KINERJA KEUANGAN DAN RESPON INVESTOR: STUDI DENGAN PENDEKATAN DIVIDEND CONSTANT GROWTH PADA BURSA EFEK INDONESIA

HINDARTO, PAULUS (2008) KINERJA KEUANGAN DAN RESPON INVESTOR: STUDI DENGAN PENDEKATAN DIVIDEND CONSTANT GROWTH PADA BURSA EFEK INDONESIA. Masters thesis, STIESIA SURABAYA.

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Abstract

This study has purpose of: ( 1) Analyze empirical evidence from the partial and simultaneous influence of variables ROA (return on asset), ROE (return on equity), pay out ratio, BVS (book value equity per share), DER (debt to equity ratio), and risk free rate of return toward the stock return from the go public company in the Indonesian Stock Exchange; (2) Analyze influence consistency test of the variable ROA (return on asset), ROE (return on equity), pay out ratio, BVS (book value equity per share), DER (debt to equity ratio), and risk free rate of return toward the proper stock return between period (from time to time) from the go public company in the Indonesian Stock Exchange. This study used sample from audited financial statement of all companies listed in Indonesian Stock Exchange that was consist of 333 companies in 2003, 331 companies in 2004, and 336 companies in 2005. Using purposive convenience sampling method, the sample criteria was: (I) From period 2003-2005; (2) adequate financial statement data; (3) Last go public in 1997 and still listed in Indonesian Stock Exchange until December 31, 2005; (4) distribute dividend from 2003 until 2005 in a row. Final result of the sample were 55 company, audited financial statement that was collected from 2003-2005 was 165 financial statement data. This study had not supported all three hypothesis that had been made based on the purpose of this study. The result of this study conclude that stock return does not partial and simultaneous influenced by ROA (return on asset), ROE (return on equity), pay out ratio, BVS (book value equity per share), DER (debt to equity ratio), and risk free rate of return. Meanwhile the influence consistency test of the variable ROA (return on asset), ROE (return on equity), pay out ratio, BVS (book value equity per share), DER (debt to equity ratio), and risk free rate of return toward the proper stock return indicates that there is no different between period 2003 until 2005.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Stock return, ROA, ROE, pay out ratio, BVS, DER, and risk free rate of return
Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
Divisions: Postgraduate Program > Master Program in Accounting
Depositing User: Mrs. Kristina .
Date Deposited: 13 Jun 2017 02:42
Last Modified: 13 Jun 2017 03:28
URI: http://repository.stiesia.ac.id/id/eprint/1730

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