PENGARUH ROA, DER, CR, INFLASI DAN KURS TERHADAP RETURN SAHAM (STUDI KASUS INDUSTRI MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI PERIODE 2008-2012)

Abstract

ABSTRACT

The objectives of this research is to analyze the influence of Return On Asset (ROA), Debt to Equity Ratio (DER), Current Ratio (CR), inflation and exchange rate to the stock return of Food and Baverage industry that listed on Indonesian Stock Exchange in the period of 2008-2012.The number of population are 19 companies but the elligable unit to be sample is  16 companies. Analyze technique to describe the varibles relationships used Multiple Linier Regression. Based on the data  processing,  it is known that simmultaneously the effect of  independent variables are significant. Furthermore,   partially  it is known that the effect of   Return On Asset (ROA), inflation, and exchange rate variables are  significant,  otherwise varieables  Debt to Equity Ratio (DER) and Current Ratio (CR) have insignificant effect.

Keywords : On Asset (ROA), Debt to Equity Ratio (DER), Current Ratio (CR), Inflation, exchange rate, stock return