@phdthesis{digilib23999,
           month = {November},
           title = {PENGARUH KINERJA KEUANGAN DAN INDIKATOR MAKRO
EKONOMI TERHADAP RETURN SAHAM
( STUDI KASUS PADA JAKARTA ISLAMIC INDEX )},
          school = {UIN SUNAN KALIJAGA YOGYAKARTA},
          author = {NIM. 12390072 NOOR DWI HASANAH},
            year = {2016},
            note = {M. Ghafur Wibowo, SE., M.Sc},
        keywords = {Return On Equity (ROE), Earning per Share (EPS), Inflation and Stock Return},
             url = {https://digilib.uin-suka.ac.id/id/eprint/23999/},
        abstract = {Return the results obtained from the investment of a company, stock returns can be
affected by internal and external factors. One of the internal factor are the company's
financial performance while external factor are macroeconomic. In order for a company to
attract investors to invest, companies should be able to give a good signal to investors.
This study aims to determine the effect of the financial performance of the proxy is
Return On Equity (ROE) and Earning Per Share (EPS) to stock return. With inflation
moderating variables, namely as one of the macroeconomic indicators. This research was
conducted on companies listed in the Jakarta Islamic Index for the period 2011-2014. The
data used in this research is secondary data. Sampling through purposive sampling technique
was chosen from 14 companies in Jakarta Islamic Index with a total sample of 56. The testing
process data using descriptive statistics, regression test panel data, regression model selection
test, test hypotheses and test interactions.
The results of this study showed that partially Return On Equity (ROE) and Earning
Per Share (EPS) has significant influence on stock returns. In partial inflation may not
moderate the relationship between Return On Equity (ROE) to stock return. And in partial
inflation may not moderate the relationship between the Earning Per Share (EPS) to stock
return.
Keywords:}
}