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

Authors

  • Imelda Wijiyanti Alumnus, Faculty of Economics, Petra Christian University
  • Njo Anastasia Faculty of Economics, Petra Christian University
  • Yanny Widiastuty Gunawan Alumnus, Faculty of Economics, Petra Christian University

:

https://doi.org/10.9744/jak.5.2.pp.%20123-132

Keywords:

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

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.

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Published

2005-04-25

How to Cite

Wijiyanti, I., Anastasia, N., & Gunawan, Y. W. (2005). ANALISIS FAKTOR FUNDAMENTAL DAN RISIKO SISTEMATIK TERHADAP HARGA SAHAM PROPERTI DI BEJ. Jurnal Akuntansi Dan Keuangan, 5(2), pp. 123-132. https://doi.org/10.9744/jak.5.2.pp. 123-132

Issue

Vol. 5 No. 2 (2003): NOVEMBER 2003

Section

Articles

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