s mbs 0807063 table of content
DAFTAR ISI
ABSTRAK .....................................................................................................
i
ABSTRACT ....................................................................................................
ii
KATA PENGANTAR ...................................................................................
iii
UCAPAN TERIMA KASIH ........................................................................
iv
DAFTAR ISI ..................................................................................................
vii
DAFTAR TABEL .........................................................................................
x
DAFTAR GAMBAR .....................................................................................
xi
DAFTAR LAMPIRAN .................................................................................
xii
BAB I
PENDAHULUAN
1.1. Latar Belakang Penelitian ................................................................
1
1.2. Identifikasi Masalah ..........................................................................
12
1.3. Rumusan Masalah .............................................................................
13
1.4. Tujuan Penelitian ..............................................................................
14
1.5. Kegunaan Penelitian..........................................................................
14
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN DAN HIPOTESIS
2.1. Kajian Pustaka .................................................................................
16
2.1.1 Konsep Kinerja Keuangan Dalam Manajemen Investasi............
16
2.1.1.1 Definisi Kinerja Keuangan ..............................................
17
2.1.1.2 Pengukuran Kinerja Keuangan .......................................
17
2.1.1.3 Definisi Manajemen Investasi .........................................
20
2.1.1.4 Teknik Pengambilan Keputusan Investasi .....................
21
2.1.1.5 Analisis Teknikal ...........................................................
22
2.1.1.6 Analisis Fundamental .....................................................
27
2.1.2 Return On Assets (ROA) .............................................................
25
2.1.3 Return On Equity (ROE) .............................................................
27
2.1.4 Earning Per Share (EPS) ............................................................
30
2.1.5 Harga Saham ...............................................................................
31
2.1.5.1 Definisi Harga Saham .....................................................
31
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
2.1.5.2 Faktor Yang Mempengaruhi Harga Saham.....................
33
2.1.6 Pengaruh Kinerja Keuangan Terhadap Harga Saham .................
37
2.1.7 Orisinalitas Penelitian .................................................................
40
2.2. Kerangka Pemikian ..........................................................................
43
2.3. Hipotesis ...........................................................................................
47
BAB III OBJEK DAN METODE PENELITIAN
3.1
Objek Penelitian ................................................................................
48
3.2
Metode Penelitian..............................................................................
48
3.2.1 Jenis Penelitian dan Metode yang Digunakan ............................
48
3.2.2 Operasionalisasi Variabel............................................................
50
3.2.3 Jenis dan Sumber Data ................................................................
51
3.2.4 Populasi dan Sampel ...................................................................
52
3.2.4.1 Populasi ...........................................................................
52
3.2.4.2 Sampel .............................................................................
53
3.2.5 Teknik Pengumpulan Data ..........................................................
53
3.2.6 Rancangan Analisis Data ............................................................
53
3.2.6.1 Pengolahan Data dan Analisis Data ...............................
53
3.2.6.2 Rancangan Analisis Data ...............................................
54
3.2.6.3 Pengujian Hipotesis.........................................................
58
BAB IV HASIL PENELITIAN DAN PEMBAHASAN
4.1
Gambaran Objek Penelitian ..............................................................
60
4.2
Gambaran Kinerja Keuangan Dell Inc ..............................................
61
4.2.1 Gambaran ROA Dell Inc .............................................................
62
4.2.2 Gambaran ROE Dell Inc .............................................................
63
4.2.3 Gambaran EPS Dell Inc ..............................................................
66
4.3
Gambaran Harga Saham Dell Inc .....................................................
67
4.4
Keterkaitan Kinerja Keuangan Terhadap Harga Saham Dell Inc .....
69
4.4.1 Uji Hipotesis ...............................................................................
70
4.4.1.1 Uji Simultan (Uji F) .......................................................
73
4.4.1.2 Koefisien Determinasi.....................................................
74
Temuan Hasil Penelitian ...................................................................
75
4.5
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
4.6
4.5.1 Temuan Hasil Penelitian Bersifat Teoritis ..................................
75
4.5.2 Temuan Hasil Penelitian Bersifat Empiris ..................................
78
Kontribusi Pendidikan Manajemen Bisnis Dalam Mengatasi
Masalah Penelitian ............................................................................
81
BAB V KESIMPULAN DAN REKOMENDASI
5.1
Kesimpulan .......................................................................................
92
5.2
Rekomendasi .....................................................................................
93
DAFTAR PUSTAKA ....................................................................................
88
LAMPIRAN ...................................................................................................
