Pengaruh Profitabilitas, Kecukupan Modal, dan Likuiditas terhadap Harga Saham Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2010 – 2014

ABSTRAK

PENGARUH PROFITABILITAS, KECUKUPAN MODAL. DAN
LIKUIDITAS, TERHADAP HARGA SAHAM PERUSAHAAN
PERBANKAN DI BURSA EFEK INDONESIA
PERIODE 2010-2014
Penelitian ini bertujuan untuk mengetahui pengaruh Profitabilitas,
Kecukupan Modal, dan Likuiditas terhadap Harga Saham pada perusahaan
perbankan di Bursa Efek Indonesia periode tahun 2010-2014. Jenis data yang
digunakan adalah data sekunder yang bersumber dari laporan keuangan
perusahaan perbankan yang terdaftar di Bursa Efek Indonesia (BEI). Penelitian ini
menggunakan tehnik analisis deskriptif dan analisis regresi linear berganda.
Hasil penelitian menunjukkan bahwa secara simultan Return on Assets, Capital
Adequacy Ratio dan Loan to Deposit Ratio berpengaruh positif signifikan
terhadap Harga saham. Secara parsial Return on Assets berpengaruh positif
signifikan terhadap harga saham, Capital Adequacy Ratio dan Loan to Deposit
Ratio berpengaruh positif dan tidak signifikan terhadap Harga Saham. Nilai
koefisien determinasi 35,1% sedangkan sisanya sebesar 64,9% dijelaskan oleh
faktor-faktor lain yang tidak diikutsertakan dalam penelitian ini.

Kata Kunci :

Return on Assets, Capital Adequacy Ratio, Loan to Deposit
Ratio, dan Harga Saham

i
Universitas Sumatera Utara

ABSTRACT

THE EFFECT OF PROFITABILITY, CAPITAL ADEQUACY, AND LOAN
TO DEPOSIT RATIO ON STOCK PRICE IN BANKINGS IN
INDONESIA STOCK EXCHANGE 2010-2014

This study aims to determine the effect of Profitability, Leverage, and
Loan to Deposit Ratio on Stock Price bankings companies in 2010-2014. The data
used is secondary data obtained from the financial statements of companies listed
on the Indonesian Stock Exchange (BEI). This research using descriptive analysis
techniques and multiple linear regression analysis. The results showed that
simultaneous Return on Assets, Capital Adequacy Ratio, and Loan to Deposit
Ratio have a positive and significant impact on Stock Price. Partial test Return on

Assets have a positive and significant impact on Stock Price, Capital Adequacy
Ratio and Loan to Deposit Ratio have a positive not significant impact on Stock
Price The coefficient of determination of 35,1.% while the balance of 64,9% is
explained by other factors that are not included in this study.

Keywords: Return on Assets, Capital Adequacy Ratio, Loan to Deposit Ratio
, and Stock Price.

ii
Universitas Sumatera Utara