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PERBANDINGAN TEKNIK DISCRIMINANT ANALYSIS DAN LOGISTIC REGRESSION DALAM PREDIKSI FINANCIAL DISTRESS PADA PERUSAHAAN LISTED BEI

APRILIA, ROSI NUR (2013) PERBANDINGAN TEKNIK DISCRIMINANT ANALYSIS DAN LOGISTIC REGRESSION DALAM PREDIKSI FINANCIAL DISTRESS PADA PERUSAHAAN LISTED BEI. Undergraduate thesis, STIE PERBANAS SURABAYA.

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Abstract

Financial distress is a condition where a company has difficulty paying off its financial obligations to its creditors or company experiencing liquidity problems that could threaten the survival of the company. This study aims to test financial ratios and industry relative ratios as variables discriminator and predictor of financial distress. Subject of study is company listed in Indonesia stock exchange (IDX) from the period of 2005 to 2011 excluding banking and non banking industry and insurance. Samples were gathered from 93 companies had financial distress and 320 non financial distress companies. This sample selection techniques are determined by purposive sampling. The research using secondary data consisting of balance sheet, income statement and cash flow statements. Test to determine company's financial distress using two techniques are discriminant analysis and logistic regression. This attempts to compare the highest prediction power of both analytical techniques. The results show that classification accuracy rate of discriminant analysis is 91,8% , while logistic regression analysis is 93.7 %. Logistic regression analysis has accuracy predictive more higher than discriminant analysis, but the accuracy of both analysis has not too different. The significant variables to classify financial distress are ROA, CACL, TDTA, CFTA, CFTD, R_CLTA, and R_TDTA and significant variable to predict financial distress are ROA, TDTA, CFTA, CFTD, and R_TDTA. The conclusion from the research shows financial ratios and industry relative ratios can be used to classification as well as prediction financial distress of firm. Key Words: Financial Distress, Financial Ratios, Industry Relative Ratios,Discriminant Analysis, Logistic Regression.

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 658 - GENERAL MANAGEMENT > 658.15 - FINANCIAL MANAGEMENT
Divisions: Bachelor of Management
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas Surabaya
Date Deposited: 15 May 2017 04:03
Last Modified: 15 May 2017 04:03
URI: http://eprints.perbanas.ac.id/id/eprint/1286

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