PENGARUH PROFITABILITAS, ESG, DAN LIKUIDITAS TERHADAP NILAI PASAR EMITEN PERBANKAN KONVENSIONAL INDEKS KOMPAS100 DI BURSA EFEK INDONESIA PERIODE 2020–2024

ERICA OESTARY, . (2026) PENGARUH PROFITABILITAS, ESG, DAN LIKUIDITAS TERHADAP NILAI PASAR EMITEN PERBANKAN KONVENSIONAL INDEKS KOMPAS100 DI BURSA EFEK INDONESIA PERIODE 2020–2024. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan menganalisis pengaruh profitabilitas, ESG, dan likuiditas terhadap nilai pasar emiten perbankan konvensional yang tergabung dalam Indeks KOMPAS100 di BEI periode 2020–2024. Nilai pasar diukur menggunakan Price to Book Value (PBV), profitabilitas diproksikan dengan Return on Assets (ROA) dan Return on Equity (ROE), ESG diukur berdasarkan Global Reporting Initiative (GRI) 2016, serta likuiditas menggunakan Loan to Deposit Ratio (LDR). Penelitian ini menggunakan pendekatan kuantitatif dengan desain kausal asosiatif pada 20 perbankan konvensional dengan 91 observasi. Analisis dilakukan menggunakan regresi data panel dengan Fixed Effect Model (FEM) dan Cluster Robust Standard Errors. Hasil penelitian menunjukkan bahwa profitabilitas dan ESG berpengaruh positif signifikan terhadap nilai pasar, sedangkan likuiditas berpengaruh positif signifikan pada model ROE namun tidak signifikan pada model ROA. Temuan ini mendukung Signaling Theory, Agency Theory, dan Stakeholder Theory dalam menjelaskan pengaruh informasi keuangan dan non-keuangan terhadap persepsi investor. ***** This study examines the effect of profitability, ESG, and liquidity on the market value of conventional banking firms listed in the KOMPAS100 Index on the Indonesia Stock Exchange during 2020–2024. Market value is measured using Price to Book Value (PBV), profitability is proxied by Return on Assets (ROA) and Return on Equity (ROE), ESG is measured based on the Global Reporting Initiative (GRI) 2016, and liquidity is proxied by the Loan to Deposit Ratio (LDR). Using a quantitative causal associative approach, the study analyzes 20 conventional banking firms with 91 observations. Panel data regression is conducted using the Fixed Effect Model (FEM) with Cluster Robust Standard Errors. The results show that profitability and ESG have a positive and significant effect on market value, while liquidity has a positive and significant effect in the ROE model but is insignificant in the ROA model. These findings support Signaling Theory, Agency Theory, and Stakeholder Theory in explaining how financial and non-financial information influence investor perceptions.

Item Type:	Thesis (Sarjana)
Additional Information:	1). Prof. Agung Dharmawan Buchdadi, M.M., Ph.D. ; 2). Destria Kurnianti, SE., M.Sc.
Subjects:	Ilmu Sosial > Keuangan Manajemen > Manajemen , Business
Divisions:	FE > S1 Manajemen
Depositing User:	Erica Oestary .
Date Deposited:	17 Jun 2026 02:26
Last Modified:	17 Jun 2026 02:26
URI:	http://repository.unj.ac.id/id/eprint/66314

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