Skripsi

Analisis variabel fundamental yang mempengaruhi risiko sistematis (B) pada saham Syariah (jakarta Islamic Index) yang listing di Bursa Efek Indonesia periode 2006-2009 / Nur Huda Fathoni

Abstrak
Fathoni Nur Huda. 2011. The Analysis of Fundamental Variables Affecting The Systematic Risk ( 946 ) on Syariah Stock (Jakarta Islamic Index) listed in Indonesia Stock Market for Period of 2006-2009. Sarjana s Thesis Department of Accounting Faculty of Economics State University of Malang. Advisors (1) Dr. Puji Handayati S.E M.M Ak. (2) Satia Nur Maharani S.E. M.Sa. Ak. Keywords Dividend payout Leverage earnings variability and systematic risk. Investors who have investment in stock market need to consider some aspects one of them is financial information before making investment decision. Investment always relates to return and risk. The amount of investment risk relies on the type of investment and one of investment type with high risk is stock. In relation to risk calculation only systematic risk and market risk are relevant to portfolio. There are some factors that affect systematic risk such as dividend payout leverage and earnings variability. The study aims to know some factors that affect systematic risk with focus given on the effect of dividend payout leverage and earnings variability on systematic risk in companies joined in syariah index (JII) and listed in Indonesia Stock Market (BEI) from 2006 to 2009. The study used population of all JII companies listed in Indonesia Stock Market from 2006 to 2009 and 72 companies were obtained. By using Purposive Sampling technique 8 companies were selected. The analysis technique used t test and F test multiple regression analysis. The findings shows that (1) dividend payout partially gives negative effect on systematic risk leverage partially gives positive effect on systematic risk and earning variability partially gives positive effect on systematic risk meanwhile (2) dividend payout leverage and earnings variability simultaneously give effect on systematic risk. The author hopes that other researchers add independent variables besides the ones mentioned in the study because there are some other factors that affect the systematic risk beyond the studied variables for example asset growth liquidity company size gross domestic product inflation deposit rate exchange rate and other factors. Moreover the limitation of the size of population and sample under study prevents the possibility in revealing significant effect in the findings.

Informasi Detail

DDC

Rs 332.632 FAT a

Prodi

Universitas Negeri Malang. Program Studi Akuntansi, 2011.

Deskripsi Fisik

xiv, 111 lembar : il., tab. ; 30 cm

Bahasa

Indonesia

No Reg

00409/KI/14

Edisi

Skripsi (Sarjana)-- Universitas Negeri Malang, 2011

Subjek

1. SAHAM SYARIAH

Pembimbing

1. Puji Handayani ; 2. Satia Nur Maharani

Lampiran Berkas