PENGARUH FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIS TERHADAP PROBABILITY DEFAULT PERUSAHAAN MANUFAKTUR

HUMAIRO ROIHANUL JANNAH, NIM. 15830021 (2019) PENGARUH FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIS TERHADAP PROBABILITY DEFAULT PERUSAHAAN MANUFAKTUR. Skripsi thesis, UIN Sunan Kalijaga.

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Abstract

ABSTRACT Probability Default is the opportunity or possibility of an event, a measurement of the possibility or a degree of uncertainty of an event. This study aimed to determine the effect of Return On Equity, Earning Per Share, Debt to Equity Ratio, Rupiah Exchange Rate and Amount of Money Supply on the probability of default manufacturing companies in Indonesia by using merton model. The method used in this study is quantitative research methods with 7 Manufacturing companies listed in the Indonesian Syariah Stock Index (ISSI) for the period 2013-2017 as research samples. The analysis used in this study is panel data analysis with Random Effect Model. The results of the analysis carried out that Return on Equity Ratio, Earning Per Share, Rupiah Exchange Rate and The amount of the Money Supply do not affect the Probability Defaults of Manufacturing Company in Indonesia. While Debt to Equity Ratio affects the Probability Defaults of Manufacturing Company in Indonesia. Keywords: Default Probability, Return on Equity Ratio, Earning Per Share, Debt to Equity Ratio, Rupiah Exchange Rate, Money Supply ABSTRAK Probability Default adalah peluang atau kemungkinan suatu kejadian, suatu ukuran tentang kemungkinan atau derajat ketidakpastian suatu peristiwa. Penelitian ini bertujuan untuk mengetahui pengaruh Return On Equity, Earning Per Share, Debt to Equity Ratio, Nilai Tukar Rupiah dan Jumlah Uang Beredar terhadap probability default perusahaan manufaktur di Indonesia. Dalam mencari probability default perusahaan manufaktur, penelitian ini menggunakan model Merton. Metode yang digunakan dalam penelitian ini adalah metode penelitian kuantitatif dengan 7 perusahaan Manufaktur yang terdaftar dalam Indeks Saham Syariah Indonesia (ISSI) untuk periode 2013-2017 sebagai sampel penelitian. Analisis yang digunakan dalam penelitian ini adalah analisis data panel dengan Random Effect Model. Hasil analisis dilakukan bahwa Return on Equity, Earning Per Share, Nilai Tukar Rupiah dan Jumlah Uang Beredar tidak mempengaruhi Probabilitas Default Perusahaan Manufaktur di Indonesia. Sedangkan Debt to Equity Ratio mempengaruhi Probabilitas Default Perusahaan Manufaktur di Indonesia.. Kata kunci: Probability Default, Return on Equity Ratio, Earning Per Share, Debt to Equity Ratio, Nilai Tukar Rupiah, Jumlah Uang Beredar

Item Type: Thesis (Skripsi)
Additional Information: Dr. H. SYAFIQ MAHMADAH HANAFI, M.Ag
Uncontrolled Keywords: Default Probability, Return on Equity Ratio, Earning Per Share, Debt to Equity Ratio, Rupiah Exchange Rate, Money Supply, Probability Default, Return on Equity Ratio, Earning Per Share, Debt to Equity Ratio, Nilai Tukar Rupiah, Jumlah Uang Beredar
Subjects: Pekerjaan Sosial
Manajemen > Manajemen Perusahaan
Manajemen Keuangan Syariah
Divisions: Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1)
Depositing User: Sugeng Hariyanto, SIP (sugeng.hariyanto@uin-suka.ac.id)
Date Deposited: 03 Apr 2020 06:24
Last Modified: 03 Apr 2020 06:25
URI: http://digilib.uin-suka.ac.id/id/eprint/37554

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