ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP HARGA SAHAM (Studi pada Perusahaan Property & Real Estate yang terdaftar di BEI periode 2010-2015 )
Abstract
This research aims to investigate the influence of fundamental factors on stock prices. data in the analysis is the annual report and financial statements of Property & Real Estate companies listed in Indonesia Stock Exchange in 2010-2015. The number of samples in this study consisted of 132 companies the period 2010-2015, the companies selected using purposive sampling method. The analytical tool used was SPSS version 22.0. The statistical method used to test the hypothesis is multiple regression analysis.
Profitability is measured by return on equity, Solvency is measured by Debt to Equity Ratio, liquidity is measured by the current ratio, activity was measured with Fix Assets Turnover and company size company measured by the natural logarithm of total assets and share price are measured using the closing price (Closing Price) conducted in the calculation of average stock price from January to December of each year during the period of this study.
The results showed that the size of the company's profitability and positive and significant effect on stock prices. liquidity and significant negative effect on stock prices, solvency and no significant negative effect on stock prices. As well as activity and no significant positive effect on stock prices.