i ABSTRAK
ANALISIS PENGARUH CAPITAL ADEQUACY RATIO (CAR), LOAN TO DEPOSIT RATIO (LDR), NET INTEREST MARGIN (NIM),
NON PERFORMING LOAN (NPL) TERHADAP RETURN ON ASSET (ROA)
Nama : Firmansyah Putra Lubis NIM : 130907089
Departemen : Ilmu Administrasi Niaga/ Bisnis Fakultas : Ilmu Sosial Dan Ilmu Politik Pembimbing : Haris Pinagaran Nasution SE.M.Si
Penelitian ini bertujuan untuk menganalisi pengaruh Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM) dan Non Performing Loan (NPL) terhadap Return on Asset (ROA) baik secara simultan dan parsial. Profitabilitas sering digunakan untuk mengukur efektifitas manajemen berdasarkan hasil pengembalian dari pinjaman dan investasi. Dalam menciptakan dan memelihara kondisi perbankan yang sehat diperlukan lembaga perbankan yang senantiasa mendapat pembinaan dan pengawasan yang efektif.
Populasi dalam penelitian ini adalah bank umum yang terdaftar (listed) di BEI dari tahun 2011 sampai tahun 2015 yaitu sebanyak 42 bank. Teknik pengambilan sampel melalui metode purposive sampling. Data yang digunakan dalam penelitian ini adalah data sekunder. Sedangkan untuk data penelitian merupakan pooling data yaitu gabungan antara deret waktu (time series) dan cross section selama kurun waktu 2011 sampai dengan tahun 2015. Data dalam penelitian ini dilakukan dengan analisis deskriptif kuantitatif dimana alat analisis yang digunakan adalah analisis regresi panel data yang diolah dengan bantuan program Eviews 7.
Berdasarkan hasil penelitian yang telah diuji, dapat disimpulkan bahwa variabel CAR, LDR, NIM dan NPL secara simultan berpengaruh signifikan terhadap variabel ROA bank umum go puclic yang listed di Bursa Efek Indonesia periode 2011-2015. Sedangkan secara parsial diperoleh hasil variabel CAR berpengaruh negatif dan tidak signifikan terhadap ROA bank umum go public yang listed di BEI periode 2011-2015.
Hal ini menunjukkan bahwa variabel CAR mempunyai nilai probabilitas sebesar 0.1633, variabel LDR mempunyai nilai probabilitas sebesar 0.0242, variabel NIM mempunyai nilai probabilitas sebesar 0.1028 dan variabel NPL mempunyai nilai probabilitas sebesar 0.0002. Sehingga dapat disimpulkan bahwa variabel yang paling mempengaruhi profitabilitas (ROA) bank umum go public yang listed di BEI periode 2011-2015 secara berurutan adalah NPL, LDR, NIM dan CAR. Dengan demikian peningkatan rasio NPL merupakan hal yang paling efektif dan efisien yang dapat dilakukan untuk meningkatkan profitabilitas (ROA) bank dan menjaga eksistensi usaha bank umum go public yang listed di BEI.
Kata Kunci: Capital Adequacy Ratio, Loan To Deposit Ratio, Net Interest Margin, Non Performing Loan dan Return On Asset
ii ABSTRACT
ANALYSIS OF EFFECT OF CAPITAL ADEQUACY RATIO (CAR), LOAN TO DEPOSIT RATIO (LDR), NET INTEREST MARGIN (NIM), NON
PERFORMING LOAN (NPL) ON RETURN ON ASSET (ROA)
Name : Firmansyah Putra Lubis NIM : 130907089
Department : Business Administration Faculty : Social and Political Science
Advisor : Haris Pinagaran Nasution SE.M.Si
This study aims to analyze the effect of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM) and Non Performing Loan (NPL) to Return on Assets (ROA) both simultaneously and partially. Profitability is often used to measure management effectiveness based on returns on loans and investments. In creating and maintaining a sound banking condition, it is necessary for banking institutions that always receive effective guidance and supervision.
The population in this study are commercial banks listed (listed) in BEI from 2011 to 2015, which is as many as 42 banks. Sampling technique through purposive sampling method. The data used in this research is secondary data. While for the research data is pooling data is a combination of time series (time series) and cross section during the period 2011 to 2015. The data in this study was conducted with a quantitative descriptive analysis where the analysis tool used is panel data regression analysis is processed with Eviews 7 program.
Based on the results of research that has been tested, it can be concluded that the variables CAR, LDR, NIM and NPL simultaneously significantly influence the variable ROA commercial banks go puclic listed in Indonesia Stock Exchange period 2011-2015. While partially obtained the result of CAR variable has a negative and insignificant effect on ROA of public bank go public listed in BEI period 2011-2015.
This shows that the CAR variable has a probability value of 0.1633, the LDR variable has a probability value of 0.0242, the NIM variable has a probability value of 0.1028 and the NPL variable has a probability value of 0.0002. So it can be concluded that the variables that most affect the profitability (ROA) of public banks go public listed on the IDX period 2011-2015 in sequence are NPL, LDR, NIM and CAR. Thus the increase in NPL ratio is the most effective and efficient that can be done to improve bank profitability (ROA) and maintain the existence of public business go public listed on the BEI.
Keywords: Capital Adequacy Ratio, Loan To Deposit Ratio, Net Interest Margin, Non Performing Loan dan Return On Asset