93
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR TABEL
No Tabel
Judul Tabel
Hal
1.1
Major Stock Exchanges: Year Ended 31 December 2010 .......................
2
1.2
Harga Saham Dell Inc Tahun 2001-2010 ................................................
5
1.3
NASDAQ 100 Watch List .......................................................................
6
2.1
Definisi Return on Assets (ROA) ............................................................
25
2.2
Definisi Return on Equity (ROE) .............................................................
28
2.3
Orisinalitas Penelitian .............................................................................
40
3.1
Operasionalisasi Variabel ........................................................................
51
4.1
Perkembangan ROA Dell Inc Periode 2001-2010 ...................................
61
4.2
Perkembangan ROE Dell Inc Periode 2001-2010 ....................................
64
4.3
Harga Saham Dell Inc Tahun 2001-2010 .................................................
68
4.4
Output SPSS untuk Uji-F .........................................................................
74
4.5
Output SPSS untuk Uji-R2 Simultan ........................................................
75
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR GAMBAR
No Gambar
Judul Gambar
Hal
1.1
ROA Dell Inc 2001-2010 ........................................................................
9
1.2
ROE Dell Inc 2001-2010 ..........................................................................
10
1.3
EPS Dell Inc 2001-2010 ...........................................................................
11
2.1
Kerangka Pemikiran Pengaruh Kinerja Keuangan Perusahaan Terhadap
Harga Saham.............................................................................................
2.2
46
Paradigma Pengaruh Kinerja Keuangan Perusahaan Terhadap Harga
Saham .......................................................................................................
47
4.1
Perkembangan ROA Dell Inc Periode 2001-2010 ...................................
62
4.2
Perkembangan ROE Dell Inc Periode 2001-2010 ....................................
65
4.3
Perkembangan EPS Dell Inc Periode 2001-2010 .....................................
66
4.4
Harga Saham Dell Inc Tahun 2001-2010 .................................................
68
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR LAMPIRAN
No Lampiran
1
Laporan Keuangan Dell Inc
2
Harga Saham Dell Inc
3
Hasil Output SPSS
4
Tabel Distribusi F
5
Rekapitulasi Bimbingan Skripsi
6
Curriculum Vitae
Judul Lampiran
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
ABSTRAK .....................................................................................................
i
ABSTRACT ....................................................................................................
ii
KATA PENGANTAR ...................................................................................
iii
UCAPAN TERIMA KASIH ........................................................................
iv
DAFTAR ISI ..................................................................................................
vii
DAFTAR TABEL .........................................................................................
x
DAFTAR GAMBAR .....................................................................................
xi
DAFTAR LAMPIRAN .................................................................................
xii
BAB I
PENDAHULUAN
1.1. Latar Belakang Penelitian ................................................................
1
1.2. Identifikasi Masalah ..........................................................................
12
1.3. Rumusan Masalah .............................................................................
13
1.4. Tujuan Penelitian ..............................................................................
14
1.5. Kegunaan Penelitian..........................................................................
14
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN DAN HIPOTESIS
2.1. Kajian Pustaka .................................................................................
16
2.1.1 Konsep Kinerja Keuangan Dalam Manajemen Investasi............
16
2.1.1.1 Definisi Kinerja Keuangan ..............................................
17
2.1.1.2 Pengukuran Kinerja Keuangan .......................................
17
2.1.1.3 Definisi Manajemen Investasi .........................................
20
2.1.1.4 Teknik Pengambilan Keputusan Investasi .....................
21
2.1.1.5 Analisis Teknikal ...........................................................
22
2.1.1.6 Analisis Fundamental .....................................................
27
2.1.2 Return On Assets (ROA) .............................................................
25
2.1.3 Return On Equity (ROE) .............................................................
27
2.1.4 Earning Per Share (EPS) ............................................................
30
2.1.5 Harga Saham ...............................................................................
31
2.1.5.1 Definisi Harga Saham .....................................................
31
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
2.1.5.2 Faktor Yang Mempengaruhi Harga Saham.....................
33
2.1.6 Pengaruh Kinerja Keuangan Terhadap Harga Saham .................
37
2.1.7 Orisinalitas Penelitian .................................................................
40
2.2. Kerangka Pemikian ..........................................................................
43
2.3. Hipotesis ...........................................................................................
47
BAB III OBJEK DAN METODE PENELITIAN
3.1
Objek Penelitian ................................................................................
48
3.2
Metode Penelitian..............................................................................
