S PEM 1203683 Table of content
DAFTAR ISI
ABSTRAK .......................................................................................................................... i
ABSTRACT ....................................................................................................................... ii
KATA PENGANTAR .......................................................................................................iii
DAFTAR ISI......................................................................................................................vi
DAFTAR TABEL ........................................................................................................... viii
DAFTAR GAMBAR .........................................................................................................ix
DAFTAR LAMPIRAN ...................................................................................................... i
BAB I PENDAHULUAN ................................................................................................. 1
1.1
Latar Belakang Penelitian ................................................................................ 1
1.2
Identifikasi Masalah Dan Rumusan Masalah .............................................. 16
1.2.1
Identifikasi Masalah ............................................................................... 16
1.2.2
Rumusan Masalah................................................................................... 19
1.3
Tujuan Penelitian ............................................................................................ 19
1.4
Kegunaan Penelitian ....................................................................................... 20
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN DAN HIPOTESIS........ 21
2.1
Kajian Pustaka ................................................................................................ 21
2.1.1
Pengertian Bank ...................................................................................... 21
2.1.2
Fungsi Bank ............................................................................................. 22
2.1.3
Jenis jenis bank ....................................................................................... 23
2.1.4
Penilaian Tingkat Kesehatan Bank (CAMELS) .................................. 26
2.1.6 Profitabilitas .................................................................................................. 28
2.1.7 Likuiditas ...................................................................................................... 31
2.1.8 Pasar Modal ................................................................................................... 34
2.1.9 Saham ........................................................................................................... 38
2.1.10 Faktor Yang Mempengaruhi Harga Saham ............................................. 43
2.1.11 Teori Sinyal................................................................................................. 44
2.1.12 Pengaruh Profitabilitas Terhadap Harga Saham ................................... 45
2.1.13 Pengaruh Likuiditas Terhadap Harga Saham ........................................ 45
2.1.14
2.2
Kajian Peneltian Terdahulu ................................................................... 46
Kerangka Pemikiran ...................................................................................... 48
iii
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2.3
Hipotesis ........................................................................................................... 52
BAB III OBJEK DAN METODE PENELITIAN ........................................................ 54
3.1
Objek Penelitian .............................................................................................. 54
3.2
Metode dan Desain Penelitian........................................................................ 54
3.2.1
Metode Penelitian.................................................................................... 54
3.2.2
Desain Penelitian ..................................................................................... 55
3.3
Operasionalisasi Variabel............................................................................... 55
3.4
Sumber Data dan Teknik Pengumpulan Data ............................................. 58
3.4.1
Sumber Data ........................................................................................... 58
3.4.2
Teknik Pengumpulan Data .................................................................... 58
3.5
Populasi, Sampel dan Teknik Pengambilan Sampel .................................... 58
3.5.1
Populasi .................................................................................................... 58
3.5.2
Sampel ...................................................................................................... 59
3.7
Rancangan Analisis Data dan Uji Hipotesis ................................................. 60
3.7.1Analisis Data Deskriptif.................................................................................. 60
3.7.2 Pengujian Asumsi klasik ............................................................................. 61
3.7.3 Analisis Regresi Linier Berganda ................................................................ 63
3.7.4 Pengujian Hipotesis....................................................................................... 63
BAB IV HASIL PENELITIAN DAN PEMBAHASAN .............................................. 67
4.1
Hasil Penelitian................................................................................................ 67
4.1.1 Gambaran Umum Bank Umum Swasta Nasional....................................... 67
4.1.2
Deskripsi Variabel....................................................................................... 79
4.1.2.1
Perkembangan Profitabilitas Bank Umum Swasta Nasional Di
Indonesia……………………………………………………………………………………………………………..80
4.1.2.2 Perkembangan Likuiditas Bank Umum Swasta Nasional di Indonesia
.................................................................................................................................. 84
4.1.2.3
4.1.3
Perkembangan Harga Saham Bank Umum Swasta Nasional ............ 89
Analisis Hasil Statistika .............................................................................. 92
4.2 Pembahasan ......................................................................................................... 102
BAB V KESIMPULAN DAN SARAN ........................................................................ 108
5.1
