ANALISIS PENGARUH ECONOMIC VALUE ADDED (EVA) DAN FAKTOR-FAKTOR FUNDAMENTAL PERUSAHAAN TERHADAP RETURN SAHAM PADA PT. BANK PANIN SYARIAH SETELAH GO PUBLIC

TAUFIQ NUR HIDAYAT, NIM. 13820055 (2018) ANALISIS PENGARUH ECONOMIC VALUE ADDED (EVA) DAN FAKTOR-FAKTOR FUNDAMENTAL PERUSAHAAN TERHADAP RETURN SAHAM PADA PT. BANK PANIN SYARIAH SETELAH GO PUBLIC. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

Panin Sharia Bank is the only islamic bank in Indonesia that has been listed on the Indonesia Stock Exchange. The purpose of this research is to find out the influence of Economic Value Added and fundamental factors are represented by Return On Equity, Earning Per Share, Price Earning Ratio, Debt to Equity Ratio, and Price to Book Value to the stock return in Panin Sharia Bank in 2014-2017 period. The method used is multiple regression linear analysis model. Data processing in this research is used SPSS 25 program. The result of F test shows that Economic Value Added, Return On Equity, Price Earning Ratio, Debt to Equity Ratio, and Price to Book Value together have a significant influence to the stock return. Earning Per Share is excluded from the model because there is a multicollinearity with Return On Equity. The coefficient determination (R2) is 0.246 in whichit shows that 24.6% of stock return can be explained by Economic Value Added, Return On Equity, Price Earning Ratio, Debt to Equity Ratio, and Price to Book Value. While the t test results show that only Debt to Equity Ratio that have a significant influence to the stock return and the direction is negative. Other variables, Economic Value Added, Return On Equity, Price Earning Ratio, and Price to Book Value are not significant influence to the stock return. ( INDONESIA ) Bank Panin Syariah adalah satu-satunya bank syariah di Indonesia yang sudah terdaftar di Bursa Efek Indonesia. Penelitian ini bertujuan untuk mengetahui pengaruh Economic Value Added dan faktor fundamental perusahaan yang diwakili oleh Return On Equity, Earning Per Share, Price Earning Ratio, Debt to Equity Ratio, dan Price to Book Value terhadap return saham pada PT. Bank Panin Syariah periode tahun 2014-2017. Metode yang digunakan adalah model analisis regresi linier berganda. Pengolahan data dalam penelitian ini menggunakan alat bantu program SPSS 25. Hasil uji F menunjukkan bahwa Economic Value Added, Return On Equity, Price Earning Ratio, Debt to Equity Ratio, dan Price to Book Value secara bersama-sama berpengaruh signifikan terhadap return saham. Earning Per Share dikeluarkan dari model karena terjadi multikolinieritias dengan Return On Equity. Koefisien determinasi (R2) sebesar 0.246 yang menunjukkan bahwa 24.6% dari return saham dapat dijelaskan oleh Economic Value Added, Return On Equity, Price Earning Ratio, Debt to Equity Ratio, dan Price to Book Value. Sedangkan hasil uji t menunjukkan bahwa hanya variabel Debt to Equity Ratio yang berpengaruh signifikan terhadap return saham dan arahnya negatif. Variabel lain yaitu Economic Value Added, Return On Equity, Price Earning Ratio, dan Price to Book Value dinyatakan tidak berpengaruh signifikan terhadap return saham.

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