio (PER), kurs rupiah berpengaruh negatif tidak signifikan terhadap EPS dan kurs rupiah berpengaruh positif tidak signifikan terhadap PER, (3) tingkat suku bunga berpengaruh positif signifikan terhadap return saham dan kurs rupiah berpengaruh tidak signifikan terhadap return saham, (4) risiko investasi berpengaruh negatif tidak signifikan terhadap return saham, (5) EPS berpengaruh positif signifikan terhadap return saham dan PER berpengaruh positif signifikan terhadap return saham. Kata kunci : Faktor ekonomi makro, risiko investasi, kinerja keuangan, dan return saham ABSTRACT The significance of the effect of macroeconomic factors, the risk of investmen and financial performance of the stock return is the aim of this study. All companies in Indonesia Stock Exchanges is study population. The analysis technique used is the path analysis, the results of hypothesis testing: (1) interest rates had an insignificant positive effect on investment risk and rupiah exchange rate had a significantly positive effect on investment, (2) the interest rate had an insignificantly positive effect on the Earning Per Share (EPS), the rupiah interest rate had insignificantly negative effect on Eraning Price Ratio (PER), the rupiah exchange rate had an insignificant negative effect on EPS and the rupiah exchange rate had a insignificantly positive effect on the PER, (3) the interest rate had a significant positive effect on stock returns and the rupiah exchange rate did not significantly influence on stock returns, (4) the risk investment had a significantly negative effect on stock returns, (5) EPS had a significantly positive effect on stock returns and PER had a significant positive effect on stock returns. Keywords: Macroeconomic factors, the risk of investment, financial performance, and stock returns.

Item Type: Article
Uncontrolled Keywords: -
Subjects: L Education > L Education (General)
Divisions: Faculty of Law, Arts and Social Sciences > School of Education
Depositing User: Mr. Repository Admin
Date Deposited: 07 Jun 2016 21:58
Last Modified: 21 Jun 2016 05:58
URI: http://erepo.unud.ac.id/id/eprint/1541

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