T MMB 1302801 Table of content

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Dede Arif Rahmani, 2016

PENGARUH FAKTOR-FAKTOR FUND AMENTAL D AN RISIKO SISTEMATIS TERHAD AP HARGA SAHAM

Universitas Pendidikan Indonesia | repository.upi.edu|perpustakaan.upi.edu

DAFTAR ISI

ABSTRAK ... Error! Bookmark not define d.

ABSTRACT... Error! Bookmark not define d.

KATA PENGANTAR... Error! Bookmark not define d.

UCAPAN TERIMA KASIH... Error! Bookmark not define d.

DAFTAR ISI ... i

DAFTAR TABEL ... iii

DAFTAR GAMBAR ... 4

BAB IPENDAHULUAN... Error! Bookmark not define d.

1.1. Latar Belakang Masalah ... Error! Bookmark not defined.

1.2. Rumusan Masalah ... Error! Bookmark not defined.

1.3. Tujuan Penelitian ... Error! Bookmark not defined.

1.4. Manfaat Penelitian ... Error! Bookmark not defined.

1.5. Struktur Organisasi Penulisan ... Error! Bookmark not defined.

BAB IIKAJIAN PUSTAKA ... Error! Bookmark not define d.

2.1. Pasar Modal... Error! Bookmark not defined.

2.2. Teori Efisiensi Pasar... Error! Bookmark not defined.

2.3. Teori Informasi Asimetrik ... Error! Bookmark not defined.

2.4. _{Teori Pensinyalan (Signaling Theory)} ... Error! Bookmark not defined.

2.5. Investor ... Error! Bookmark not defined.

2.6. Analisis Faktor Fundamental... Error! Bookmark not defined.

2.7. Risiko Sistematis... Error! Bookmark not defined.

2.8. Harga Saham dan Penilaian Harga Saham... Error! Bookmark not defined.

2.9. Penelitian Terdahulu ... Error! Bookmark not defined.

2.10. Kerangka Berpikir ... Error! Bookmark not defined.

2.11. Hipotesis Penelitian ... Error! Bookmark not defined.

BAB IIIMETODE PENELITIAN ... Error! Bookmark not define d.

3.1. Objek Penelitian... Error! Bookmark not defined.

3.2. Metode Penelitian ... Error! Bookmark not defined.

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3.4. Operasionalisasi Variabel ... Error! Bookmark not defined.

3.5. Sumber Data ... Error! Bookmark not defined.

3.5.1. Populasi ... Error! Bookmark not defined.

3.5.2. Sampel dan Teknik Sampling ... Error! Bookmark not defined.

3.6. Teknik Pengumpulan Data ... Error! Bookmark not defined.

3.7. Teknik Analisis Data ... Error! Bookmark not defined.

3.8. Pengujian Hipotesis... Error! Bookmark not defined.

BAB IVHASIL PENELITIAN DAN PEMBAHASAN . Error! Bookmark not define d.

4.1. Gambaran Umum Objek Penelitian ... Error! Bookmark not defined.

4.2. Deskripsi Data Penelitian... Error! Bookmark not defined.

4.3. Analisis Data ... Error! Bookmark not defined.

4.4. Pengujian Hipotesis... Error! Bookmark not defined.

4.5. Pembahasan (Analisis Temuan Pengujian Hipotesis) ... Error! Bookmark not defined.

BAB VKESIMPULAN DAN SARAN ... Error! Bookmark not define d.

5.1. Kesimpulan ... Error! Bookmark not defined.

5.2. Keterbatasan ... Error! Bookmark not defined.

5.3. Saran (Rekomendasi) ... Error! Bookmark not defined.

DAFTAR PUSTAKA ... Error! Bookmark not define d.

