scholarly journals PENGARUH LOAN TO DEPOSITE RATIO, RETURN ON ASSETS, CAPITAL ADEQUACY RATIO, EXCHANGE RATE DAN INTEREST RATE TERHADAP RETURN SAHAM

2017 ◽  
Vol 19 (3) ◽  
pp. 340
Author(s):  
Ketut Asmara Jaya
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Returns ◽  
Significant Influence ◽  
Stock Return ◽  
Random Effect ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Capital Adequacy Ratio ◽  
Lm Test

Pertumbuhan pasar modal pada akhir tahun 2010 menunjukkan kinerja yang luar biasa dengan meningkatnya kembali nilai saham dengan dipengaruhi oleh berbagai faktor, baik faktor internal ataupun faktor eksternal dari setiap perusahaan. Studi ini menganalisis untuk pinjaman deposit rasio (LDR), pengembalian asset (ROA), rasio kecukupan modal (CAR), nilai tukar dan suku bunga yang berdampak pada keuntungan saham di perusahaan perbankan. Studi panel ini menggunakan data LM test statistik yang menunjukkan perhitungan metode random effect adalah cara yang lebih tepat digunakan untuk mengestimasi model dalam penelitian ini. Hasil studi menunjukkan bahwa variabel ROA memberikan pengaruh positif dan signifikan dalam return saham. Sedangkan variabel LDR, CAR dan Kurs tidak ada pengaruh yang signifikan terhadap return saham, dan hanya kecenderungan jika LDR, CAR dan Kurs meningkat maka return saham dapat meningkat pula Suku bunga variabel tidak memberikan pengaruh positif dan pengaruh signifikan karena tidak memiliki hubungan dengan return saham.Growth of Capital market in late 2010 showed outstanding performance with rising of stock return which is influenced by various factors, both internal factors and external factors of each company it self. This study analyzes the Loan To Deposite Ratio (LDR), Return On Assets (ROA), Capital Adequacy Ratio (CAR), Exchange Rate and Interest Rate impact on stock returns in corporate banking. This study uses panel data with LM Test statistical calculation it is shown that Random Effect method is more precise to be used in this study. The result of the study shown that ROA variable gives positive and significant influence in stock return. While LDR, variables CAR and exchange rate of no influence and significantly to return stock, and only tendency if LDR, CAR and exchange rate increase then return shares can be increased as well. The Interest Rate variable did not give positive and significant influence because of not having relationship with stock return.

scholarly journals Kinerja Perusahaan Perbankan (Studi Perbandingan Dua Periode Krisis di Indonesia)

2016 ◽  
Vol 2 (1) ◽  
pp. 63-72
Author(s):  
Nurhayani Lubis
Keyword(s):  
Stock Returns ◽  
Economic Crisis ◽  
Stock Return ◽  
T Test ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Operating Income ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Abstract: The purpose of this study was to determine whether there are differences in the Capital Adequacy Ratio (CAR), Net Interest Margin (NIM), Return on Assets (ROA), Operating Expenses to Operating Income (ROA), Loan to Deposit Ratio (LDR), and stock returns in the two periods of crisis in Indonesia. Namelyin 1997and 2008.The sample inthis study are allfromthe1993-2010bankingcompany. There are fourhypothesesto be testedin this study. This study using t test SPSS to analyzed data. Keywords: Economic Crisis, Stock Return, CAR, NIM, ROA, BOPO, LDR

scholarly journals Pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan To Deposit Ratio, dan Bank Size terhadap Harga Saham Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia

