Analisis Pengaruh Earning per Share, Price Earning Ratio, Debt to Equity Ratio, dan Price to Book Value terhadap Return Saham pada Industri Dasar dan Kimia, Subsektor Semen di Bursa Efek Indonesia Periode 2017-2022

Abstract

Abstract. This research aims to analyze the influence of Earnings Per Share (EPS), Price Earnings Ratio (PER), Debt To Equity Ratio (DER), and Price To Book Value (PBV) on stock returns in the basic and chemical industries, particularly in the cement subsector on the Indonesia Stock Exchange for the period 2017-2022. The research focuses on an associative approach, which aims to explore the influence and relationships between variables. The sample collection process in this study was conducted using a purposive sampling technique, resulting in 6 samples for the 2017-2022 period. Statistical data analysis employed panel data regression testing with the aid of EViews software. The research results indicate that EPS, PER, DER, and PBV have a significant simultaneous effect on stock returns in the basic and chemical industries, specifically the cement subsector on the Indonesia Stock Exchange for the period 2017-2022. Meanwhile, EPS, PER, DER, and PBV individually do not have a significant positive effect on stock returns in the listed companies within the basic and chemical industry subsector on the Indonesia Stock Exchange (IDX) during the period 2017-2022.

Abstrak.

Penelitian ini dilakukan dengan tujuan untuk menganalisis pengaruh dari Earning Per Share (EPS), Price Earning Ratio (PER), Debt To Equity Ratio (DER), Price To Book Value (PBV) terhadap return saham pada industri dasar dan kimia, subsektor semen di Bursa Efek Indonesia periode 2017-2022. Penelitian ini berfokus pada pendekatan asosiatif, yang bertujuan untuk mengeksplorasi pengaruh dan hubungan antar variabel. Proses pengambilan sampel dalam penelitian ini dilakukan dengan menerapkan teknik purposive sampling dan didapatkan 6 sampel dengan periode penelitin 2017-2022. Analisis data statistik yang digunakan uji regresi data panel dengan bantuan perangkat lunak EViews. Hasil penelitian menujukan bahwa Hasil Penelitian secara simultan pengaruh Earning Per Share (EPS), Price Earning Ratio (PER), Debt To Equity Ratio (DER), Price To Book Value (PBV) tidak berpengaruh signifikan terhadap Return saham secara simultan pada industri dasar dan kimia subsektor semen di Bursa Efek Indonesia periode 2017-2022. Sementara Earning per Share (EPS), Price Earnings Ratio (PER), Debt to Equity Ratio (DER), dan Price to Book Value (PBV) secara parsial tidak memiliki pengaruh positif yang signifikan terhadap return saham pada perusahaan industri dasar dan kimia subsektor semen yang terdaftar di Bursa Efek Indonesia (BEI) selama periode 2017-2022.