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ANALYSIS OF THE BANKING RATE INFLUENCE USING RISK-BASED BANK RATING METHOD TO THE STOCK PRICE: An Empirical Study of Banking Companies Listed On Indonesian Stock Exchange During 2013-2015
Abstrak (Bhs. Indonesia)
Penelitian ini bertujuan untuk menguji pengaruh rasio RBBR terhadap harga saham perusahaan perbankan. Rasio-rasio yang digunakan dalam penelitian ini antara lain: LDR (Loan to Deposit Ratio), NIM (Net Interest Margin), GCG (Good Corporate Governance), and CAR (Capital Adequacy Ratio). Populasi dari penelitian ini adalah semua perusahaan perbankan yang terdaftar di BEI pada tahun 2013-2015. Total sampel penelitian adalah753 perusahaan perbankan yang ditentukan melalui purposive sampling. Variabel independen penelitian ini adalah: LDR, NIM, GCG, dan CAR. Variabel dependen penelitian ini adalah harga saham. Penelitian ini menggunakan Signalling Theory dan Efficient Market Hypothesis sebagai dasar teori. Analisis data dilakukan dengan uji asumsi klasik dan pengujian hipotesis dengan model regresi berganda. Hasil penelitian menunjukkan bahwa variabel NIM dan GCG berpengaruh signifikan terhadap harga saham. Variabel NIM secara signifikan berpengaruh positif terhadap harga saham, sedangkan GCG berprngaruh negatif. Variabel LDR dan CAR tidak berpengaruh signifikan terhadap harga saham
Abtrak (Bhs. Inggris)
This research aims to examine the influence of RBBR ratios to banking stock price. Ratios that was applied in this research are: LDR (Loan to Deposit Ratio), NIM (Net Interest Margin), GCG (Good Corporate Governance), and CAR (Capital Adequacy Ratio). The population of this research are all of banking companies listed in Indonesian Stock Exchange 2013-2015. Total sample in this research are 75 banking firms that selected with purposive sampling. Independent variable in this research are: LDR, NIM, GCG, and CAR. Dependent variable in this research is stock price. This research used Signalling Theory and Efficient Market Hypothesis as theoritical basis. Data analyzed by classic assumption test and hypothetical testing with multiple regression models. The results of this research indicates that NIM and GCG variables had significant influence to stock price. NIM variable significantly had a positive influence to stock price, while GCG had a negatif influence. LDR and CAR variables had not a significant influence to stock price.
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