S PEM 1102929 Table of Content
DAFTAR ISI
ABSTRAK ................................................................ Error! Bookmark not defined.
ABSTRACT ............................................................... Error! Bookmark not defined.
KATA PENGANTAR .............................................. Error! Bookmark not defined.
UCAPAN TERIMA KASIH ................................... Error! Bookmark not defined.
DAFTAR ISI ......................................................................................................... vi
DAFTAR TABEL .............................................................................................. viii
DAFTAR GRAFIK .............................................................................................. ix
DAFTAR GAMBAR ............................................................................................. x
DAFTAR LAMPIRAN ......................................................................................... x
BAB I PENDAHULUAN ......................................... Error! Bookmark not defined.
1.1 Latar Belakang ............................................. Error! Bookmark not defined.
1.2. Identifikasi Masalah .................................... Error! Bookmark not defined.
1.3. Rumusan Masalah ....................................... Error! Bookmark not defined.
1.4. Tujuan Penelitian ......................................... Error! Bookmark not defined.
1.5. Manfaat Penelitian ....................................... Error! Bookmark not defined.
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN
DAN HIPOTESIS ......................................... Error! Bookmark not defined.
2.1. Kajian Pustaka ............................................. Error! Bookmark not defined.
2.1.1. Pengertian Bank .................................... Error! Bookmark not defined.
2.1.2 Fungsi Bank ........................................... Error! Bookmark not defined.
2.1.3 Jenis jenis bank ...................................... Error! Bookmark not defined.
2.1.4. Kinerja Keuangan ................................. Error! Bookmark not defined.
2.1.5. Penilaian Tingkat Kesehatan Bank (CAMELS) . Error! Bookmark not
defined.
2.1.6. Profitabilitas .......................................... Error! Bookmark not defined.
2.1.7. Likuiditas .............................................. Error! Bookmark not defined.
2.1.8. Pasar Modal .......................................... Error! Bookmark not defined.
2.1.9. Saham.................................................... Error! Bookmark not defined.
2.1.10. Faktor Yang Mempengaruhi Harga Saham ...... Error! Bookmark not
defined.
vi
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2.1.11. Teori Sinyal......................................... Error! Bookmark not defined.
2.1.12. Pengaruh Profitabilitas Terhadap Harga Saham Error! Bookmark not
defined.
2.1.13. Pengaruh Likuiditas Terhadap Harga Saham ... Error! Bookmark not
defined.
2.1.14. Kajian Penelitian Terdahulu ............... Error! Bookmark not defined.
2.2 Kerangka Pemikiran ..................................... Error! Bookmark not defined.
2.3. Hipotesis ...................................................... Error! Bookmark not defined.
BAB III METODOLOGI PENELITIAN .............. Error! Bookmark not defined.
3.1. Objek Penelitian .......................................... Error! Bookmark not defined.
3.2. Metodologi Dan Desain Penelitian.............. Error! Bookmark not defined.
3.2.1. Metode Penelitian ................................. Error! Bookmark not defined.
3.2.2. Desain Penelitian .................................. Error! Bookmark not defined.
3.3. Operasionalisasi Variabel ............................ Error! Bookmark not defined.
3.4. Sumber Data ................................................ Error! Bookmark not defined.
3.5. Teknik Pengumpulan Data .......................... Error! Bookmark not defined.
3.6. Populasi Dan Sampel................................... Error! Bookmark not defined.
3.6.1. Populasi................................................. Error! Bookmark not defined.
3.6.2. Sampel .................................................. Error! Bookmark not defined.
3.7. Rancangan Analisis Data dan Uji Hipotesis Error! Bookmark not defined.
3.7.1. Analisis Data Deskriptif........................ Error! Bookmark not defined.
3.7.3. Pengujian Asumsi klasik....................... Error! Bookmark not defined.
3.7.2. Analisis Regresi Linier Berganda ......... Error! Bookmark not defined.
3.7.4.
Pengujian Hipotesis .......................... Error! Bookmark not defined.
BAB IV TEMUAN PENELITIAN DAN PEMBAHASAN Error! Bookmark not
defined.