2021 ◽  
Vol 5 (5) ◽  
pp. 546
Author(s):  
Aries Santoso ◽  
Carunia Mulya Firdausy
Keyword(s):  
Significant Influence ◽  
Stock Price ◽  
Banking Sector ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Purposive Sampling ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This study aims to analyze the influence of Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan to Deposit Ratio, and Bank Size jointly and partially to Stock Price of banking sector company that listed on Indonesian Stock Exchange for period 2011-2018. This research used the purposive sampling method and obtained the 5 largest market capital banking sector companies as a sample. The analysis method used is multiple linear regression through SPSS 26 program. The results of this study show that Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, and Bank Size have significant influence to stock price. While Capital Adequacy Ratio, Non-Performing Loan, Loan to Deposit Ratio partially have significant influence on the stock price. Meanwhile, Net Interest Margin, Return On Asset, and Bank Size have not a significant influence on the stock price of banking sector company that listed on the Indonesian Stock Exchange for period 2011-2018. Penelitian ini dimaksudkan untuk mencari pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size mengenai keterkaitannya pada harga saham baik secara bersamaan maupun parsial terhadap harga saham perusahaan sektor bank yang ada di Bursa Efek Indonesia untuk periode penelitian 2011 – 2018. Penelitian ini mengunakan metode purposive sampling yang ditetapkan sebanyak 5 perusahaan sektor perbankan yang memiliki kapitalisasi pasar terbesar sebagai sampel. Metode analisis yang dipakai menggunakan regresi linear berganda melalui bantuan SPSS 26. Hasil penelitian membuktikan secara simultan, Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size berpengaruh signifikan terhadap harga saham. Sementara secara parsial, Capital Adequacy Ratio, Non-Performing Loan, dan Loan to Deposit Ratio berpengaruh terhadap harga saham. Sedangkan Net Interest Margin, Return On Asset, dan Bank Size tidak berkaitan terhadap harga saham sektor bank yang terdaftar di Bursa Efek Indonesia periode 2011-2018.

scholarly journals Pengaruh Return On Assets, Return On Equity, Debt To Equity Ratio, Inflasi, Dan Suku Bunga Terhadap Return Saham Pada Perusahaan Manufaktur Di Bursa Efek Indonesia (Studi Empiris Pada Perusahaan Secondary Sectors Periode 2010-2015)

2018 ◽  
Vol 6 (1) ◽  
pp. 063-076
Author(s):  
Ningsih Hikmawati ◽  
Adi Wiratno ◽  
Suyanto . ◽  
Darmansyah .
Keyword(s):  
Interest Rate ◽  
Stock Returns ◽  
Stock Return ◽  
Quantitative Methods ◽  
Stock Exchange ◽  
Secondary Data ◽  
Manufacturing Companies ◽  
Return On Assets ◽  
Return On Equity ◽  
Equity Ratio

This study is aimed to ascertain and analyse the influence of return on assets, return on equity, debt to equit ratio, inflation, and interest rate, both partiall and simultaneously on the stock returns in manufacturing companies of secondary sectors listed in the Indonesian Stock Exchange. This research uses quantitative methods and EVIEWS panel 8 to analyse the regression. The population are manufacturing companies of secondary sector listed in the Indonesian Stock Exchange consisted of basic and chemical sectors, miscellaneous industry, and consumer goods sector in the period of 2010-2015. The sampling method used is pusposive sampling with the final number of 40 companies. The research required secondary data. The results show that return on assets has no negative effect on stock return, mean while, return on equity and interest rate have positive effect on stock return. Return on assets, return on equity, debt to equity ratio, inflation and interest rate all simultaneously have effect on stock returns.

scholarly journals Analisis Faktor Eksternal dan Internal Bank terhadap Risiko Pembiayaan Bank Umum Syariah di Indonesia Periode 2012-2015

2018 ◽  
Vol 9 (1) ◽  
pp. 13
Author(s):  
Amalia Eka Purnamasari ◽  
Musdholifah Musdholifah
Keyword(s):  
Exchange Rate ◽  
Gross Domestic Product ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Negative Influence ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Analysis Model ◽  
Return On Assets ◽  
Capital Adequacy Ratio