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DAFTAR TABEL

1.2 Perbandingan Indeks Saham ... Error! Bookmark not defined.

1.3 Perkembangan Indeks Sektoral JASICA... Error! Bookmark not defined.

1.4 Rata-Rata Rasio Pasar Antar Sektor Indusri, JASICA.... Error! Bookmark not defined.

2.1 Matrik Hubungan Beberapa Faktor Makro Ekonomi ... Error! Bookmark not defined.

2.2 Pengelompokkan Rasio Keuangan... Error! Bookmark not defined.

2.3 Matrik Penelitian Terdahulu... Error! Bookmark not defined.

3.1 Operasionalisasi Variabel... Error! Bookmark not defined.

3.2 Daftar Sektor Industri Keuangan... Error! Bookmark not defined.

3.3 Data Sampel Perusahaan ... Error! Bookmark not defined.

4.1 Perusahaan Sektor Industri Keuangan... Error! Bookmark not defined.

4.2 Deskripsi Data Penelitian ... Error! Bookmark not defined.

4.3 Perkembangan Harga Saham ... Error! Bookmark not defined.

4.4 Perkembangan PDB ... Error! Bookmark not defined.

4.5 Perkembangan Inflasi ... Error! Bookmark not defined.

4.6 Perkembangan EEVI ... Error! Bookmark not defined.

4.7 Rata-Rata Current Ratio (CR) ... Error! Bookmark not defined.

4.8 Perkembangan Debt to Equity Ratio ... Error! Bookmark not defined.

4.9 Perkembangan Return on Equty (ROE) ... Error! Bookmark not defined.

4.10 Perkembangan Total Assets Turnover (TATO) ... Error! Bookmark not defined.

4.11 Perkembangan Price Earning Ratio (PER).... Error! Bookmark not defined.

4.12 Perkembangan Beta Saham ... Error! Bookmark not defined.

4.13 Estimasi Common Effect Model (CE Model) . Error! Bookmark not defined.

4.14 Estimasi Fixed Effect Model (FE Model)... Error! Bookmark not defined.

4.15 Estimasi Random Effect Model (RE Model) .. Error! Bookmark not defined.

4.16 Hasil Uji F-Test (Chow Test)... Error! Bookmark not defined.

4.17 Hasil Uji Hausman ... Error! Bookmark not defined.

4.18 Random Effect Model (Estimasi Model Terbaik)... Error! Bookmark not defined.

4.19 Uji Lagrange Multiplier (LM Test) ... Error! Bookmark not defined.

4.20 Correlation Matrix ... Error! Bookmark not defined.

4.21 Variance Inflation Factors ... Error! Bookmark not defined.

4.22 Uji Glejser ... Error! Bookmark not defined.

4.23 Ikhtisar Model Random Effect (RE) ... Error! Bookmark not defined.

4.24 Ikhtisar Uji Asumsi Klasik ... Error! Bookmark not defined.

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4.26 Random Effect Model ... Error! Bookmark not defined.

4.27 Ikhtisar Uji t (Parsial) ... Error! Bookmark not defined.

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DAFTAR GAMBAR

1.1 Perkembangan Pertumbuhan Ekonomi 2016 (dalam % YoY)... Error! Bookmark not defined.

1.2 Indeks Pertumbuhan Global ... Error! Bookmark not defined.

1.3 Grafik Perkembangan Indeks Sektoral... Error! Bookmark not defined.

2.1 Kerangka Analisis Fundamental (Top Down Approach) Error! Bookmark not defined.

2.2 Hubungan Risiko Total ... Error! Bookmark not defined.

2.3 Kerangka Pemikiran ... Error! Bookmark not defined.

3.1 Kerangka Regresi Data Panel... Error! Bookmark not defined.

4.1 Rata-Rata Kecenderungan Harga Saham ... Error! Bookmark not defined.

4.2 Rata-Rata Perubahan Prosentase PDB ... Error! Bookmark not defined.

4.3 Rata-Rata Perkembangan Inflasi ... Error! Bookmark not defined.

4.4 Rata-Rata Perkembangan EEVI ... Error! Bookmark not defined.

4.5 Rata-Rata Kecenderungan Current Ratio ... Error! Bookmark not defined.

4.6 Rata-Rata Kecenderungan Debt to Equity Ratio (DER) . Error! Bookmark not defined.

4.7 Rata-Rata Kecenderungan Return on Equity (ROE)... Error! Bookmark not defined.

4.8 Rata-Rata Kecenderungan Total Assets Turnover (TATO)...Error! Bookmark

not defined.

4.9 Rata-rata Kecenderungan Price Earning Ratio (PER)... Error! Bookmark not defined.

4.10 Rata-Rata Kecenderungan Beta Saham... Error! Bookmark not defined.