Pengaruh Rasio Profitabilitas terhadap Kinerja Saham dengan Variabel Kontrol Return Market pada Perusahaan Telekomunikasi yang Terdaftar di Bursa Efek Indonesia Sebelum, Semasa dan Sesudah Covid 19

Manalu, Sindi Sri Deviana (2024) Pengaruh Rasio Profitabilitas terhadap Kinerja Saham dengan Variabel Kontrol Return Market pada Perusahaan Telekomunikasi yang Terdaftar di Bursa Efek Indonesia Sebelum, Semasa dan Sesudah Covid 19. S1 thesis, Universitas Kristen Indonesia.

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Abstract

Mengetahui bagaimana pengaruh Rasio Profitabilitas terhadap Kinerja Saham di mana rasio profitabilitas menggunakan indikator Earning Yield (EY)dan Return On Equity (ROE) dan kinerja saham diukur dengan Return Saham dan Risk Saham merupakan tujuan dari penelitian ini. Di dalam penelitian ini terdapat variabel kontrol yaitu Return Market dan objek yang diteliti adalah perusahaan Telekomunikasi yang terdaftar Bursa Efek Indonesia (BEI) dengan data yang diambil adalah data periode sebelum Covid 19 (2018-2019), periode semasa Covid 19 (2020-2021) dan periode sesudah Covid 19 (2022), di mana seperti yang diketahui pandemi Covid 19 tidak hanya berdampak pada kesehatan tetapi juga menghambat aktivitas seperti perekonomian dan pendidikan. Analisis regresi menggunakan data panel dan digunakan analisis deskriptif, asumsi klasik, uji F, Uji T dan R2 yang diolah menggunakan aplikasi Eviews 12. jumlah sampel penelitian ada 4 perusahaan diambil dengan metode purposive sampiling dan jenis data penelitian data sekunder. Hasil pengujian terhadap Return Saham menunjukkan rasio profitabilitas pada periode penelitian tidak memiliki pengaruh signifikan sedangkan Return Market hanya berpengaruh positif dan signifikan pada periode semasa Covid 19. Pengujian terhadap Risk Saham menunjukkan pada periode sebelum Covid 19 rasio profitabilitas memiliki pengaruh yang signifikan sedangkan Return Market tidak signifikan, periode semasa Covid 19 variabel penelitian tidak berpengaruh signifikan dan pada periode sesudah Covid 19 pengaruh yang signifikan hanya di tunjukkan oleh Earning Yield. Pengujian terhadap Return secara simultan hanya pada periode semasa Covid 19, sedangkan pengujian terhadap Risk hanya pada periode sebelum dan sesudah Covid 19, Kata Kunci : Return Saham, Risk Saham, Earning Yield, Return On Equity (ROE) Return Market. / Knowing how the Profitability Ratio affects Stock Performance is the purpose of this study where the profitability ratio uses Earning Yield (EY) and Return On Equity (ROE) indicators and stock performance is measured by Stock Return and Stock Risk. In this study there is a control variable, namely Return Market and the object under study is a telecommunications company listed on the Indonesia Stock Exchange (IDX) with the data taken is data for the period before Covid 19 (2018-2019), the period during Covid 19 (2020-2021) and the period after Covid 19 (2022), where is known that the Covid 19 pandemic not only affects health but also hampers activities such as the economy and education. Regression analysis using panel data and descriptive analysis, classical assumptions, F test, T test andR2 are used which are processed using the Eviews 12 application. the number of research samples is 4 companies taken by purposive sampling method and the type of research data is secondary data. The test results on stock returns show that the profitability ratio in the study period did not have a significant effect while the Return Market only had a positive and significant effect in the period during Covid 19. Testing of stock risk shows that in the period before Covid 19 the profitability ratio has a significant effect while the Return Market is not significant, the period during Covid 19 the research variables have no significant effect and in the period after Covid 19 a significant effect is only shown by earning yield. Testing of stock returns simultaneously only in the period during Covid 19, while testing of Risk only in the period before and after Covid 19, Keywords: Stock Return, Stock Risk, Earning Yield, Return On Equity (ROE) Return Market

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