PENGARUH CAR, NPL, DAN LDR DALAM PENILAIAN KESEHATAN BANK TERHADAP RETURN SAHAM PADA SEKTOR BANK UMUM SWASTA NASIONAL DEVISA DI BURSA EFEK INDONESIA PERIODE 2008-2012

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PENGARUH CAR, NPL, DAN LDR DALAM PENILAIAN KESEHATAN BANK TERHADAP RETURN SAHAM PADA SEKTOR BANK UMUM SWASTA NASIONAL DEVISA DI BURSA EFEK INDONESIA PERIODE 2008-2012

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Title: PENGARUH CAR, NPL, DAN LDR DALAM PENILAIAN KESEHATAN BANK TERHADAP RETURN SAHAM PADA SEKTOR BANK UMUM SWASTA NASIONAL DEVISA DI BURSA EFEK INDONESIA PERIODE 2008-2012
Author: Haruman, Argian Barsany
Abstract: This study titled “The influence of CAR, NPL , and LDR in the study of health assessment affecting Stock Return on sector Private National Foreign Exchange in Indonesia Stock Exchange Period 2008-2012”. Compiled by Argian Barsany Haruman (NPM 0210U105), Faculty of Business and Management, Department management , S1 Studies Program, Widyatama University and guided by Mr. Salim Munabi, S.E., M.M. The aim of this study to determine the condition of CAR, NPL, LDR and the influence of CAR, NPL, LDR on stock returns either partially or simultaneously at the sector Private national Foreign Bank period 2008-2012. The method used is the descriptive and verification method by means of statistical analysis used a regression analysis, correlation, and the coefficient of determination by using SPSS 17.00. Hypothesis testing using the F test for the hypothesis and the t test for the simultaneous partial hypothesis. The data in this study were obtained from the financial statements of the period 2008-2012 and closing price data of the banks that go public between the 2008-2012 period. Based on statistical tests were performed that simultaneously obtained results that CAR, NPL, and LDR variable have a low correlation with stock returns with a correlation coefficient (0.395) and has a coefficient of determination of 15.6%, this shows the magnitude of the relationship CAR , NPL, and LDR with stock returns while the remaining 84.4% is influenced by other factors. Based on the results of hypothesis testing, correlation of CAR, NPL, and LDR with stock returns simultaneously indicates H0 is rejected, because of F statistical (2.827) > F critical (2.81) it means CAR, NPL, and LDR simultaneously a positive relationship with stock return. Based on the partial testing of the relationship between CAR and stock returns have a very low correlation coefficient (-0,069 ) and has a coefficient of determination of 0.5% its shows the magnitude of the relationship between CAR and stock returns while the remaining 99.5% influenced by other factors. The test results –t table (2,010) ≤ t statistical (-0.069) ≤ t critical (2.010) it means CAR there are no partial relationship with stock returns. NPL and stock returns has an average a relationship with value of the correlation coefficient (0.395) and has a coefficient of determination 15.6% it means the magnitude of the NPL relationship with stock returns while the remaining 84.4 % influenced by other factors. The test results of t statistical (2.975) > t critical (2.010) and - t statistical (2.975) < - t critical (-2.010) it means NPL has partially relationship with stock return. LDR with stock returns have a low correlation with a correlation coefficient (0.20) and has a coefficient of determination 4.3% it shows the magnitude of the LDR relationship with stock returns, while the remaining 95.7% influenced by other factors. The test results –t critical (-2.010) ≤ t statistical (0.149) ≤ t critical (2.010) it means there are no partial relationship between LDR with stock returns.
URI: http://repository.widyatama.ac.id/xmlui/handle/123456789/3096
Date: 2014


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