Pengaruh DER, LDR, ROA, NPL, dan NIM Terhadap Return Saham Perbankan yang Terdaftar di BEI Periode Tahun 2009 -2012

Sujana, Uus (2013) Pengaruh DER, LDR, ROA, NPL, dan NIM Terhadap Return Saham Perbankan yang Terdaftar di BEI Periode Tahun 2009 -2012. S2 thesis, Universitas Negeri Jakarta.

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Abstract

The purpose of this study is to prove the effect of financial ratios Debt to Equity Ratio (DER), Loan to Deposit Ratio (LDR), Return on Assets (ROA), Non Performance Loan (NPL) and Net Interest Margin (NIM) of the stock return. Object of study is the banks that are listed on the Indonesia Stock Exchange in the period 2009 to 2012. Determination of the sampling technique is purposive sampling. From 32 Banks listed on the Indonesia Stock Exchange, based on samples that meet the specified criteria is 29 Banks. The analysis technique used is regression analysis of panel data because the data used consisted of a cross section and time series data with data processing devices using e-views software. Classical assumption test used in this study includes tests of normality, multcollinearrity, and heteroskedaticity. The result showed that all the variables Debt to Equity Ratio (DER), Loan to Deposit Ratio (LDR), Return on Assets (ROA), Non Performance Loan (NPL) and Net Interest Margin (NIM) jointly affect stock returns . While based on the partial results of the model test Debt to Equity Ratio (DER) and Return on Assets (ROA) significant influence on stock returns. While the Loan to Deposit Ratio (LDR), Non Performance Loan (NPL) and Net Interest Margin (NIM) does not have a significant influence on stock returns.

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