ANALISIS FUNDAMENTAL FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO SISTEMATIS (BETA) SAHAM PERUSAHAAN DI JAKARTA ISLAMIC INDEKS

Santoso santoso, Anis Rachma Utary, Rizky Yudaruddin

Abstract


The study is done to test variable influence fundamental factors , namely earning per share , return on assets , and debt to equity ratio against a risk systematic (beta stake) to companies that listed in jakarta islamic an index that a listing on a period of 2011-2014 BEI . The sample collection technique that is used is purposive of sampling. The number of samples from 17 companies than 30 companies registered at Jakarta Islamic Index .The data used in this research obtained from publication idx. From the analysis shows that the variable earning per share and debt to equity ratio influential positively and insignificant systematic against a risk ( beta stake ) .Variable return on assets can have negative effects and insignificant against a risk systematic ( beta stake ) .
Password: Earning Per Share (EPS), Return On Assets (ROA) , and Debt to Equity Ratio (DER) , Risks Systematic (Beta Stake).
ABSTRAK Penelitian ini dilakukan untuk menguji pengaruh variabel faktor-faktor fundamental, yaitu Earning per Share, Return On Asset, dan Debt to Equity Ratio terhadap risiko sistematik (beta saham) pada perusahaan yang terdaftar di Jakarta Islamic Indeks yang listing di BEI periode 2011-2014. Teknik pengambilan sampel yang digunakan adalah purposive sampling. Jumlah sampel sebanyak 17 perusahaan dari 30 perusahaan yang terdaftar di Jakarta Islamic Indeks. Data yang digunakan dalam penelitian ini diperoleh dari publikasi IDX. Dari hasil analisis menunjukkan bahwa variabel Earning per Share dan Debt to Equity Ratio berpengaruh secara positif dan tidak signifikan terhadap risiko sistematik (beta saham). Variabel Return On Asset berpengaruh negatif dan tidak signifikan terhadap risiko sistematik (beta saham).



Keywords


Earning per Share (EPS), Return On Asset (ROA), dan Debt to Equity Ratio (DER), dan Risiko Sistematik (Beta Saham)



DOI: http://dx.doi.org/10.29264/jimm.v3i4.1811

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