Kesimpulan .................................................................................................... 108
5.2
Implikasi dan Rekomendasi ......................................................................... 109
DAFTAR PUSTAKA .................................................................................................... 111
iv
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
v
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR TABEL
Tabel 1.1 Rata - Rata Harga Saham Sektor Keuangan ......................................... ..2
Tabel 1.2 Harga Saham Bank Umum Swasta Nasional ....................................... ..3
Tabel 1.3 Rata - Rata Harga Saham Bank Umum Swasta Nasional .................... ..6
Tabel 1.4 Perkembangan Return On Equity (ROA) Bank Umum Swasta ........... ..9
Tabel 1.5 Perkembangan Return On Equity (ROA) Bank Umum Swasta .......... 10
Tabel 1.6 Perkembangan Loan To Deposite Ratio (LDR) Bank Umum Swasta . 14
Tabel 2.1 Kajian Penelitian Terahulu.................................................................... 47
Tabel 3.1 Operasionalisasi Variabel .................................................................... 55
Tabel 4.1 Perkembangan Return On Equity (ROA) Bank Umum Swasta ........... 80
Tabel 4.2 Perkembangan Loan To Deposite Ratio (LDR) Bank Umum Swasta .. 84
Tabel 4.3 Perkembangan Harga Saham Perlembar ............................................... 88
Tabel 4.4 Statistik Deskriptif ............................................................................... 93
Tabel 4.5 Uji Multikolinearitas ............................................................................. 96
Tabel 4.6 Uji Autokorelasi .................................................................................... 97
Tabel 4.7 Koefisien Regresi .................................................................................. 98
Tabel 4.8 Hasil Uji Keberartian Regresi…………………………………………99
Tabel 4.9 Hasil Uji Koefisien Regresi …………………………………………102
vi
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GAMBAR
Grafik 1.1 Rata-rata Harga Saham Bank Umum Swasta Nasional ....................... ..7
Grafik 1.2 Pekembangan ROA Bank Umum Swasta Nasional ............................ 10
Grafik 1.3 Pekembangan LDR Bank Umum Swasta Nasional ........................... 14
Gambar 2.1 Kerangka Pemikiran ......................................................................... 48
Gambar 2.2 Paradigma Penelitian ......................................................................... 51
Grafik 4.1 Perkembangan Return ON Asset (ROA) Bank Umum Swasta ........... 83
Grafik 4.2 Perkembangan Loan To Deposite (LDR) Bank Umum Swasta .......... 88
Grafik 4.3 Pekembangan Harga Saham Bank Umum Swasta .............................. 92
Gambar 4.1 Uji Normalitas ...................................................................................95
Gambar 4.2 Uji Heteroskestisitas .........................................................................98
vii
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR LAMPIRAN
LAMPIRAN 1
SURAT KEPUTUSAN DAN CATATAN BIMBINGAN
LAMPIRAN 2
DATA LAPORAN KEUANGAN IDX
LAMPIRAN 3
DATA OLAHAN VARIABEL
LAMPIRAN 4
HASIL OUTPUT SPSS
LAMPIRAN 5
DAFTAR RIWAYAT HIDUP
i
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
ABSTRAK .......................................................................................................................... i
ABSTRACT ....................................................................................................................... ii
KATA PENGANTAR .......................................................................................................iii
DAFTAR ISI......................................................................................................................vi
DAFTAR TABEL ........................................................................................................... viii
DAFTAR GAMBAR .........................................................................................................ix
DAFTAR LAMPIRAN ...................................................................................................... i
BAB I PENDAHULUAN ................................................................................................. 1
1.1
Latar Belakang Penelitian ................................................................................ 1
1.2
Identifikasi Masalah Dan Rumusan Masalah .............................................. 16
1.2.1
Identifikasi Masalah ............................................................................... 16
1.2.2
Rumusan Masalah................................................................................... 19
1.3
Tujuan Penelitian ............................................................................................ 19
1.4
Kegunaan Penelitian ....................................................................................... 20
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN DAN HIPOTESIS........ 21
2.1
Kajian Pustaka ................................................................................................ 21
2.1.1
Pengertian Bank ...................................................................................... 21
2.1.2
Fungsi Bank ............................................................................................. 22
2.1.3
Jenis jenis bank ....................................................................................... 23
2.1.4
Penilaian Tingkat Kesehatan Bank (CAMELS) .................................. 26
2.1.6 Profitabilitas .................................................................................................. 28
2.1.7 Likuiditas ...................................................................................................... 31
2.1.8 Pasar Modal ................................................................................................... 34
2.1.9 Saham ........................................................................................................... 38
2.1.10 Faktor Yang Mempengaruhi Harga Saham ............................................. 43
2.1.11 Teori Sinyal................................................................................................. 44
2.1.12 Pengaruh Profitabilitas Terhadap Harga Saham ................................... 45
2.1.13 Pengaruh Likuiditas Terhadap Harga Saham ........................................ 45
2.1.14
2.2
Kajian Peneltian Terdahulu ................................................................... 46
Kerangka Pemikiran ...................................................................................... 48
