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标题：ANALYSIS FACTORS FUNDAMENTAL INFLUENCE AND SYSTEMATIC RISK ON COMPANIES STOCK IN INDUSTRIAL CONSUMPTION SECTOR IDX
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作者：Annissa Yunita Uli ; Dr. Lana Sularto
期刊名称：Faculty of Economics
出版年度：2009
卷号：0
期号：0
语种：English
出版社：Faculty of Economics
摘要：Keyword: Keywords: Fundamental, Systematic Risk, Stock PriceAbstrack:ABSTRACTInvestors need to do the analysis before investing, especially investing in stocks is usually the investor will conduct technical fundamental analysis. Besides analysis or fundamental analysis, investors should pay attention to stock market risk. Market risk is also called systematic risk. Market risk is closely linked to changes in stock prices of certain types or groups which are caused by investors' anticipation of changes in the expected level of returns. To measure this risk can be used beta (ß) that describes the expected stock return. This study aimed to investigate the influence of fundamental factors and systematic risk to the stock price either simultaneously or partially. Sampling was done by purposive sampling method. Samples taken are all companies included in the consumer goods industry (31 companies) listed on the Indonesia Stock Exchange and has a complete financial report in 2006-2008. Processing and analysis of data using multiple linear regression analysis with SPSS program. Dependent variable is the stock price and not the dependent variable is ROA, ROE, BV, Parliament, DER, r and Beta. The results showed only fundamental factors Book Value (BV) that affect stock prices partially, but not the other factors of influence, while simultaneously all fundamental factors (ROA, ROE, BV, Parliament, DER and r) and systematic risk (beta ) effect on stock prices.