Analisis Pengaruh Makro Ekonomi dan Faktor Fundamental Terhadap Sinkronisasi Harga Saham

Putri, Agatha Hillary (2017) Analisis Pengaruh Makro Ekonomi dan Faktor Fundamental Terhadap Sinkronisasi Harga Saham. Undergraduate thesis, STIE Perbanas Surabaya.

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Abstract

The investor who will investation should analyze industry return and market return because these factors will affect the occurrence of return. Market information and industry information which will keep stock price in synchron (R2). Recent research asserts that stock price synchronicity, defined as the R2 from asset pricing regressions, is a useful measure of the amount of not only market and industry information, but also firm-specific information impounded in stock prices. The purpose of this study was to test the effect of ROA,NPM,sensitivity of inflation, and sensitivity of exchange rate on stock price synchronicity. The metod used in this research is using Regression Analysis test, the coefficient of determination, F test and t test. This study is employed 29 companies in mining sector listed in Indonesia Stock Exchange from year 2011-2015. The result of this study indicate that the variable ROA, NPM, and Sensitivity Of Exchange Rate has no effect the stock price synchronicity. Sensitivity of inflation has effect the stock price synchronicity. Keywords: ROA,NPM

Item Type: Thesis (Undergraduate)
Subjects: 600 - TECHNOLOGY > 650 - 659 MANAGEMENT & PUBLIC RELATIONS > 657 - ACCOUNTING > 657.042 - FINANCIAL ACCOUNTING
Divisions: Bachelor of Accountancy
Depositing User: Magang Magang
Date Deposited: 15 Jan 2020 04:37
Last Modified: 15 Jan 2020 04:37
URI: http://eprints.perbanas.ac.id/id/eprint/6092

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