Pengaruh Risiko Sistematis dan Risiko Tidak Sistematis Terhadap Expected Return Saham pada Subsektor Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2016-2018

Wahyudinni, Aulia (2020) Pengaruh Risiko Sistematis dan Risiko Tidak Sistematis Terhadap Expected Return Saham pada Subsektor Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2016-2018. Undergraduate thesis, Universitas Pembangunan Jaya.

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Abstract

This study aims to examine the influence of systematic risk and unsystematic risk on the expected return banking subsector in Indonesia Stock Exchange (IDX). The independent variables in this study are systematic risk (X1) measured by stock beta and unsystematic risk (X2) measured by stock variance, and the dependent variable is Expected Return (Y). The research employs explanatory research with quantitive approach. The object of research is banking subsector listed in Indonesia Stock Exhange 2016-2018 period. Sampling by purposive sampling technique. Researcher took four companies as representative of the banking sector. There are four companies that become research samples, namely PT Bank Republik Indonesia Tbk, PT Bank Negara Indonesia Tbk, PT Bank Central Asia Tbk and PT Bank Mandiri Tbk. The method use in this research is panel data regression analysis with Fixed Effect Model. The result of the research resulted the adjusted R-square of 56,89%. The f test results shows that the independent variables which are systematic and unsystematic risk simultaneously give significant effect on expected return. The t results also depicts that the systematic risk and unsystematic risk have a significant positive effect on expected return. Keywords: Risk Management, Systematic Risk, Unsystematic Risk, Expected Return, Panel Data

Item Type:	Karya Tulis Ilmiah (KTI) (Undergraduate)
Subjects:	H Social Sciences > HD Industries. Land use. Labor
Divisions:	Fakultas Humaniora dan Bisnis > Prodi Manajemen
Depositing User:	Mrs Athaya Syifamaulana
Date Deposited:	12 Oct 2020 01:34
Last Modified:	03 Jun 2022 07:26
URI:	http://eprints.upj.ac.id/id/eprint/332

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