PENGARUH FAKTOR INTERNAL DAN FAKTOR EKSTERNAL TERHADAP RETURN SAHAM PADA PERUSAHAAN FARMASI

Abstract

The purpose of this research is to examine the influence of return on equity, debt to equity ratio, earnings per share, price earning ratio, inflation, exchange rate on return of stock at pharmaceutical companies which is listed in the Stock Exchange 2012-2016. In this research the number of the samples have been taken as many as 8 pharmaceutical companies which is listed in the Stock Exchange. This research is using multiple linear regression analysis techniques in the aids with SPSS 20, which tested the classical assumptions, as well as the F test and t test. Based on the results of the data, obtained F test of 0.045 means that the return on equity, debt to equity ratio, earnings per share, price earnings ratio, inflation, exchange rate against the return of shares worth to use. While the test (t) obtained that the return on equity, debt to equity ratio, earnings per share, exchange rate positive influence is not significant to the return of stock and price earnings ratio, inflation has a significant positive influence on the stock return.
Keywords: return on equity, debt to equity ratio, earnings per share, price earning ratio, inflation, exchange rate and stock return.