The purpose of this research was to determine effect of growth gross domestic product, inflation, exchange rate, capital adequacy ratio, return on assets, operating expenses to operating revenues and bank size on financing risk (NPF) of Sharia Banks period 2012-2015. The data that use in this research is the secondary data, that is financial statement of Sharia Banks in Indonesia period 2012-2015. The sampling method that used in this research are purposive sampling and data analysis model used is the multiple linear regression analysis. The result of this research show that simultaneous each external and internal bank factor have influence on the NPF. But partially, showed that eksternal factor, namely growth gross domestic product, inflation and exchange rate have no influence on the NPF. While from the internal bank showed capital adequacy ratio and operating expenses to operating revenues have no influence, return on assets have a negative influence and bank size have a positive influence on the NPF. 

scholarly journals The Factor Affecting to Profitability of Bank Mandiri (Persero) Tbk. Period 2011-2020

2021 ◽  
Vol 5 (2) ◽  
pp. 86-98
Author(s):  
Diana Riyana Harjayanti ◽  
Ade Irma ◽  
Ratna Tri Hari Safariningsih ◽  
Fajar Gumilang Kosasih
Keyword(s):  
Significant Influence ◽  
Operating Cost ◽  
Financial Statements ◽  
Capital Adequacy ◽  
Coefficient Of Determination ◽  
Operational Cost ◽  
Return On Assets ◽  
Operating Income ◽  
Capital Adequacy Ratio ◽  
The Relationship

The purpose of this study is to determine factors Capital Adequacy Ratio, Non-Performing Loans and Operational Cost of Operating Income, Return On Assets as profitability at PT. Bank Mandiri (Persero) Tbk. with periode 2011-2020. The research method used in this study is descriptive quantitative. The population used is the financial statements of PT. Bank Mandiri (Persero) Tbk. The sample used is data that comes from the notes to the financial statements and income statements of PT. Bank Mandiri (Persero) Tbk. in the period 2011 to 2020. Based on the results of the partial test (t test) the results is Capital Adequacy Ratio and Non Performing Loan have not a significant influence on Return On Assets and Operational Cost of Operating Income has a significant influence on Return On Assets. But base on simultan (F test) shows that the Capital Adequacy Ratio, Non Performing Loan and Operational Cost of Operating Income have a significant influence on Return On Assets. In the coefficient of determination, the value of Adjusted R Square is 92.60%, Return On Assets can be explained by the Capital Adequacy Ratio, Non-Performing Loans and Operating Cost of Operating Income, which means that the relationship between variables has a strong correlation, while the remaining 7.4% can be explained by other variables.  

scholarly journals ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP PENGAMBILAN SAHAM PERBANKAN BUMN YANG TERDAFTAR DI BEI PERIODE 2010-2014

2020 ◽  
Vol 6 (2) ◽  
pp. 167
Author(s):  
Sanuri Sanuri ◽  
Desta Rizky Kusuma
Keyword(s):  
Interest Rates ◽  
Stock Returns ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Independent Variable

This study aims to determine the influence of factors internal and external to the return of registered banking shares Indonesia Stock Exchange in 2010-2014. The population in this study were 4 BUMN bank companies registered in Indonesia Stock Exchange period 2010-2014 sampling techniques used is purposive sampling. obtained by 4 state-owned bank companies included in the independent variable criterion studied is Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation Rate, and Rate of Interest Interest and the dependent variable studied is stock returns. Analysis Techniques used is Panel Data Regression and Hypothesis test using t-test. The results showed that both variables were simultaneously independent Return On Asset (ROA) has no effect on stock returns Partially the variables of the four independent variables are Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation and Interest Rates are only Inflation and Interest rates that have a significant effect on stock returns. R-square value 33.42%.

scholarly journals The Determinants of Net Interest Margin: An Empirical Study of Indonesia Category-IV Banks for the Period of 2014-2017