iii
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2.3
Hipotesis ........................................................................................................... 52
BAB III OBJEK DAN METODE PENELITIAN ........................................................ 54
3.1
Objek Penelitian .............................................................................................. 54
3.2
Metode dan Desain Penelitian........................................................................ 54
3.2.1
Metode Penelitian.................................................................................... 54
3.2.2
Desain Penelitian ..................................................................................... 55
3.3
Operasionalisasi Variabel............................................................................... 55
3.4
Sumber Data dan Teknik Pengumpulan Data ............................................. 58
3.4.1
Sumber Data ........................................................................................... 58
3.4.2
Teknik Pengumpulan Data .................................................................... 58
3.5
Populasi, Sampel dan Teknik Pengambilan Sampel .................................... 58
3.5.1
Populasi .................................................................................................... 58
3.5.2
Sampel ...................................................................................................... 59
3.7
Rancangan Analisis Data dan Uji Hipotesis ................................................. 60
3.7.1Analisis Data Deskriptif.................................................................................. 60
3.7.2 Pengujian Asumsi klasik ............................................................................. 61
3.7.3 Analisis Regresi Linier Berganda ................................................................ 63
3.7.4 Pengujian Hipotesis....................................................................................... 63
BAB IV HASIL PENELITIAN DAN PEMBAHASAN .............................................. 67
4.1
Hasil Penelitian................................................................................................ 67
4.1.1 Gambaran Umum Bank Umum Swasta Nasional....................................... 67
4.1.2
Deskripsi Variabel....................................................................................... 79
4.1.2.1
Perkembangan Profitabilitas Bank Umum Swasta Nasional Di
Indonesia……………………………………………………………………………………………………………..80
4.1.2.2 Perkembangan Likuiditas Bank Umum Swasta Nasional di Indonesia
.................................................................................................................................. 84
4.1.2.3
4.1.3
Perkembangan Harga Saham Bank Umum Swasta Nasional ............ 89
Analisis Hasil Statistika .............................................................................. 92
4.2 Pembahasan ......................................................................................................... 102
BAB V KESIMPULAN DAN SARAN ........................................................................ 108
5.1
Kesimpulan .................................................................................................... 108
5.2
Implikasi dan Rekomendasi ......................................................................... 109
DAFTAR PUSTAKA .................................................................................................... 111
iv
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
v
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR TABEL
Tabel 1.1 Rata - Rata Harga Saham Sektor Keuangan ......................................... ..2
Tabel 1.2 Harga Saham Bank Umum Swasta Nasional ....................................... ..3
Tabel 1.3 Rata - Rata Harga Saham Bank Umum Swasta Nasional .................... ..6
Tabel 1.4 Perkembangan Return On Equity (ROA) Bank Umum Swasta ........... ..9
Tabel 1.5 Perkembangan Return On Equity (ROA) Bank Umum Swasta .......... 10
Tabel 1.6 Perkembangan Loan To Deposite Ratio (LDR) Bank Umum Swasta . 14
Tabel 2.1 Kajian Penelitian Terahulu.................................................................... 47
Tabel 3.1 Operasionalisasi Variabel .................................................................... 55
Tabel 4.1 Perkembangan Return On Equity (ROA) Bank Umum Swasta ........... 80
Tabel 4.2 Perkembangan Loan To Deposite Ratio (LDR) Bank Umum Swasta .. 84
Tabel 4.3 Perkembangan Harga Saham Perlembar ............................................... 88
Tabel 4.4 Statistik Deskriptif ............................................................................... 93
Tabel 4.5 Uji Multikolinearitas ............................................................................. 96
Tabel 4.6 Uji Autokorelasi .................................................................................... 97
Tabel 4.7 Koefisien Regresi .................................................................................. 98
Tabel 4.8 Hasil Uji Keberartian Regresi…………………………………………99
Tabel 4.9 Hasil Uji Koefisien Regresi …………………………………………102
vi
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GAMBAR
Grafik 1.1 Rata-rata Harga Saham Bank Umum Swasta Nasional ....................... ..7
Grafik 1.2 Pekembangan ROA Bank Umum Swasta Nasional ............................ 10
Grafik 1.3 Pekembangan LDR Bank Umum Swasta Nasional ........................... 14
Gambar 2.1 Kerangka Pemikiran ......................................................................... 48
Gambar 2.2 Paradigma Penelitian ......................................................................... 51
Grafik 4.1 Perkembangan Return ON Asset (ROA) Bank Umum Swasta ........... 83
Grafik 4.2 Perkembangan Loan To Deposite (LDR) Bank Umum Swasta .......... 88
Grafik 4.3 Pekembangan Harga Saham Bank Umum Swasta .............................. 92
Gambar 4.1 Uji Normalitas ...................................................................................95
Gambar 4.2 Uji Heteroskestisitas .........................................................................98
vii
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR LAMPIRAN
LAMPIRAN 1
SURAT KEPUTUSAN DAN CATATAN BIMBINGAN
LAMPIRAN 2
DATA LAPORAN KEUANGAN IDX
LAMPIRAN 3
DATA OLAHAN VARIABEL
LAMPIRAN 4
HASIL OUTPUT SPSS
LAMPIRAN 5
DAFTAR RIWAYAT HIDUP
i
Ana Andriana, 2016
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM BANK UMUM
SWASTA NASIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu