Open AccessPENGARUH ANALISIS BETA, BOOK-MARKET RATIO, DEBT- EQUITY RATIO, EARNING-PRICE RATIO, FIRM SIZE DAN SALES-PRICE RATIO TERHADAP PENDAPATAN SAHAM PERUSAHAAN INDUSTRI DASAR DAN KIMIA DI BURSA EFEK JAKARTA 1992 - 1998
Author(s) -
Setyaningsih Setyaningsih
Publication year - 2016
Publication title -
ekuitas
Language(s) - English
Resource type - Journals
eISSN - 2548-5024
pISSN - 1411-0393
DOI - 10.24034/j25485024.y2001.v5.i2.1924
Subject(s) - debt to equity ratio , stock exchange , econometrics , book value , economics , financial economics , regression analysis , business , monetary economics , accounting , mathematics , finance , statistics , population , demography , earnings , sociology , nonprobability sampling
The aim of this study is to investigate the influence of some fundamental variables towards stock return. Some fundamental variables in this study are beta, book-market ra-tio, debt-equity ratio, earning-price ratio, firm size, sales-price ratio. The study analysis 56 cases of firms classified in the basic and chemical industry listed in Jakarta Stock Exchange in the period of 1992-1998. Multiple regression analysis is used for analyzing the data. The result of this study shows that there is significant affect of the three fundamental variables in the model as predictor of stock return (Y), which their contribution is 49.6%.