4.1 Temuan Penelitian ........................................ Error! Bookmark not defined.
4.1.1 Gambaran Umum Bank Pemerintah ...... Error! Bookmark not defined.
4.1.2 Deskripsi Variabel ................................. Error! Bookmark not defined.
4.1.3 Analisis Hasil Statistika ......................... Error! Bookmark not defined.
4.2 Pembahasan .................................................. Error! Bookmark not defined.
vii
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
BAB V SIMPULAN, IMPLIKASI DAN REKOMENDASI .... Error! Bookmark
not defined.
5.1 Simpulan ....................................................... Error! Bookmark not defined.
5.2 Implikasi dan Rekomendasi ......................... Error! Bookmark not defined.
DAFTAR PUSTAKA ............................................... Error! Bookmark not defined.
DAFTAR TABEL
Tabel 1.1 Rata - Rata Harga Saham Sektor Keuangan Tahun 2009 - 2013 ... Error!
Bookmark not defined.
Tabel 1.2 Rata - Rata Harga Saham Bank Pemerintah Tahun 2009 – 2013
(dalam rupiah)........................................ Error! Bookmark not defined.
Tabel 1.3 Perkembangan Return On Equity (ROE) Bank Milik Pemerintah
Tahun 2009 - 2013 (dalam Prosentase) . Error! Bookmark not defined.
Tabel 1.4 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah
Tahun 2009 - 2013 (dalam prosentase) . Error! Bookmark not defined.
Tabel 3.1 Operasionalisasi Variabel ...................... Error! Bookmark not defined.
Tabel 4.1 Struktur Kepemilikan Pemegang Saham Bank Negara Indonesia . Error!
Bookmark not defined.
Tabel 4.2 Perkembangan Return On Equity (ROE) Bank Pemerintah
Tahun 2009 - 2013 (dalam Prosentase) . Error! Bookmark not defined.
Tabel 4.3 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah Tahun
2009 - 2013 (dalam prosentase)............. Error! Bookmark not defined.
Tabel 4.4 Perkembangan Harga Saham Bank Pemerintah Tahun 2009 - 2013
(dalam rupiah)........................................ Error! Bookmark not defined.
Tabel 4.5 Descriptive Statistic ............................... Error! Bookmark not defined.
Tabel 4.6 Uji Multikoliniearitas ............................. Error! Bookmark not defined.
Tabel 4.7 Uji Autokorelasi ..................................... Error! Bookmark not defined.
Tabel 4.8 Hasil Uji Regresi Linier Berganda ......... Error! Bookmark not defined.
Tabel 4.9 Hasi Uji KeberartianRegresi .................. Error! Bookmark not defined.
Tabel 4.10 Hasil Uji Koefisien Regresi ................. Error! Bookmark not defined.
viii
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GRAFIK
Grafik 1.1 Rata - Rata Perkembangan Harga Saham Bank Milik Pemerintah
Tahun 2009 - 2013 ................................. Error! Bookmark not defined.
Grafik 1.2 Perkembangan Return On Equity (ROE) Bank Pemerintah
Tahun 2009 – 2013 ................................ Error! Bookmark not defined.
Grafik 1.3 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah
Tahun 2009 - 2013 ................................. Error! Bookmark not defined.
ix
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GAMBAR
Gambar 2.1 Kerangka Pemikiran ........................... Error! Bookmark not defined.
Gambar 2.2 Paradigma Penelitian .......................... Error! Bookmark not defined.
Gambar 4.1 Uji Normalitas .................................... Error! Bookmark not defined.
Gambar 4.2 Uji Heteroskedastisitas ....................... Error! Bookmark not defined.
x
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR LAMPIRAN
Lampiran 1 Data Administratif
Lampiran 2 Data Laporan Keuangan IDX
Lampiran 3 Data Olahan Variabel
Lampiran 4 Output SPSS
Lampiran 5 Riwayat Hidup
xi
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
ABSTRAK ................................................................ Error! Bookmark not defined.
ABSTRACT ............................................................... Error! Bookmark not defined.
KATA PENGANTAR .............................................. Error! Bookmark not defined.
