Pengaruh Current Ratio, Debt To Equity Ratio, Earning Per Share, Dan Return On Asset Terhadap Return Saham

Hikmah Nurrahman, Vaya Juliana Dillak, Deannes Isynuwardhana

Abstract

Abstrak Penelitian ini bertujuan untuk menguji pengaruh Current Ratio (CR), Debt to Equity Ratio (DER), Earning per Share (EPS) dan Return on Asset (ROA) terhadap Return Saham pada perusahaan sub sektor transportasi yang terdaftar di Bursa Efek Indonesia tahun 2013-2018. Data yang digunakan dalam penelitian ini diperoleh dari laporan keuangan tahunan (laporan keuangan konsolidasi) periode 2013-2018. Populasi dalam penelitian ini adalah perusahaan sub sektor transportasi yang terdaftar di Bursa Efek Indonesia. Teknik pemilihan sampel yang digunakan adalah purposive sampling dengan periode penelitian tahun 2013-2018. Metode analisis data dalam penelitian ini adalah analisis regresi data panel dengan menggunakan software Eviews 9.0. Hasil penelitian secara simultan Current Ratio, Debt to Equity Ratio, Earning per Share dan Return on Asser berpengaruh terhadap Return Saham. Sedangkan secara parsial Current Ratio, Debt to Equity Ratio dan Return on Asset tidak berpengaruh signifikan terhadap Return Saham dan hanya variabel Earning per Share berpengaruh positif signifikan terhadap Return Saham. Kata Kunci : Current Ratio, Debt to Equity Ratio, Earning per Share, Return on Asset Abstract This study aims to examine the effect of Current Ratio (CR), Debt to Equity Ratio (DER), Earning per Share (EPS) and Return on Assets (ROA) on Stock Returns in the transportation sub-sector companies listed on the Indonesia Stock Exchange in 2013- 2018. The data used in this study was obtained from the annual financial statements (consolidated financial statements) for the period 2013-2018. The population in this study are transportation sub-sector companies listed on the Indonesia Stock Exchange. The sample selection technique used was purposive sampling with a research period of 2013-2018. The method of data analysis in this study is panel data regression analysis using Eviews 9 software. The results of the study simultaneously Current Ratio, Debt to Equity Ratio, Earning per Share and Return on Asser have an effect on Stock Return. While partially Current Ratio, Debt to Equity Ratio and Return on Asset have no significant effect on Stock Returns and only Earning Per Share variables have a significant positive effect on Stock Return. Keywords: Current Ratio, Debt to Equity Ratio, Earning per Share, Return on Asset, Stock Returns

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