Pengaruh kinerja keuangan dan makroekonomi terhadap harga saham sektor batubara perbandingan antara indeks lq45 dan non lq45

Vivekananda, AsySyifa (2019) Pengaruh kinerja keuangan dan makroekonomi terhadap harga saham sektor batubara perbandingan antara indeks lq45 dan non lq45. Masters thesis, Institut Pertanian Bogor.

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Abstract

Indonesia is one of the largest coal producers in the world and the big importer for coal consumer countries such as China, India, Japan and South Korea. In 2008 there was a global crisis that affected world market conditions, but at the same time the coal sector had favorable prices in early 2009 to 2011. However, the favorable conditions did not apply in mid-2012 to 2015 where the coal price chart showed a sharp decline. In 2016 these conditions improved slightly with the stabilization of coal price movements. This fluktuative condition makes the coal sector attractive to study about coal stock price. In stocks, emitents can be divided into LQ45 and nonLQ45 indices. Emitents incorporated in the LQ45 index are emitents that have high market capability, and vice versa. This research is to analyse of the effect of financial performance variables and macroeconomic variables on coal stock prices and compares the emitents in LQ45 with nonLQ45. The scope of this study is limited to the annual financial statements of coal companies listed on the Stock Exchange until the period 2009 and published financial reports that have been reported published. This study aimed to determine the effect of company financial performance and macroeconomic variables to the stock price of coal emitents LQ45 and nonLQ45 in Indonesia. The financial performance variables are Quick Ratio, Debt to Equity, Return on Equity, and Price Earning Ratio. While macroeconomic variable are coal price, crude oil price, inflation, China coal import and India coal import. The method used was panel data regression analysis with annual data of 2009-2016 period. The results of this study indicated that there are five of eight independent variables that significant influence on stock price at the LQ45 of coal emitents, and there are four of nine independent variables that significant influence on stock price at the nonLQ45 of coal emitents. The overall variables used in this research represent the influence of stock price of coal issuer equal to 91,24% for LQ45 emitents and 97,99% for nonLQ45 emitents.

Item Type: Thesis (Masters)
Uncontrolled Keywords: emiten LQ45, emiten nonLQ45, faktor kinerja, faktor variabel makroekonomi, harga saham batubara, keuangan,Eviews 9, SPSS 24, Pooled Least Square (PLS),Fixed Effect Model (FEM), Random Effect Model (REM.). coal sector stock price, financial performance factor, macroeconomic factor, LQ45 emitens, nonLQ45 emitens
Subjects: Manajemen Keuangan
Depositing User: SB-IPB Library
Date Deposited: 20 Jun 2019 04:34
Last Modified: 20 Jun 2019 04:34
URI: http://repository.sb.ipb.ac.id/id/eprint/3373

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