UCAPAN TERIMA KASIH ................................... Error! Bookmark not defined.
DAFTAR ISI ......................................................................................................... vi
DAFTAR TABEL .............................................................................................. viii
DAFTAR GRAFIK .............................................................................................. ix
DAFTAR GAMBAR ............................................................................................. x
DAFTAR LAMPIRAN ......................................................................................... x
BAB I PENDAHULUAN ......................................... Error! Bookmark not defined.
1.1 Latar Belakang ............................................. Error! Bookmark not defined.
1.2. Identifikasi Masalah .................................... Error! Bookmark not defined.
1.3. Rumusan Masalah ....................................... Error! Bookmark not defined.
1.4. Tujuan Penelitian ......................................... Error! Bookmark not defined.
1.5. Manfaat Penelitian ....................................... Error! Bookmark not defined.
BAB II KAJIAN PUSTAKA, KERANGKA PEMIKIRAN
DAN HIPOTESIS ......................................... Error! Bookmark not defined.
2.1. Kajian Pustaka ............................................. Error! Bookmark not defined.
2.1.1. Pengertian Bank .................................... Error! Bookmark not defined.
2.1.2 Fungsi Bank ........................................... Error! Bookmark not defined.
2.1.3 Jenis jenis bank ...................................... Error! Bookmark not defined.
2.1.4. Kinerja Keuangan ................................. Error! Bookmark not defined.
2.1.5. Penilaian Tingkat Kesehatan Bank (CAMELS) . Error! Bookmark not
defined.
2.1.6. Profitabilitas .......................................... Error! Bookmark not defined.
2.1.7. Likuiditas .............................................. Error! Bookmark not defined.
2.1.8. Pasar Modal .......................................... Error! Bookmark not defined.
2.1.9. Saham.................................................... Error! Bookmark not defined.
2.1.10. Faktor Yang Mempengaruhi Harga Saham ...... Error! Bookmark not
defined.
vi
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
2.1.11. Teori Sinyal......................................... Error! Bookmark not defined.
2.1.12. Pengaruh Profitabilitas Terhadap Harga Saham Error! Bookmark not
defined.
2.1.13. Pengaruh Likuiditas Terhadap Harga Saham ... Error! Bookmark not
defined.
2.1.14. Kajian Penelitian Terdahulu ............... Error! Bookmark not defined.
2.2 Kerangka Pemikiran ..................................... Error! Bookmark not defined.
2.3. Hipotesis ...................................................... Error! Bookmark not defined.
BAB III METODOLOGI PENELITIAN .............. Error! Bookmark not defined.
3.1. Objek Penelitian .......................................... Error! Bookmark not defined.
3.2. Metodologi Dan Desain Penelitian.............. Error! Bookmark not defined.
3.2.1. Metode Penelitian ................................. Error! Bookmark not defined.
3.2.2. Desain Penelitian .................................. Error! Bookmark not defined.
3.3. Operasionalisasi Variabel ............................ Error! Bookmark not defined.
3.4. Sumber Data ................................................ Error! Bookmark not defined.
3.5. Teknik Pengumpulan Data .......................... Error! Bookmark not defined.
3.6. Populasi Dan Sampel................................... Error! Bookmark not defined.
3.6.1. Populasi................................................. Error! Bookmark not defined.
3.6.2. Sampel .................................................. Error! Bookmark not defined.
3.7. Rancangan Analisis Data dan Uji Hipotesis Error! Bookmark not defined.
3.7.1. Analisis Data Deskriptif........................ Error! Bookmark not defined.
3.7.3. Pengujian Asumsi klasik....................... Error! Bookmark not defined.
3.7.2. Analisis Regresi Linier Berganda ......... Error! Bookmark not defined.
3.7.4.
Pengujian Hipotesis .......................... Error! Bookmark not defined.
BAB IV TEMUAN PENELITIAN DAN PEMBAHASAN Error! Bookmark not
defined.
