ANALISIS PENGARUH FAKTOR FUNDAMENTAL PERUSAHAAN TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR PROPERTI

Abstract:  Stock  is  one of  security  investment that  most  excessivelly trade  in  capital  market.  Stock  return  is  the  rate  of  return  enjoyed  by investor  on  an  invesment  that  does.  In  analyzing  stock  return,  this research  use  fundamental  analysis.  This  purpose  of  this  research  is to know the effect of EPS, PER, BVPS, PBV, ROA, and ROE to stock return  of  compony  property  sector  in  Indonesian  Stock  Exchange  of 2008-2012  with  simultan  and  parsial.The  sample  in  this  research  a total of 32 companies were taken using purposive sampling method. Collecting  data  technique  used  was  documentation.  Data  analysis method  used  was  double  linier  regression.This  research  show  that with  simultan  all  dependent  variable  have  significant  effect  to  return stock  on  compony  property  sector  in  Indonesian  Stock  Exchange  of 2008-2012. While from t test show that PBV variable have significant effect to stock return. EPS, PER, BVPS, ROA, ROE variables had no significant effect on stock return.
Keywords: fundamental ratio, stock return, property and BEI
Penulis: SADDAM HUSSEIN SULISTYANDITO, LUQMAN HAKIM
Kode Jurnal: jpmanajemendd130997

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