Return on Equity (ROE), Price Earning Ratio (PER), Volume Perdagangan dan Harga Saham Masa Lalu terhadap Harga Saham

Abstract

Abstract. The study aims to determine the effect of Return on Equity, Price Earning Ratio, trading volume and past stock price on stock price. The author uses 6 samples listed on IDX30 on the Indonesia stock exchange with a time span of quarter I/2018 – quarter IV/2021. The research method used is explanory research with data analysis using panel data regression. The results showed that the variabels of ROE, PER, Trading Volume and Past Stock Price had a sufficient relationship. Simultaneous hypothesis test results show that the variabel ROE, PER, Trading Volume and Past Stock Price have a significant effect on stock prices. While the partial test results show that Price Earning Ratio, Trading Volume and Past Stock Prices have an effect on stock prices, while Return on Equity has no effect on stock price.

Abstrak. Penelitian ini bertujuan untuk mengetahui pengaruh Return on Equity (ROE), Price Earning Ratio (PER), Volume Perdagangan dan Harga Saham Masa Lalu terhadap Harga Saham. Penulis menggunakan 6 sampel yang terdaftar di IDX30 di Bursa Efek Indonesia dengan rentang waktu selama Kuartal I/2018 – Kuartal IV/2021. Metode yang digunakan yaitu explanatory research dengan analisis data menggunakan regresi data panel. Hasil penelitian menunjukan bahwa variabel ROE, PER, Volume Perdagangan dan Harga Saham Masa Lalu memiliki hubungan yang cukup. Hasil uji hipotesis secara simultan menunjukan bahwa variabel ROE, PER, Volume Perdagangan dan Harga Saham Masa Lalu berpengaruh secara signifikan terhadap harga saham. Sedangkan hasil pengujian secara parsial diperoleh hasil bahwa Price Earning Ratio, Volume Perdagangan dan Harga Saham Masa Lalu berpengaruh terhadap harga saham, sedangkan Return on Equity tidak berpengaruh terhadap harga saham.