Pengaruh ROA, ROE, LDR, CAR, Dan NPL Terhadap Harga Saham Perbankan Yang Terdaftar di BEI


Authors

  • Asti Nur Aryanti Universitas Indonesia Membangun (INABA), Bandung, Indonesia
  • Palupi Permata Rahmi Universitas Indonesia Membangun (INABA), Bandung, Indonesia
  • Listri Herlina Universitas Indonesia Membangun (INABA), Bandung, Indonesia

DOI:

https://doi.org/10.47065/arbitrase.v3i1.479

Keywords:

Return on Assets; Return on Equity; Loan to Deposit Ratio; Capital Adequacy Ratio; Non-Performing Loans; Stock Prices

Abstract

One of the sectors that has rapid development that support the national economy and have an important role in national development is the banking sector. This research aimed at analyzing the effect of Return on Assets, Return on Equity, Loan Deposit Ratio, Capital Adequacy Ratio, and Non-Performing Loans on banking stock prices listed on the IDX (Case Research of BUMN Banks for the Period 2008 – 2021). This research employed a quantitative method with a descriptive and verification approach. The type of data used were quantitative data. Secondary data, which consisted of data on the annual financial statements of BUMN Banks for the period 2008-2021, were collected using a purposive sampling technique. The analytical method used in this research was multiple linear regression. The t test and F test were carried out to obtain results regarding the effect of the independent variables on the dependent variable. The results showed that partially, Return on Equity (ROE) and Non-Performing Loans (NPL) had a significant effect on stock prices. While the ROA, LDR and CAR variables had no significant effect on stock prices. The test results of the coefficient of determination (R2) showed that the variables Return on Assets, Return on Equity, Loan to Deposit Ratio, Capital Adequacy Ratio, and Non-Performing Loans had an influence on stock prices by 38.60% and the remaining 61.40% was influenced by other external factors.

Downloads

Download data is not yet available.

References

Brigham, F, E., & Houston. (2011). Dasar-dasar Manajemen Keuangan Terjemahan. Edisi 10. Jakarta: Selemba Empat.

Husnan, S. (2015). Dasar-dasar Teori Portofolio & Analisis Sekuritas Edisi Kelima. In Yogyakarta (ID): Penerbit dan Percetakan UPP STIM YKPN.

Irham, F. (2013). Analisis Laporan Keuagan. In Rajawali Pers.

Kasmir. (2019). Analisis Laporan Keuangan. In RAJAWALI PERS.

Kutner, M., Nachtsheim, C., & Neter, J. (2004). Applied linear regression models- 4th edition. McGraw-Hill Irwin.

Mahmoedin As. (2010). Melacak kredit Bermasalah. Jakarta: Pustaka Sinar Harapan.

Mandagie, Y., Saerang, I., & Polii, P. (2014). Rasio Keuangan Pengaruhnya Terhadap Harga Saham Pada Bank Umum Swasta Nasional Devisa Yang Go Public Di Bursa Efek Indonesia. Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 2(2).

Nugroho, S. (2016). Manajemen Persatuan Renang Seluruh Indonesia Kabupaten Cilacap. Jurnal Pendidikan Unsika, 4(4).

Riyadi, S. (2015). Banking Assets And Liability Management. In Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia (Vol. 1, Issue 1).

Samsul, M. (2006). Pasar Modal dan Manajemen Portofolio, penerbit Erlangga. In Surabaya. P.

Siamat, D. (2005). Manajemen lembaga keuangan: kebijakan moneter dan perbankan (5th edition). Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia.

Sudirman, I. Wayan. (2013). Manajemen Perbankan menuju bankir konvensional yang profesional. In Edisi Revisi Sembilan (Vol. 241).

Sugiri, Slamet Sugiri. (2011). Akuntansi Manajemen. UPP STIM YKPN : Yogyakarta.

Sugiyono. (2017). Metode Penelitian Kuantitatif, Kualitatif Dan R&D.

Yuliyanti, L. (2017). Pengaruh Kinerja Keuangan Terhadap Harga Saham Bank Umum Konvensional Di Bursa Efek Indonesia Pada Tahun 2013-2016. Jurnal Pendidikan Akuntansi & Keuangan, 5(1). https://doi.org/10.17509/jpak.v5i1.15408


Bila bermanfaat silahkan share artikel ini

Berikan Komentar Anda terhadap artikel Pengaruh ROA, ROE, LDR, CAR, Dan NPL Terhadap Harga Saham Perbankan Yang Terdaftar di BEI

Dimensions Badge

ARTICLE HISTORY


Published: 2022-07-30
Abstract View: 1554 times
PDF Download: 1848 times

Issue

Vol. 3 No. 1 (2022): July 2022

Section

Articles

Copyright (c) 2022 Asti Nur Aryanti, Palupi Permata Rahmi, Listri Herlina

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Authors who publish with this journal agree to the following terms:

  1. Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under Creative Commons Attribution 4.0 International License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
  2. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
  3. Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (Refer to The Effect of Open Access).