PENERAPAN MODEL REGRESI LOGISTIK BINER UNTUK KLASIFIKASI KINERJA RETURN SAHAM PERUSAHAAN INDEKS LQ45

DIKA DESTIAWAN, . (2022) PENERAPAN MODEL REGRESI LOGISTIK BINER UNTUK KLASIFIKASI KINERJA RETURN SAHAM PERUSAHAAN INDEKS LQ45. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Indeks LQ45 merupakan indeks saham gabungan dari 45 perusahaan yang memiliki saham terbaik di pasar modal Indonesia dengan likuiditas serta kapitalisasi pasar yang besar. Pada tahun 2017, terdapat 42 saham perusahaan yang konsisten terdaftar dalam indeks LQ45, kemudian 42 saham tersebut dikategorikan menjadi dua kategori, yaitu baik dan buruk berdasarkan kinerja return sahamnya. Penelitian ini bertujuan untuk mengetahui variabel apa saja yang memiliki pengaruh terhadap kinerja return saham perusahaan dengan melibatkan indikator rasio keuangan sebagai variabel penjelas, yaitu Debt to Assets Ratio (DAR), Debt to Equity Ratio (DER), Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), dan Earnings Per Share (EPS), serta melihat tingkat akurasi klasifikasi dari model yang terbentuk. Penelitian ini menerapkan model regresi logistik biner dengan variabel respons kinerja return saham perusahaan dan enam variabel penjelas berupa indikator rasio keuangan. Hasil dari penelitian ini diperoleh dua variabel penjelas yang memiliki pengaruh signifikan terhadap kinerja return saham perusahaan LQ45 yaitu DAR dan DER. Dari penelitian ini juga diperoleh tingkat akurasi klasifikasi pada model yaitu sebesar 83,33% yang tergolong relatif baik. ************************************************************ The LQ45 index is a composite stock index of 45 companies that have the best shares in the Indonesian capital market with large liquidity and market capitalization. In 2017, there were 42 company stocks that were consistently listed in the LQ45 index, then those 42 stocks were categorized into two categories, that is good and bad based on the performance of their stock returns. This study aims to determine what variables have an influence on the company's stock return performance by involving financial ratio indicators as explanatory variables, that is Debt to Assets Ratio (DAR), Debt to Equity Ratio (DER), Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), and Earnings Per Share (EPS), and see the level of classification accuracy of the model formed. This study applies a binary logistic regression model with the company's stock return performance response variable and six explanatory variables in the form of financial ratio indicators. The results of this study obtained two explanatory variables that have a significant influence on the performance of LQ45 company stock returns, that is DAR and DER. This study also obtained a level of classification accuracy on the model that is equal to 83.33% which is classified as relatively good.

Item Type:	Thesis (Sarjana)
Additional Information:	1). Dra. Widyanti Rahayu, M.Si.; 2). Dania Siregar, S.Stat., M.Si.
Subjects:	Sains > Matematika
Divisions:	FMIPA > S1 Statistika
Depositing User:	sawung yudo
Date Deposited:	31 Oct 2024 04:15
Last Modified:	31 Oct 2024 04:15
URI:	http://repository.unj.ac.id/id/eprint/51851

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