PENGARUH PRICE EARNING RATIO(PER), RETURN ON EQUITY (ROE), NET PROFIT MARGIN (NPM), DAN DEBT TO EQUITY RATIO (DER) TERHADAP HARGA SAHAM INDUSTRI OTOMOTIF DAN KOMPONENNYA YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2011-2014

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh price earning ratio, return on equity ratio, net profit margin, dan debt to equity ratio terhadap harga saham Industri Otomotif dan Komponennya yang terdaftar di Bursa Efek Indonesia (BEI) periode 2011-2014. Penelitian ini menggunakan jenis data sekunder. Penelitian dilakukan di Industri Otomotif dan Komponennya yang terdaftar di Bursa Efek Indonesia (BEI). Objek penelitian adalah pengaruh price earning ratio, return on equity ratio, net profit margin, dan debt to equity ratio terhadap harga saham Industri Otomotif dan Komponennya yang terdaftar di Bursa Efek Indonesia (BEI) periode 2011-2014. Teknik pengambilan sampel yang digunakan adalah purposive sampling dengan jumlah sampel sebanyak 11 perusahaan. metode analisis data yang digunakan adalah metode analisis regresi linear berganda dan pengujian data yang diolah dengan menggunakan program SPSS 17. Hasil penelitian menunjukkan bahwa (1) price earning ratio berpengaruh positif dan signifikan terhadap harga saham (2) return on equity ratio berpengaruh positif dan signifikan terhadap harga saham (3) net profit margin berpengaruh positif dan signifikan terhadap harga saham (4) debt to equity ratio berpengaruh negatif dan signifikan terhadap harga saham (5) price earning ratio, return on equity ratio, net profit margin, dan debt to equity ratio secara simultan berpengaruh signifikan terhadap harga saham.
Kata Kunci : price earning ratio, return on equity ratio, net profit margin, debt to equity ratio, harga saham

This study was aimed at finding out the effect of price earning ration, return on equity ratio, net profit margin, and debt to equity ratio on price of the shares of automotive industries listed on Indonesia Stock Exchange and their components in the 2011-2014 period. The study used secondary data. The study was conducted on automotive industries listed on Indonesia Stock Exchange and their components. The object was the effect of price earning ratio (PER), return on equity (ROE), net profit margin (NPM), and debt to equity ratio (DER) automotive industries listed on Indonesia Stock Exchange and their components in the 2011-2014. The sample was selected by purposive sampling with sample size of 11 companies, the data were analyzed by multiple linear regression analysis and the data testing done by using the SPSS 17 program. The results showed that (1) price earning ratio has a positive and significant effect on price of shares, (2) return on equity ratio has a positive and significant effect on price of shares, (3) net profit margin has a positive and significant effect on price of shares, (4) debt to equity ratio has a negative and significant effect on price of shares and (5) price earning ratio (PER), return on equity (ROE), net profit margin (NPM), and debt to equity ratio (DER) simultaneously have a significant effect on price of the shares.
keyword : price earning ratio, return on equity, net profit margin, and debt to equity ratio on price of share