PENGARUH RISIKO SISTEMATIK (BETA), FIRM SIZE, DAN PRICE TO BOOK VALUE (PBV) TERHADAP RETURN SAHAM LQ45 YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2008-2012

FITRIANI, AVIFAH (2013) PENGARUH RISIKO SISTEMATIK (BETA), FIRM SIZE, DAN PRICE TO BOOK VALUE (PBV) TERHADAP RETURN SAHAM LQ45 YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2008-2012. S1 thesis, Universitas Negeri Jakarta.

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Abstract

ABSTRACT Avifah Fitriani, 2013: The Effect of Systematic Risks (Beta), Firm Size, and Price to Book Value (PBV) to LQ45 Stocks Return Listed in Indonesia Stock Exchange Period 2008 - 2012. Skripsi, Jakarta: Concentration of Financial Management, Study Program of Management, Department of Management, Faculty of Economics, State University of Jakarta. The purpose of this research is to analyze whether there is influence of Systematic Risk (Beta), Firm Size, and Price to Book Value (PBV) to LQ45 Stocks Return Listed in Indonesia Stock Exchange Period 2008 - 2012. The data used are secondary data obtained from company Indonesian Capital Market Directory (ICMD). The sample of 70 companies. Descriptive analysis showed that the average value of the company has been able to create a relatively good company and great size, but it still shows the market beta results are very volatile. The analysis in this research is an analysis of panel data with fixed effect approach. From the test results of this study, it is known that simultaneously systematic beta risk, firm size, and PBV influence on stock returns. While partially, proved that the PBV has significant and positive effect on Return Stock LQ45. In contrast to the firm size, and Systematic Risk (Beta) in this study have negative effect and not significant to Return Stock LQ45. Keyword: Stock Returns, Systematic Risk, Firm Size, PBV

Item Type: Thesis (S1)
Additional Information: Pembimbing I: Dra. Umi Mardiyati, M.Si ., Pembimbing II: Agung Dharmawan B, ST, MM
Subjects: Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Perusahaan (Management for Enterprises)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Analisis Data Manajemen (Data Processing and Analysis of Management)
Divisions: Fakultas Ekonomi > S1 Manajemen
Depositing User: Budi Siswanto
Date Deposited: 23 Jan 2018 07:05
Last Modified: 23 Jan 2018 07:05
URI: http://repository.fe.unj.ac.id/id/eprint/2726

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