4.1 Temuan Penelitian ........................................ Error! Bookmark not defined.
4.1.1 Gambaran Umum Bank Pemerintah ...... Error! Bookmark not defined.
4.1.2 Deskripsi Variabel ................................. Error! Bookmark not defined.
4.1.3 Analisis Hasil Statistika ......................... Error! Bookmark not defined.
4.2 Pembahasan .................................................. Error! Bookmark not defined.
vii
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
BAB V SIMPULAN, IMPLIKASI DAN REKOMENDASI .... Error! Bookmark
not defined.
5.1 Simpulan ....................................................... Error! Bookmark not defined.
5.2 Implikasi dan Rekomendasi ......................... Error! Bookmark not defined.
DAFTAR PUSTAKA ............................................... Error! Bookmark not defined.
DAFTAR TABEL
Tabel 1.1 Rata - Rata Harga Saham Sektor Keuangan Tahun 2009 - 2013 ... Error!
Bookmark not defined.
Tabel 1.2 Rata - Rata Harga Saham Bank Pemerintah Tahun 2009 – 2013
(dalam rupiah)........................................ Error! Bookmark not defined.
Tabel 1.3 Perkembangan Return On Equity (ROE) Bank Milik Pemerintah
Tahun 2009 - 2013 (dalam Prosentase) . Error! Bookmark not defined.
Tabel 1.4 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah
Tahun 2009 - 2013 (dalam prosentase) . Error! Bookmark not defined.
Tabel 3.1 Operasionalisasi Variabel ...................... Error! Bookmark not defined.
Tabel 4.1 Struktur Kepemilikan Pemegang Saham Bank Negara Indonesia . Error!
Bookmark not defined.
Tabel 4.2 Perkembangan Return On Equity (ROE) Bank Pemerintah
Tahun 2009 - 2013 (dalam Prosentase) . Error! Bookmark not defined.
Tabel 4.3 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah Tahun
2009 - 2013 (dalam prosentase)............. Error! Bookmark not defined.
Tabel 4.4 Perkembangan Harga Saham Bank Pemerintah Tahun 2009 - 2013
(dalam rupiah)........................................ Error! Bookmark not defined.
Tabel 4.5 Descriptive Statistic ............................... Error! Bookmark not defined.
Tabel 4.6 Uji Multikoliniearitas ............................. Error! Bookmark not defined.
Tabel 4.7 Uji Autokorelasi ..................................... Error! Bookmark not defined.
Tabel 4.8 Hasil Uji Regresi Linier Berganda ......... Error! Bookmark not defined.
Tabel 4.9 Hasi Uji KeberartianRegresi .................. Error! Bookmark not defined.
Tabel 4.10 Hasil Uji Koefisien Regresi ................. Error! Bookmark not defined.
viii
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GRAFIK
Grafik 1.1 Rata - Rata Perkembangan Harga Saham Bank Milik Pemerintah
Tahun 2009 - 2013 ................................. Error! Bookmark not defined.
Grafik 1.2 Perkembangan Return On Equity (ROE) Bank Pemerintah
Tahun 2009 – 2013 ................................ Error! Bookmark not defined.
Grafik 1.3 Perkembangan Loan to Deposite Ratio (LDR) Bank Pemerintah
Tahun 2009 - 2013 ................................. Error! Bookmark not defined.
ix
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR GAMBAR
Gambar 2.1 Kerangka Pemikiran ........................... Error! Bookmark not defined.
Gambar 2.2 Paradigma Penelitian .......................... Error! Bookmark not defined.
Gambar 4.1 Uji Normalitas .................................... Error! Bookmark not defined.
Gambar 4.2 Uji Heteroskedastisitas ....................... Error! Bookmark not defined.
x
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu
DAFTAR LAMPIRAN
Lampiran 1 Data Administratif
Lampiran 2 Data Laporan Keuangan IDX
Lampiran 3 Data Olahan Variabel
Lampiran 4 Output SPSS
Lampiran 5 Riwayat Hidup
xi
Rendi Agmaya Putra, 2015
PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP HARGA SAHAM PADA BANK MILIK
PEMERINTAH YANG TERDAFTAR DI BEI
Universitas Pendidikan Indonesia | repository.upi.edu | perpustakaan.upi.edu