Analisis Faktor-Faktor Yang Mempengaruhi Resiko

- - Andrianik

Sari


Capital markets in addition to being an alternative as long-term financing, is also the financial investment. In investing in the stock market needed a good knowledge about the stock market itself, including the factors that influence the risk of stock investments. The title of this thesis is "Analysis of Factors Affecting Investment Risk Stocks On The Go Public Pharmaceutical Companies in Indonesia Stock Exchange." As for the formulation of the problem in this research is How does Inflation Rate, Exchange Rate Against U.S. Dollar $, Capital Structure, Overating Leverage, Financial Leverage and Corporate Liquidity (Current Ratio) simultaneously and partially on Stock Investment Risks in Pharmaceutical Companies That Go Public Indonesia Stock Exchange in the period 2008-2011. The purpose of this study was to analyze the influence of several factors comprising Inflation Rate, Exchange Rate Against U.S. Dollar $, Capital Structure, Overating Leverage, Financial Leverage and Corporate Liquidity (Current Ratio) have a relationship and influence either simultaneously or partially on the risk of investment in Pharmaceutical Companies That Go Public in Indonesia Stock Exchange the period 2008-2011. The variables studied in this research is Investment Risk as the dependent variable, while the independent variables consist of the Inflation Rate, Exchange Rate Against U.S. Dollar $, Capital Structure, Overating Leverage, Financial Leverage, and Liquidity Company. The data analysis technique used is the Multiple Linear Regression, Test Assumptions Classical, Simultaneous Significance Testing (Test F), Partial Test Significance (t-test). Based on the analysis of the results obtained by the regression equation Y = -2.706 - 0.114 X1 + 0.090 X2 - 0.023 X3 + X4 + 0.056 X5 0.058 - 0.041 X6. F-test for testing linear regression obtained magnitude 2.892 F-count is greater than F-table 2.57, which means a significant effect between the independent variables with the dependent variable. Testing t-test of the regression results found that capital structure, Overating Leverage, Financial Leverage and Liquidity The Company had no significant effect Investment Risk. While the Rupiah against U.S. $ Inflation significant and significant negative effect on investment risk.


Teks Lengkap: PDF

Refbacks

  • Saat ini tidak ada refbacks.