ANALISIS FAKTOR FUNDAMENTAL TERHADAP HARGA SAHAM DI PERUSAHAAN MANUFAKTUR DI BEI PERIODE 2012-2016
Abstract
Some factors in increasing stock price can be interesting when they are scrutinized. What affects the stock price so far has been the pursuit of any business recently. The research is aimed to analyze the effects of fundamental factors (Return On Asset, Return On Equity, Price Earning Ratio, Earning Per Share, Price to Book Value, Book Value per Share, Debt to Equity Ratio) and Systematic Risk on the Stock Price. The population’s research includes all the manufacturing sector companies which are listed in Indonesia’s Stock Exchange in 2012-2016.
The sampling method used in this study purposive sampling. The number of sample in this study as many as 250 sample manufacturing company listed in Indonesia Stock Exchange. The data in this study using multiple regression analysis with SPSS. The results of this study discovered that ROA, ROE, PER, EPS, PBV, and BVS have positive significant effects on stock price, while DER and Systematic Risk doesn’t have significant effects on stock price.