DETERMINANT OF RETURN SAHAM PERUSAHAAN SEKTOR PERTAMBANGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2006-2012
Abstract: The
study examines the
factors that affect
stock return mining company with
fundamental variable EPS, PER, DER, NPM, ROA
and PBV as
independent variables. The
sample is 6 companies
after passing through
purposive sampling method.
The results of simultaneous
test (F test)
showed stock returns
as together are influenced
by EPS, PER,
DER, NPM, ROA
and PBV. The result of T test
showed just ROA variable affect stock return, if the value of ROA increased to
improved corporate profit and affect stock prices in the capital markets
resulting in increased stock return obtained
of investors. Partially
stock returns are
not affected EPS, PER,
DER, NPM, and
PBV. The coefficient
of determination of 25.1%,
so it was
concluded that the
variable x affect
y at 25.1% while
the remaining 74.9%
is affected by variables outside
of this study.
Penulis:
DINA FITRIANA KUSUMA ASTUTI, NI NYOMAN ALIT TRIANI
Kode Jurnal: jpmanajemendd130989
