PENGARUH CAR, NPL, NIM DAN LDR TERHADAP HARGA SAHAM (STUDY KASUS PADA BANK BUMN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2008-2012)

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PENGARUH CAR, NPL, NIM DAN LDR TERHADAP HARGA SAHAM (STUDY KASUS PADA BANK BUMN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2008-2012)

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Title: PENGARUH CAR, NPL, NIM DAN LDR TERHADAP HARGA SAHAM (STUDY KASUS PADA BANK BUMN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2008-2012)
Author: Reeza, Mohamad
Abstract: This research aims to determine and analyze the effect of the variable CAR, NPL, NIM, and LDR, the Value Banking which is proxied by stock price. The research was conducted to gain an idea of how much influence the CAR, NPL, NIM, LDR, the stock price as well as to test hypotheses about the influence of CAR, NPL, NIM, LDR, the stock price, according to the research objectives to be achieved. The data used in this study were obtained from the Annual Financial Report of the website each Commercial Banks Year 2008-2012. The total sample of 3 (three) goverentment banks listed in the Indonesia Stock Exchange in the period 2008-2013 were taken by purposive sampling, but researchers only took 3 of the existing state-owned bank in Indonesia, Bank BRI, Bank Mandiri and Bank BNI, Bank BTN while not used because the study sample since 2010 is not listing on the Indonesian stock exchange. The analysis technique used is multiple linear regression analysis. The results can be seen simultaneously that F count <F table F value (7,548) ≥ F table (2.490), which means that a significant difference between the simultaneous Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Net Interest Margin (NIM), and the loan to deposit ratio (LDR) of the stock price. Once the test is done simultaneously with significant results, then conducted a partial test to see where the independent variables that affect the stock price. For this test t test, the results are: CAR (X1) no partial the effect on Stock Price [t-count (-0.451)], NPL (X2) there is a partial the effect on Stock Price [t-count (-3.052) ], NIM (X3) no partial the effect on Stock Price [t-count (-0.315)], LDR (X4) no partial the effect on Stock Price [t-test (1.068)]. Hypothesis test results indicate that the LDR variable (X4) but not significant positive effect on stock price as well as the variable CAR (X1), NPL (X2) and NIM (X3) has a negative and significant the effect on Stock Price (Y). Predictive ability of the four independent variables on the stock price is equal to 65.2% of the indicated amount of adjusted R2, the remaining 34.8% is explained by other variables outside our model.
URI: http://repository.widyatama.ac.id/xmlui/handle/123456789/3803
Date: 2013


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Abstrak.pdf 72.59Kb PDF View/Open
KATA PENGANTAR.pdf 71.42Kb PDF View/Open
DAFTAR ISI.pdf 74.96Kb PDF View/Open
BAB I.pdf 85.72Kb PDF View/Open
BAB II.pdf 162.0Kb PDF View/Open
BAB III.pdf 117.8Kb PDF View/Open
BAB IV.pdf 375.5Kb PDF View/Open
BAB V.pdf 81.26Kb PDF View/Open
DAFTAR PUSTAKA.pdf 65.25Kb PDF View/Open
SURAT PERNYATAAN.pdf 59.78Kb PDF View/Open

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