48
3.2.1 Jenis Penelitian dan Metode yang Digunakan ............................
48
3.2.2 Operasionalisasi Variabel............................................................
50
3.2.3 Jenis dan Sumber Data ................................................................
51
3.2.4 Populasi dan Sampel ...................................................................
52
3.2.4.1 Populasi ...........................................................................
52
3.2.4.2 Sampel .............................................................................
53
3.2.5 Teknik Pengumpulan Data ..........................................................
53
3.2.6 Rancangan Analisis Data ............................................................
53
3.2.6.1 Pengolahan Data dan Analisis Data ...............................
53
3.2.6.2 Rancangan Analisis Data ...............................................
54
3.2.6.3 Pengujian Hipotesis.........................................................
58
BAB IV HASIL PENELITIAN DAN PEMBAHASAN
4.1
Gambaran Objek Penelitian ..............................................................
60
4.2
Gambaran Kinerja Keuangan Dell Inc ..............................................
61
4.2.1 Gambaran ROA Dell Inc .............................................................
62
4.2.2 Gambaran ROE Dell Inc .............................................................
63
4.2.3 Gambaran EPS Dell Inc ..............................................................
66
4.3
Gambaran Harga Saham Dell Inc .....................................................
67
4.4
Keterkaitan Kinerja Keuangan Terhadap Harga Saham Dell Inc .....
69
4.4.1 Uji Hipotesis ...............................................................................
70
4.4.1.1 Uji Simultan (Uji F) .......................................................
73
4.4.1.2 Koefisien Determinasi.....................................................
74
Temuan Hasil Penelitian ...................................................................
75
4.5
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
4.6
4.5.1 Temuan Hasil Penelitian Bersifat Teoritis ..................................
75
4.5.2 Temuan Hasil Penelitian Bersifat Empiris ..................................
78
Kontribusi Pendidikan Manajemen Bisnis Dalam Mengatasi
Masalah Penelitian ............................................................................
81
BAB V KESIMPULAN DAN REKOMENDASI
5.1
Kesimpulan .......................................................................................
92
5.2
Rekomendasi .....................................................................................
93
DAFTAR PUSTAKA ....................................................................................
88
LAMPIRAN ...................................................................................................
93
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR TABEL
No Tabel
Judul Tabel
Hal
1.1
Major Stock Exchanges: Year Ended 31 December 2010 .......................
2
1.2
Harga Saham Dell Inc Tahun 2001-2010 ................................................
5
1.3
NASDAQ 100 Watch List .......................................................................
6
2.1
Definisi Return on Assets (ROA) ............................................................
25
2.2
Definisi Return on Equity (ROE) .............................................................
28
2.3
Orisinalitas Penelitian .............................................................................
40
3.1
Operasionalisasi Variabel ........................................................................
51
4.1
Perkembangan ROA Dell Inc Periode 2001-2010 ...................................
61
4.2
Perkembangan ROE Dell Inc Periode 2001-2010 ....................................
64
4.3
Harga Saham Dell Inc Tahun 2001-2010 .................................................
68
4.4
Output SPSS untuk Uji-F .........................................................................
74
4.5
Output SPSS untuk Uji-R2 Simultan ........................................................
75
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR GAMBAR
No Gambar
Judul Gambar
Hal
1.1
ROA Dell Inc 2001-2010 ........................................................................
9
1.2
ROE Dell Inc 2001-2010 ..........................................................................
10
1.3
EPS Dell Inc 2001-2010 ...........................................................................
11
2.1
Kerangka Pemikiran Pengaruh Kinerja Keuangan Perusahaan Terhadap
Harga Saham.............................................................................................
2.2
46
Paradigma Pengaruh Kinerja Keuangan Perusahaan Terhadap Harga
Saham .......................................................................................................
47
4.1
Perkembangan ROA Dell Inc Periode 2001-2010 ...................................
62
4.2
Perkembangan ROE Dell Inc Periode 2001-2010 ....................................
65
4.3
Perkembangan EPS Dell Inc Periode 2001-2010 .....................................
66
4.4
Harga Saham Dell Inc Tahun 2001-2010 .................................................
68
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu
DAFTAR LAMPIRAN
No Lampiran
1
Laporan Keuangan Dell Inc
2
Harga Saham Dell Inc
3
Hasil Output SPSS
4
Tabel Distribusi F
5
Rekapitulasi Bimbingan Skripsi
6
Curriculum Vitae
Judul Lampiran
Luthfi Indallah, 2012
Analisis Kinerja Keuangan Perusahaan Terhadap Perubahan Harga Saham Dell Inc Pada Bursa
Saham
Universitas Pendidikan Indonesia | repository.upi.edu