Pengaruh faktor profitabilitas, likuiditas, dan risiko kredit terhadap harga saham perbankan di Bursa Efek Indonesia

Armandhany, Darius (2009) Pengaruh faktor profitabilitas, likuiditas, dan risiko kredit terhadap harga saham perbankan di Bursa Efek Indonesia. Masters thesis, Widya Mandala Catholic University Surabaya.

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Abstract

Stock price as a company budgeting leading success indicators which market power in stock exchange shown with stock transaction in the capital market. There are several factors that affect company stock transaction in the capital market direct or indirect; fundamentals, technical, social, economics and politics. Therefore, the objective of this study is to know the influence of profitability factor, liquidity factor and credit risk factor to banking stock price in Indonesian Stock Exchange. Variable divided in two category; hexogen variable contain of Return On Assets (ROA), Return On Equity (ROE), Net Interest Margin (NIM), Cash Ratio (CR), and Loan to Deposit Ration (LDR), and endogen variable is credit risk which contain of Loan to Assets Ratio (LAR) and Non Performing Loan (NPL) and banking stock price in the Indonesian Stock Exchange. Data taken from financial report in Indonesian Stock Exchange from period year of 2001-2007, in percentage measurement. Sample of study; PT. Bank Danamon Indonesia Tbk, PT. Bank International Indonesia Tbk, PT. Bank Negara Indonesia (Persero) Tbk, PT. Bank Rakyat Indonesia (Persero) Tbk, PT. Bank Central Asia Tbk. Hypothesis test using analysis data technique Partial Least Square (PLS). From the analysis can be conclude that profitability factor and liquidity factor does not has direct influence to banking credit risk in Indonesian Stock Exchange, which t statistic of profitability factor 1,240 with weight value = 0,586 and t statistic of liquidity factor 1,738 with weight value = 0,536. Credit risk variable does not has direct influence to stock price, which t statistic of credit risk to stock price 1,116 with weight value = -0,705. Profitability factor variable and liquidity factor variable has direct influence to banking stock price in Indonesian Stock Exchange, which t statistic of profitability factor to stock price 2,106 with weight value = 0,778 and t statistic of liquidity factor 2,347 with weight value =0,721.

Item Type: Thesis (Masters)
Department: ["eprint_fieldopt_department_Graduate School" not defined]
Uncontrolled Keywords: Profitability, liquidity, credit risk, stock price
Subjects: Business
Business > Financial Management
Divisions: Graduate School > Master Program in Management
Depositing User: Sri Kusuma Dewi
Date Deposited: 31 Mar 2015 01:07
Last Modified: 31 Mar 2015 01:07
URI: http://repository.wima.ac.id/id/eprint/1692

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