PENGARUH PROFITABILITAS DAN KINERJA AKTIVITAS TERHADAP HARGA SAHAM (Studi Kasus Pada Sub Sektor Tekstil dan Garment yang Terdaftar di Bursa Efek Indonesia Periode 2014 - 2020) - Mariam Intan Sari, - (2021)
Tujuan dari penelitian ini yaitu untuk mengetahui pengaruh profitabilitas dan aktivitas terhadap harga saham pada sub sektor tekstil dan garment yang terdaftar di Bursa Efek Indonesia periode 2014 - 2020 yang dapat dilihat dari profitabilitas diukur dengan return on equity (ROE), aktivitas diukur dengan total asset turnover (TATO), dan harga saham dilihat dari harga penutupan harga saham. Penelitian ini menggunakan metode deskriptif dan verifikatif. Data yang digunakan dalam penelitian ini yaitu data sekunder yang bersumber dari laporan keuangan perusahaan kemudian diolah kembali penulis. Populasi penelitian ini berjumlah 21 perusahaan sub sektor tekstil dan garment yang terdaftar di Bursa Efek Indonesia periode 2014 - 2020. Sampel penelitian ini berjumlah 17 perusahaan sub sektor tekstil dan garment periode 2014 - 2020 yang terdaftar di Bursa Efek Indonesia. Teknik analisis data yang digunakan yaitu (1) Analisis asumsi klasik melalui Uji Normalitas, Uji Multikolinieritas, Uji Heteroskedastisitas, dan Uji Autokorelasi. (2) Analisis data panel dengan model regresi Random Effect Model (REM) melalui Uji Chow, Uji Hausman, dan Uji Lagrange Multiplier. Dan yang ke (3) Uji Hipotesis melalui Uji Keberartian Regresi (F) dan Uji Keberartian Koefisien Regresi (t). Dalam penelitian ini untuk pengolahan data menggunakan software Eviews 10. Berdasarkan hasil uji F, Profitabilitas yang diukur dengan Retun On Equity (ROE) dan Aktivitas yang diukur dengan Total Asset Turnover (TATO) mempunyai pengaruh positif terhadap harga saham. Berdasarkan hasil uji t, profitabilitas yang diukur dengan Return On Equity (ROE) mempunyai pengaruh positif terhadap harga saham, dan Aktivitas yang diukur dengan Total Asset Turnover (TATO) berpengaruh positif terhadap harga saham sub sektor tekstil dan garment yang terdaftar di Bursa Efek Indonesia periode 2014 - 2020. Kata Kunci: Profitabilitas, Return On Equity (ROE), Aktivitas, Total Asset Turnover (TATO), dan Harga Saham. ABSTRACT Mariam Intan Sari (1703983) "The Effect of Profitability and Activity on Stock Prices Case Study in Textile and Garment Sub-Sector Listed on the Indonesia Stock Exchange (IDX) for the Period 2014 - 2020". Under the guidance of Budhi Pamungkas Gautama, S.E,. M.Sc and Netti Siska Nurhayati, S.E,.MM. The purpose of this study is to determine the effect of profitability and activity on stock prices in the textile and garment sub-sector listed on the Indonesia Stock Exchange for the period 2014 - 2020 which can be seen from profitability measured by return on equity (ROE), activity is measured by total asset turnover (TATO), and the stock price seen from the closing price of the stock price. This research uses descriptive and verification methods. The data used in this study is secondary data sourced from the company's financial statements and then reprocessed by the author. The population of this study amounted to 21 textile and garment sub-sector companies listed on the Indonesia Stock Exchange for the 2014 - 2020 period. The sample of this study amounted to 17 textile and garment sub-sector companies for the 2014 - 2020 period listed on the Indonesia Stock Exchange. The data analysis techniques used are (1) Classical assumption analysis through Normality Test, Multicollinearity Test, Heteroscedasticity Test, and Autocorrelation Test. (2) Analysis of panel data using the Random Effect Model (REM) regression model through the Chow Test, Hausman Test, and Lagrange Multiplier Test. And the third is (3) Hypothesis Testing through Regression Significance Test (F) and Regression Coefficient Significance Test (t). In this study for data processing using Eviews 10 software. Based on the results of the T test, profitability as measured by Return On Equity (ROE) has a positive and significant effect on stock prices, and activity as measured by Total Asset Turnover (TATO) has a positive effect. to stock prices. Then based on the results of the F test, Profitability as measured by Return On Equity (ROE) and Activity as measured by Total Asset Turnover (TATO) have a positive influence on stock prices of the textile and garment sub-sector listed on the Indonesia Stock Exchange for the period 2014 - 2020 . Keywords: Profitability, Return On Equity (ROE), Activity, Total Asset Turnover (TATO), dan Stock Prices.