DAFTAR ISI
DAFTAR ISI
DAFTAR ISI HAL
LEMBAR PERSETUJUAN PEMBIMBING .................................... i LEMBAR PERSETUJUAN DAN PENGESAHAN ……………..... ii
SURAT PERNYATAAN …………………………………………... iii ABSTRAK …………………………………………………………… iv ABSTRACT …………………………………………………………. v KATA PENGANTAR ………………………………………………. vi DAFTAR ISI ........................................................................................ ix
DAFTAR TABEL ............................................................................... xii
DAFTAR GAMBAR ............................................................................ xiii
DAFTAR LAMPIRAN ……………………………………………… xiv BAB I PENDAHULUAN
1.1 Latar Belakang Masalah ......................................................... 1
1.2 Identifikasi Masalah ............................................................... 6
1.3 Pembatasan Masalah .............................................................. 7
1.4 Rumusan Masalah .................................................................. 7
1.5 Tujuan Penelitian ................................................................... 8
1.6 Manfaat Penelitian ................................................................. 8
BAB II KAJIAN PUSTAKA
2.1 Kerangka Teoritis .................................................................... 10
2.1.1 Return Saham .................................................................. 10
2.3.1 Pengaruh Rasio Hutang Terhadap Return Saham .............. 24
2.3.2 Pengaruh Tingkat Risiko Investasi Terhadap Return Saham 24 2.4 Hipotesis ................................................................................. 25
BAB III METODE PENELITIAN
3.1 Xxxxxx dan Waktu Penelitian .................................................. 27
3.2 Populasi dan Sampel .............................................................. 27
3.2.1 Populasi ............................................................................. 27
3.2.2 Xxxxxx .............................................................................. 27
3.3 Jenis dan Sumber Data ........................................................... 28
3.4 Variabel Penelitian dan Defenisi Operasional ....................... 29 3.4.1 Variabel Penelitian .......................................................... 29 3.4.2 Defenisi Operasional ...................................................... 30 3.5 Teknik Pengumpulan Data ..................................................... 32 3.6 Teknik Analisis Data .............................................................. 33
3.6.1 Analisis Deskriptif ……………………………………… 33 3.6.2 Xxx Xxxxxx Klasik .......................................................... 34 3.6.2.1 Uji Normalitas ..................................................... 34 3.6.2.2 Uji Multikolineritas ............................................ 35 3.6.2.3 Uji Heterokedastisitas ......................................... 36
BAB IV ANALISA DAN PEMBAHASAN
4.1 Gambaran Umum Sampel ………………………………….. 40
4.2 Analisis Data .......................................................................... 43
4.2.1 Analisis Deskriptif ......................................................... 43
4.3 Xxx Xxxxxx Klasik ................................................................... 45
4.3.1 Uji Normalitas ................................................................ 45
4.3.2 Uji Multikolinieritas ....................................................... 46
4.3.3 Uji Heterokedastisitas ..................................................... 47
4.3.4 Uji Autokorelasi ............................................................. 48
4.4 Pengujian Hipotesis ................................................................ 49
4.4.1 Uji Signifikasi Parsial (Uji t) .......................................... 50
4.4.2 Uji Signifikasi Simultan (Uji F) ..................................... 53
4.5 Pembahasan Hasil penelitian ................................................. 54
4.5.1 Pengaruh Rasio Hutang (Debt to Equity Ratio) Terhadap
Return Saham ................................................................ 54
4.52 Pengaruh Risiko Investasi (Beta) Terhadap Return Saham 55
BAB V KESIMPULAN DAN SARAN
5.1 Keimpulan .............................................................................. 56
5.2 Saran ...................................................................................... 56