PENGARUH RASIO LIKUIDITAS, KUALITAS AKTIVA, SENSITIVITAS, EFISIENSI DAN SOLVABILITAS TERHADAP RETURN ON EQUITY (ROE) PADA BANK PEMERINTAH DI BURSA EFEK INDONESIA (BEI)

Abstract

This research has been conducted in order to find out the influence of liquidity ratio, asset quality, sensitivity,
efficiency and solvency to the return on equity (ROE) of the Government Banks which are listed in Indonesia
Stock Exchange. The samples in this study has been selected by using purposive sampling method and the data
has obtained four government banks which are listed in Indonesia Stock Exchange in 2010
-2015. The method is
a quantitative method meanwhile the data analysis has been done by using multiple linear regression analysis
which has been preceded by the classic assumption which consist of normality test, autocorrelation test,
multicollinearity test, and heteroscedasticity test. The Hypothesis test has been done by using model feasibility
test, t test and multiple determination coefficient by using SPSS computer program. Based on the result of t test
shows that loan to deposit ratio (LDR), loan to asset ratio (LAR), and capital adequacy ratio (CAR) do not give
significant influence to the ROE. Meanwhile, non-performing loan (NPL), interest rate ratio (IRR), and BOPO
give significant influence to the ROE.

Keywords: ROE, CAR, BOPO, IRR, NPL, LAR, and LDR.