Astrid Mei Mega Putri (0210U038). Judul

Astrid Mei Mega Putri (0210U038). Judul penelitian “Pengaruh
Profitabilitas dan Likuiditas Terhadap Harga Saham pada Perusahaan Sektor
Otomotif dan Komponennya yang Listing di Bursa Efek Indonesia (BEI)
periode 2010-2012”. Dalam penyusunan skripsi ini dibimbing oleh bapak Titto
Rohendra, S.E., M.Si.
ABSTRAK
Harga saham merupakan harga yang dibentuk dari interaksi para penjual
dan pembeli saham yang dilatarbelakangi oleh harapan terhadap profit perusahaan.
Harga saham ini dapat dipengaruhi secara internal ataupun eksternal, namun pada
dasarnya pergerakan harga saham di Indonesia sangat dipengaruhi oleh sentimen
pasar serta kondisi perusahaan, khususnya kondisi keuangan dan kinerja
perusaahaan itu sendiri. Tujuan dari penelitian ini adalah untuk membuktikan
pengaruh Profitabilitas (ROA, ROE) dan Likuiditas (CR) terhadap Harga Saham
serta variabel-variabel manakah yang paling dominan berpengaruh terhadap Harga
Saham.
Objek penelitian adalah perusahaan Otomotif dan Komponennya terdaftar
di Bursa Efek Indonesia periode tahun 2010-2012. Teknik penentuan sampling
adalah purposive sampling dengan kriteria perusahaan Otomotif dan Komponennya
yang terdaftar di Bursa Efek Indonesia dan menyajikan laporan keuangan periode
2010-30 September 2012 dan Desember 2012. Diperoleh jumlah sampel 6
perusahaan.
Dari hasil uji F didapat nilai F hitung sebesar 7.788 dengan tingkat
signifikansi sebesar 0.003 < 0.05 yang menunjukkan bahwa variabel Return on
Assets (ROA), Return on Equity (ROE) dan Current Ratio (CR) secara bersamasama mempunyai pengaruh yang signifikan terhadap Harga Saham. Berdasarkan
hasil dari penelitian secara parsial menunjukan variabel Return on Assets (ROA)
terhadap harga saham diperoleh thitung (-1,332) < ttabel (2,119) atau H01 diterima,
artinya Return on Assets (ROA) tidak berpengaruh signifikan terhadap harga
saham. Return on Equity (ROE) terhadap harga saham diperoleh thitung (-0.492) <
ttabel (2,119) atau H02 diterima, artinya Return on Equity (ROE) tidak berpengaruh
signifikan terhadap harga saham. Untuk variabel Current Ratio (CR) terhadap harga
saham diperoleh thitung (-4,765) < ttabel (2,119) atau H03 diterima, artinya Current
Ratio (CR) tidak berpengaruh signifikan terhadap harga saham.
Kata Kunci : ROA, ROE, CR, Harga Saham
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Astrid Mei Mega Putri (0210U038). Title of the research is “The effect of
Probability and Liquidity in to Share Price at Automotive Sector Company and its
Components Listed on Bursa Efek Indonesia (BEI) 2010-2012”. This research was
done under the guidance of Mr. Titto Rohendra, S.E., M.Si.
ABSTRACT
Share price is the price that made by interaction between seller and buyer
and caused by the expectation to company’s profit. Share price could be influenced
by internal or external factors, but basically in Indonesia, the fluctuation of share
price was mostly made by market sentiment and company’s condition, especially
financial condition and company’s performance itself. The purpose of this research
is to prove the effect of Profitability (ROA, ROE) and Liquidity (CR) in to Share
Price and to determinant which variable is the most dominant on effecting Share
Price.
The object of this research is Automotive Company and its components that
listed on Bursa Efek Indonesia (BEI) in 2010-2012. Sampling technique that used
on this research is purposive sampling with criteria of Automotive Company and
its components that listed on Bursa Efek Indonesia (BEI) and shows financial report
on 2010- September 30, 2012 and December 2012. Total of samples are 6
companies.
Based on F Test, F Value is 7.788 with significances of 0.003 < 0.05 and its
shows that variable Return on Assets (ROA), Return on Equity (ROE) and Current
Ratio (CR) on simultan way effecting Share Price significantly. Based on partial
research result, shows that Return on Assets (ROA) into shared price was tformula (1,332) < ttable (2,119) or H01 accepted , that was mean that Return on Assets (ROA)
not effecting signifficantly into shared price. Return on Equity (ROE) into shared
price was tformula (-0.492) < ttable (2,119) or H02 accepted, that was mean that Return
on Equity (ROE) not effecting signifficantly into shared price. For Current Ratio
(CR) into shared price was tformula (-4,765) < ttable (2,119) or H03 accepted, that was
mean that Current Ratio (CR) not effecting signifficantly into shared price.
Keyword: ROA, ROE, CR, Share Price
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