2021 ◽  
Vol 39 (12) ◽  
Author(s):  
Chandra Setiawan ◽  
Ni Made Maylananda Maharani Wisna
Keyword(s):  
Interest Rate ◽  
Significant Influence ◽  
Capital Adequacy ◽  
Operating Efficiency ◽  
Efficiency Ratio ◽  
Independent Variables ◽  
Net Interest Margin ◽  
Interest Rate Volatility ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Bank’s Net Interest Margin (NIM) is a key indicator on how bank performs its intermediary function and necessary for the financial system stability. NIM is influenced by both internal and external determinants. This study aims to analyze these internal and external determinants of NIM for Indonesia’s Category-IV banks in the period of 2014 to 2017. The internal determinants used as independent variables are Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Capital Adequacy Ratio (CAR). Meanwhile, the external determinants used as independent variables are Interest Rate volatility and Inflation. This study uses four Indonesia’s Category-IV banks which were chosen by purposive sampling methodology based on criteria set with quarterly time horizon. These 4 commercial banks are those listed as ‘Category-IV’ or BUKU 4 during the study’s time frame. The statistical approach being used is panel least square fixed effect model. This study reveals that Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Inflation have positive significant influence toward NIM. In contrast, Capital Adequacy Ratio (CAR) shows negative significant influence, while Interest Rate volatility contributes insignificantly to NIM. The overall findings underlined that contribution of internal factors are consistent in influencing the value of NIM in a significant way.

scholarly journals ANALISIS FAKTOR INTERNAL DAN EKSTERNAL BANK YANG MEMPENGARUHI PROFITABILITAS BANK UMUM DI INDONESIA

2017 ◽  
Vol 10 (1) ◽  
Author(s):  
Aris Fadjar ◽  
Hedwig Esti S ◽  
Tri Hartini EKP
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Inflation Rate ◽  
Secondary Data ◽  
External Factors ◽  
Capital Adequacy ◽  
Internal Factors ◽  
Operating Income ◽  
Capital Adequacy Ratio ◽  
The U.S

The purpose of this research is to analyze the influence of internal factors of banks consisting of Capital Adequacy Ratio (CAR), Non-Performing Loans (NPLs), Operating Expenses Operating Income (BOPO), Loan to Deposit Ratio (LDR), and external factors of banks consisting of the value exchange rate of rupiah against the U.S. dollar, interest rate (SBI 1 month), and the inflation rate to Return On Asset (ROA) of the general bank. It used the secondary data from Indonesia Economic and Financial Statistic (SEKI) which published by Bank Indonesia monthly. The samples took from ROA of general bank as series, CAR, NPLs, BOPO, LDR, inflation rate, exchange rate rupiah to US $, and SBI rate with period 2007-2010. The result shows, external factors of banks and CAR do not significantly influence to the ROA of general Bank, while internal factors are significantly influence to ROA general bank. As the simultaneous, the seven variables have positive significant influence to the ROA general bank it can be proofed with F value > F table (7.574 > 2.589). And all of the independence variables have had influenced for 52.9 percent to the ROA general bank.

scholarly journals Pengaruh Capital Adequacy Ratio, Financing to Deposit Ratio, dan Kurs terhadap Return On Asset

2020 ◽  
Vol 2 (3) ◽  
pp. 187-194
Author(s):  
Annisa Indria Irnawati ◽  
Bambang Waluyo ◽  
Taufikul Ichsan
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Capital Adequacy ◽  
Islamic Banks ◽  
Significant Positive Effect ◽  
Return On Assets ◽  
Analysis Technique ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Positive Effect

Purpose- This study aims to examine the effect of Capital Adequacy Ratio, Financing to Deposit Ratio, and exchange rates on Return On Assets in Islamic Banks for the period 2009 - 2017. Methods- The analysis technique used is multiple linear regression with the assistance of the Program Eviews. Finding- The results showed that CAR has a positive but not significant effect, while FDR has a significant positive effect, and the exchange rate has a significant negative effect on Return On Assets. AbstrakTujuan- Penelitian ini bertujuan untuk menguji pengaruh Capital Adequacy Ratio, Financing to Deposit Ratio, dan kurs terhadap Return On Asset pada Bank Syariah periode 2009 – 2017. Metode- Teknik analisis yang digunakan adalah regresi linier berganda berbantuan programEviews. Temuan- Hasil penelitian menunjukkan bahwa CAR berpengaruh positif namun tidak signifikan, sementara FDR berpengaruh positif signifikan, dan kurs berpengaruh negatif signifikan terhadap Return On Asset

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