ANALISIS FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM PROPERTI DI BEJ

Imelda Wijiyanti, Njo Anastasia, Yanny Widiastuty Gunawan




Abstract


Property was one of sectors that suffer very much during economic crisis. This caused the securities property price decrease on stock exchange. The objective of this research is to understand fundamental factors and systematic risk that influence securities price on property sector.
The sample method uses purposive sampling method. From thirty three companies, only thirteen companies are selected, because the financial statement from each company are complete since 1996-2001.
This research shows that only book value brings influence on the security price partially, but not the other variable.


Abstract in Bahasa Indonesia :

Properti merupakan salah satu sektor yang terpuruk sejak krisis ekonomi. Hal ini mengakibatkan harga saham properti di bursa efek juga terpuruk. Penelitian ini dilakukan dengan tujuan untuk mengetahui faktor-faktor fundamental dan risiko sistematik yang mempengaruhi harga saham di sektor properti.
Metode pengambilan sampel menggunakan purposive sampling method. Dari tiga puluh tiga perusahaan, hanya diambil tiga belas perusahaan, karena memiliki laporan keuangan secara lengkap tahun 1996-2001.
Hasil penelitian menunjukkan hanya faktor fundamental Book Value (BV) yang mempengaruhi harga saham secara parsial, sedangkan faktor fundamental yang lainnya tidak berpengaruh.

Kata kunci: faktor fundamental, risiko sistematik, harga saham sektor properti.


Keywords


fundamental factors, systematic risk, stock price of property sector.

Full Text: PDF

The Journal is published by The Institute of Research & Community Outreach - Petra Christian University. It available online supported by Directorate General of Higher Education - Ministry of National Education - Republic of Indonesia.

©All right reserved 2016.Jurnal Akuntansi dan Keuangan, ISSN: 1411-0288, e-ISSN: 2338-8137

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