PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN JASA TRANSPORTASI

Abstrak

This   research   as   “Effect   Fundamental   Factors   toward   stock   return   of

Transportation’s Company”. Aims analyzed fundamental factors to haven influence stock return of transportation   company at Indonesia Stock Exchange (BEI). Fundamental  factors  such  as  Earning  Per  Share  (EPS), Book  Value  Per  Share (BVS), Price Earning Ratio (PER), Debt to Equity Ratio (DER), Return on Asset (ROA), and Return On Equity (ROE).

Methodology research used purposed sampling with criteria as 1. Stock of Transportation company which listed   fm th. 2009-2013. 2.Stocked was trade at Indonesian Stock Exchange (BEI). Sample totally 13 and data analysis with multiple regression  of  ordinary  least  square  and  hypothesis  test  used  F  statistics  and  t statistic at level significance 5%.

Analysis result is fm totally 6 (six) of fundamental factors, only Price Earning Ratio (PER),  Debt  to  Equity  Ratio  (DER)  and  Return  on  Asset  (ROA)  significance influance stock return of 13 (thirteen) transportation company at BEI, while others are not significance.

The future result suggested to expand other fundamental factors and suggested to add more variabels so can get better result