PENGARUH INFLASI, PRICE TO BOOK VALUE, LIKUIDITAS SAHAM DAN NET PROFIT MARGIN TERHADAP RETURN SAHAM SYARIAH DI JAKARTA ISLAMIC INDEX PERIODE 2017-2020

Dila, Hijriani Balqis Santoni (2022) PENGARUH INFLASI, PRICE TO BOOK VALUE, LIKUIDITAS SAHAM DAN NET PROFIT MARGIN TERHADAP RETURN SAHAM SYARIAH DI JAKARTA ISLAMIC INDEX PERIODE 2017-2020. Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Pasar Modal memiliki peran penting bagi perekonomian suatu negara karena pasar modal menjalankan dua fungsi, yaitu pertama sebagai sarana bagi pendanaan usaha atau sebagai sarana bagi perusahaan untuk mendapatkan dana dari masyarakat pemodal (investor). Penelitian ini bertujuan untuk menguji pengaruh variabel independen yaitu Inflasi, Price to Book Value, Likuiditas Saham dan Net Profit Margin terhadap variabel dependen Return Saham pada Perusahaan yang terdaftar di Jakarta Islamic Indeks di periode 2017- 2020. Rumusan masalah penelitian ini adalah: 1. Bagaimana Inflasi, Price To Book Value, Likuiditas Saham dan Net Profit Margin secara parsial terhadap Return saham yang terdaftar di Jakarta Islamic Index periode 2017-2020? 2. Bagaimana Inflasi, Price To Book Value, Likuiditas Saham dan Net Profit Margin secara simultan terhadap Return saham yang terdaftar di Jakarta Islamic Index periode 2017-2020? 3. Bagaimana return saham dalam perspektif islam? Penelitian ini bertujuan untuk mengetahui:1. Pengaruh secara parsial antara Price to Book Value, Likuiditas Saham dan Net Profit Margin terhadap Return Saham. 2. Pengaruh secara simultan antara Price to Book Value, Likuiditas Saham dan Net Profit Margin terhadap Return Saham. 3. Return saham dalam perspektif islam. Populasi dalam penelitian ini yaitu perusahaan yang terdaftar di Jakarta Islamic Indeks selama periode pengamatan 2017-2020 dengan perolehan sampel sebanyak 10 perusahaan. Teknik pengambilan sampel menggunakan purposive sampling dengan metode analisis data yaitu regresi data panel dengan menggunakan E-views 9. Hasil dari penelitian ini menunjukan bahwa hasil uji hipotesis Ha1 ditolak, Ha2 ditolak, Ha3 diterima, Ha4 ditolak, secara simultan Price to Book Value, Likuiditas Saham dan Net Profit Margin secara bersama-sama berpengaruh terhadap Return Saham. Determinasi Adjused R 2 sebesar 32%. Kesimpulan pengujian ini berdasarkan uji statistik adalah Likuiditas berpengaruh dan signifikan terhadap Return Saham, sedangkan Inflasi, Price to Book Value dan Net Profit Margin berpengaruh dan tidak signifikan terhadap Return Saham pada perusahaan yang terdaftar pada Jakarta Islamic Indeks periode 2017-2020. Kata Kunci: Inflasi, Price to Book Value, Likuiditas Saham, Net Profit Margin, Return Saham ABSTRACT The capital market has an important role for the economy of a country because the capital market performs two functions, namely first as a means for business funding or as a means for companies to obtain funds from the investor community. This study aims to examine the effect of the independent variables, namely Inflation, Price to Book Value, Stock Liquidity and Net Profit Margin on the dependent variable of Return on Companies listed on the Jakarta Islamic Index in the 2017-2020 period. The problem formulations of this research are: 1. How do Inflation, Price To Book Value, Stock Liquidity and Net Profit Margin partially affect returns listed on the Jakarta Islamic Index for the 2017-2020 period? 2. How are Inflation, Price To Book Value, Stock Liquidity and Net Profit Margin simultaneously on returns listed on the Jakarta Islamic Index for the 2017-2020 period? 3. How is stock return in Islamic perspective? This study aims to determine: 1. Partial influence between Price to Book Value, Stock Liquidity and Net Profit Margin on Return Stock 2. Simultaneous effect of Price to Book Value, Stock Liquidity and Net Profit Margin on Return Stock 3. Stock return in Islamic perspective. The population in this study are companies listed on the Jakarta Islamic Index during the 2017-2020 observation period with a sample acquisition of 10 companies.sampling technique used purposive sampling with data analysis method, namely panel data regression using E-views 9. The results of this study indicate that the results of hypothesis testing Ha1 are rejected, Ha2 is rejected, Ha3 is accepted, Ha4 is rejected, simultaneously Price to Book Value, Liquidity Shares and Net Profit Margin together have an effect on Return Stock Determination Adjusted R 2 by 32%. The conclusion of this test based on statistical tests is Liquidity and significant effect on Return, while Inflation, Price to Book Value and Net Profit Margin and not significant effect on Return Stock on companies listed on the Jakarta Islamic Index for the 2017-2020 period. Keywords: Inflation, Price to Book Value, Stock Liquidity, Net Profit Margin, Return Stock

Item Type: Thesis (Diploma)
Subjects: Perbankan Syariah
Divisions: Fakultas Ekonomi dan Bisnis Islam > Perbankan Syariah
Depositing User: LAYANAN PERPUSTAKAAN UINRIL REFERENSI
Date Deposited: 24 May 2022 03:29
Last Modified: 24 May 2022 03:29
URI: http://repository.radenintan.ac.id/id/eprint/19197

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