Influence of Financial Performance on Stock Return (Empirical Study on Manufacturing Companies Listed in Indonesia Stock Exchange Period 2011-2014)

Shabrina, Alin Firstiana (2016) Influence of Financial Performance on Stock Return (Empirical Study on Manufacturing Companies Listed in Indonesia Stock Exchange Period 2011-2014). Diploma thesis, Universitas Andalas.

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Abstract

The purpose of this research is to analyze the influence of fundamental analysis towards stock return in manufacturing companies listed in Indonesia Stock Exchange period 2011-2014. The independent variables in this research are Price Earning Ratio (PER), Debt to Equity Ratio (DER), Price to Book Value (PBV), Firm Size and Dividend Yield and for dependent variable is Stock Return. Analysis technique that is used is regression analysis by Eviews 7, with estimate model are Chow Test and Husmann Test and hypothesis analysis technique that is used is goodness of fit test by using T-test, F-test for 5% level of significant, and coefficient of determination (R2). The result showed that Price Earning Ratio (PER), Price to Book Value, Debt to Equity Ratio (DER) , Firm Size and Dividend yield have simultaneously significant influence by using Stock Return as the dependent variable in manufacturing companies listed in Indonesia Stock Exchange (IDX) period 2011-2014 with 5% level of significant with coefficient determination is 34.19%. Partially, for the Price Earning Ratio (PER), Price to Book Value, Firm Size and Dividend yield in manufacturing companies listed in Indonesia Stock Exchange (IDX) with 5% level of significant has postive significant influence to stock return. Meanwhile, Debt to Equity ratio is negatively significant influencing stock return.

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