ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM
Abstract
Indonesian stock exchange is a place where people trade their stock’s. it is as amediator between people who has more fund and people who has less fund. Consumer goods industry is one of the most atractive industries out there. This is because their product are assential for humankind. Consumer goods industry, diverse industri and base industry are the biggest composer of manufacture ideks, which increase 9.37% from early year until august 2013. Consumer goods
industry consist of 36 emitens for 44% of all manufacture industries. Meanwhile diverse indutry and base industry consist of 40 and 44 emitens. That’s why researcher wants to know why consumer industry very attractive in the eye of investor if we see from stock’s return perspective.
Population here is the whole manufacture industry that listed on indonesian stock exchange. The sample are all consumer goods indutry that listed on stock exchange periode 2012-2014. The research method use is multiple linear regression, the purpose of this method are to find out the influence of independent variables (ROE,DAR,PER) for dependent variable (stock’s return).
The result of this research: stock’s return are significantly affected by independent variables (ROE,DAR,PER) simultaniusly (F test). The result for T test said that only ROE has significant influence for stock’s return. From those points researcher take a conclusion that mostly the investor are more attract on ROE number of industry to decide which stock to buy or not.