PENGARUH ROA, ROE DAN EPS TERHADAP PERUBAHAN HARGA SAHAM INDUSTRI PERBANKAN

Abstract: Several variables were considered to have an influence on the  change  is  the  profitability  of  banks,  so  this  study  aimed  to determine  the  effect  of  ROA,  ROE,  and  EPS  to  changes  in  the banking  industry  stock  prices.The  selection  of  the  sample  using purposive  sampling  method,  obtained  a  sample  of  five  banks  in  the period of 2007-2011. Data were analyzed using descriptive statistics, Kolmogorov, Variance Inflation Factor and Tolerance, Durbin Watson, Spearman's  Rho,  the  value  of  R  square  and  F-test  and  t-test.  The result  can  be  concluded  that  simultaneously  variables  ROA,  ROE, and EPS affect the banking industry stock price changes. The second hypothesis  testing  that  want  to  know  partially  independent  variables have an influence on the dependent variable showed that the results of ROA and EPS variables that affect the banking industry stock price changes,  while  the  ROE  variable  has  no  effect  on  the  banking industry stock price changes.
Keywords: ROA, ROE, EPS, stock price changes
Penulis: MUHAMMAD RIZAL MUTTAQIN, SUSANTI
Kode Jurnal: jpmanajemendd131033

Artikel Terkait :