UI - Tesis (Open) :: Kembali

UI - Tesis (Open) :: Kembali

Analisis pengaruh Return On Equity, Economic Value Added, dan Momentum EVA terhadap return saham perusahaan indeks LQ45 periode 2005-2009 = The Effect Analysis of Return On Equity, Economic Value Added, and EVA momentum towards stocks return companies on LQ45 index period 2005-2009

Shindy Triandini Putri; Thomas Honggo Secokusumo, supervisor; Lindawati Gani, examiner; Gede Harja Wasistha, examiner ([Publisher not identified] , 2010)
 Abstrak
[ABSTRAK
Tesis ini meneliti tentang nilai dan keefektifan kinetja suatu perusahaan yang
dapat mempengaruhi flukluasi perubahan return saham. Penelitian ini dilakukan
menggunakan data sekunder berupa laporan keuangan 2004-2009 yang tersedia
secara publik dari perusahaan yang masuk ke dalam indeks LQ45 dalam kurun waktu
5 tahun (2005-2009). Variabel yang digunakan adalah variabel terikat yaitu return
saham dan untuk variabel bebasnya terdapat variabel kontrol yaitu Debt Equity Ratio
(DER), Total Asset (TA), Sales Growth (SG), dan Market to Book Value (MBV)
sedangkan variabel ujinya yaitu Return Ou Equity (ROE), Economic 1/nine Added
(EVA), dan Momentum EVA. Penclitian ini menggunakan uji normutitas dan analisis
regresi linier berganda. Hasil dari penelitian ini adalah pengaruh ROE terbukti positif
signifikan terhadap return saham, pengaruh EVA tidak terbukti signifikan terhadap
return saham, dan pengaruh Momentum EVA terbukti positif signifikan terhadap
return saham. Penelitian yang berlangsung dari Oktober-Desember 2010 diharapkan
dapat memberikan informasi yang berguna baik untuk manajer guna meningkatkan
kinerja perusahaan maupun kepada investor dalam menanamkan modalnya. Dan juga
untuk membuktikan bahwa rasio Momentum EVA dapat digunakau sebagai alal
pengukur kinerja manajemen.

ABSTRACT
This thesis is focus on the study of value and effectiveness of the performance of
Company that could affect the stock return volatility changes. This research was
conducted using secondary data in the form of 2004-2009 financial statements
publicly available from the companies of LQ45 index over a period of 5 years (2005-
2009). The variables are the dependent variable is the stock return and for the
independent variables are the control variables such as Debt Equity Ratio (DER),
Total Assets (TA), Sales Growth (SG), and Market to Book Value (MBV) while the
teSl variable is Return On Equity (ROE), Economic Value Added (EVA) and EVA
Momentum. This study uses normality test and multiple linear regression analysis.
The results of this research are ROE is proven has significant positive effect on stock
return, EVA is not proven has significant effect on stock return, and EVA Momentum
is proven has significant positive stock return. The study which lasted from October
to December 2010 is expected to provide useful information for managers to improve
the performance of the company and to investors in investment. And also to prove
that EVA Momentum ratio can be used as measurement tool management
performance.;This thesis is focus on the study of value and effectiveness of the performance of
Company that could affect the stock return volatility changes. This research was
conducted using secondary data in the form of 2004-2009 financial statements
publicly available from the companies of LQ45 index over a period of 5 years (2005-
2009). The variables are the dependent variable is the stock return and for the
independent variables are the control variables such as Debt Equity Ratio (DER),
Total Assets (TA), Sales Growth (SG), and Market to Book Value (MBV) while the
teSl variable is Return On Equity (ROE), Economic Value Added (EVA) and EVA
Momentum. This study uses normality test and multiple linear regression analysis.
The results of this research are ROE is proven has significant positive effect on stock
return, EVA is not proven has significant effect on stock return, and EVA Momentum
is proven has significant positive stock return. The study which lasted from October
to December 2010 is expected to provide useful information for managers to improve
the performance of the company and to investors in investment. And also to prove
that EVA Momentum ratio can be used as measurement tool management
performance., This thesis is focus on the study of value and effectiveness of the performance of
Company that could affect the stock return volatility changes. This research was
conducted using secondary data in the form of 2004-2009 financial statements
publicly available from the companies of LQ45 index over a period of 5 years (2005-
2009). The variables are the dependent variable is the stock return and for the
independent variables are the control variables such as Debt Equity Ratio (DER),
Total Assets (TA), Sales Growth (SG), and Market to Book Value (MBV) while the
teSl variable is Return On Equity (ROE), Economic Value Added (EVA) and EVA
Momentum. This study uses normality test and multiple linear regression analysis.
The results of this research are ROE is proven has significant positive effect on stock
return, EVA is not proven has significant effect on stock return, and EVA Momentum
is proven has significant positive stock return. The study which lasted from October
to December 2010 is expected to provide useful information for managers to improve
the performance of the company and to investors in investment. And also to prove
that EVA Momentum ratio can be used as measurement tool management
performance.]
 File Digital: 1
 Metadata
No. Panggil : T33209
Nama orang :
Nama orang tambahan :
Nama badan tambahan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2010
Program Studi :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiv, 69 pages : illustration ; 30 cm. + Appendix
Catatan Bibliografi : pages 67-69
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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No. Panggil No. Barkod Ketersediaan
T33209 15-19-405750730 TERSEDIA
Ulasan:
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