Reaksi Sinyal Keuangan Terhadap Harga Saham Sektor Pertanian di Indonesia

Zamzany, Faizal Ridwan and Setiawan, Edi and Azizah, Elmy Nur (2018) Reaksi Sinyal Keuangan Terhadap Harga Saham Sektor Pertanian di Indonesia. Jurnal Bisnis dan Manajemen, 8 (2). pp. 133-140. ISSN 2087-2038; E-ISSN:2461-1182

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Official URL: http://journal.uinjkt.ac.id/index.php/esensi

Abstract

Financial reaction signal is one of the crucial point to predict the stock’s price. This study aims to identify the financial reaction signal toward the stock’s price on agricultural sector in Indonesia. The variables studied were return on equity (ROE), debt to equity ratio (DER), market value added (MVA) as independent variables and Stock Price as dependent variable. Using purposive sampling, the sample of this study to be 11 companies agricultural sector is listed on IDX (2012-2016). The method of this research is regression analysis of panel data. The result shows that ROE and DER have no significant effect to the stock price at agricultural sector. While the results shows MVA have a significant influence on stock price at agricultural sector. Abstrak Reaksi sinyal keuangan merupakan salah satu hal penting dalam memprediksi harga saham. Penelitian ini bertujuan untuk meneliti reaksi sinyal keuangan terhadap harga saham Sektor pertanian di Indonesia. Variabel independen yang diteliti adalah return on equity (ROE), debt to equity ratio (DER), market value added (MVA), dan variabel dependen yakni harga saham. Menggunakan metode purposive sampling, jumlah sampel dalam penelitian ini adalah 11 perusahaan sektor pertanian yang terdaftar di Bursa Efek Indonesia periode 2012-2016. Metode yang digunakan adalah analisis regresi data panel dengan fixed effect. Hasil penelitian ini menunjukkan bahwa ROE dan DER tidak memiliki pengaruh terhadap harga saham pada sektor pertanian. Sedangkan hasil MVA berpengaruh signifikan terhadap harga saham pada sektor pertanian.

Item Type: Article
Uncontrolled Keywords: reaksi sinyal keuangan, harga saham, sektor pertanian, financial reaction signal, stock price, agricultural sector
Subjects: H Social Sciences > HB Economic Theory
Depositing User: ST Bahar Sobari
Date Deposited: 10 Aug 2018 02:20
Last Modified: 10 Aug 2018 02:20
URI: http://repository.uhamka.ac.id/id/eprint/542

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