ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL PERUSAHAAN TERHADAP RETURN SAHAM

MIX: Jurnal Ilmiah Manajemen. 2015;4(3)

 

Journal Homepage

Journal Title: MIX: Jurnal Ilmiah Manajemen

ISSN: 2088-1231 (Print); 2460-5328 (Online)

Publisher: Universitas Mercu Buana

Society/Institution: Universitas Mercu Buana

LCC Subject Category: Social Sciences: Industries. Land use. Labor: Management. Industrial management | Social Sciences: Finance

Country of publisher: Indonesia

Language of fulltext: Indonesian, English

Full-text formats available: PDF

 

AUTHORS

Fathimah Mayfi
Dudi Rudianto

EDITORIAL INFORMATION

Blind peer review

Editorial Board

Instructions for authors

Time From Submission to Publication: 4 weeks

 

Abstract | Full Text

Abstract: This study aims to reveal how the influence of internal factors (Total Assets Turnover / TATO, Return On Assets / ROA, Debt to Equity Ratio / DER, Current Assets / CR and Earning Per Share / EPS), and external factors (inflation, exchange rate, BI Rate , Reserves and Gross Domestic Product / GDP) on stock returns. Object of this study is the stock in the Jakarta Islamic Index (JII) in Indonesia Stock Exchange the period 2009 – 2013. Determination of the sample in this study using Shapes Multi Purpose Sampling, as for the method of analysis used is multiple linear regression model.These results indicate that the internal and external factors together have a significant influence on stock returns. While partially different effect, TATO, ROA, EPS and Exchange respectively have significant positive effect, a positive effect of foreign exchange reserves is not significant, CR and inflation has a significant negative influence, while DER, BI rate, and GDP does not have influence on stock return. Keywords: Stock Return, Internal factors, external factors, multiple linear regression.