PENGARUH RASIO NILAI PASAR DAN MVA TERHADAP RETURN SAHAM PERUSAHAAN KOSMETIK DAN KEPERLUAN RUMAH TANGGA

Abstract

This research is aimed to examine the influence of market value ratio and market value added (MVA) to the stock return of cosmetic and household necessities companies in which the market value ratio is earning per share (EPS) and price earning ratio (PER). The population is all cosmetic and household necessities companies which are listed in Indonesia Stock Exchange from the first quarter periods of 2012 to the fourth quarter of 2016. The research samples are three companies of cosmetic and household necessities companies which have been obtained from the result of sample collection technique by using purposive sampling technique. The analysis method has been done by using multiple linear regressions analysis and 16th version of SPSS for Windows.The result of the research has been obtained by using α = 5% and it shows that MVA gives significant influence to the stock return of cosmetic and household necessities companies, whereas EPS and PER does not give any influence to the stock return of cosmetic and household necessities companies.
Keywords: stock return, earning per share, price earning ratio, and market value added.