Pengaruh Penilaian Tingkat Kesehatan Perbankan terhadap Harga Saham pada Perusahaan Perbankan

Authors

  • Rahayu Pangesti Universitas Pembangunan Nasional Veteran Jakarta
  • Munasiron Miftah Unviersitas Pembangunan Nasional Veteran Jakarta

Abstract

Penelitian kuantitatif ini bertujuan untuk mengetahui pengaruh risk profile, good corporate governance, earnings, dan capital terhadap harga saham pada perusahaan perbankan. Objek yang dipilih pada penelitian ini adalah perusahaan perbankan yang terdaftar di Bursa Efek Indonesia dengan menggunakan sampel berjumlah 37 perusahaan selama periode 2016-2020. Teknik analisis data menggunakan Analisis Regresi Data Panel dengan E-Views 12 dan tingkat signifikansi 5%. Hasil yang diperoleh dari penelitian ini adalah Risk Profile dengan proksi Non Performing Loan (NPL) tidak berpengaruh terhadap harga saham, Good Corporate Governance berpengaruh negatif terhadap harga saham,Earnings dengan proksi Return On Assets (ROA) berpengaruh positif terhadap harga saham, Capital tidak berpengaruh terhadap harga saham.

References

Akbar, A. B. (2019). The Effect of Financial Institutions Banking Soundness Against Stock Price. International Journal of Seocology, 01(01), hlm.045-052. https://doi.org/10.29040/seocology.v1i01.7

Anggraheni, D., Afifudin, & M. Cholid Mawardi. (2019). Pengaruh Tingkat Kesehatan Bank Dengan Menggunakan Metode RGEC (Risk Profile, Good Corporate Governance, Earning, Capital) Terhadap Harga Saham (Studi Pada Perusahaan Perbankan Yang Terdaftar di Bursa Efek Indonesia Periode 2014-2017). E-Jra, 08(03), hlm.101-116.

Brastama, R. F., & Yadnya, I. P. (2020). The Effect of Capital Adequacy Ratio and Non Performing Loan on Banking Stock Prices with Profitability as Intervening Variable. American Journal of Humanities and Social Sciences Research (AJHSSR), 4(12), hlm.43-49. https://www.ajhssr.com/the-effect-of-capital-adequacy-ratio-and-non-performing-loan-on-banking-stock-prices-with-profitability-as-intervening-variable/

Budisantoso, & Triandaru. (2006). Bank dan Lembaga Keuangan Lain. Jakarta: Salemba Empat.

Farhana, S., & Adelina, Y. E. (2019). Relevansi Nilai Laporan Keberlanjutan Di Indonesia. Jurnal Akuntansi Multiparadigma, 10(3), hlm.615-628. https://doi.org/10.21776/ub.jamal.2019.10.3.36

Hajar, N., Tho’in, M., & Musta’an. (2020). The Effect Of Banking Financial Soundness On Stock Prices To Earnings And Capital Variables. International Journal of Economics, Business and Accounting Research (IJEBAR), 4(4), hlm.1099-1104.

Hamidi. (2019). Pengaruh Capital Adequacy Ratio (CAR) dan Return on Asset (ROA) terhadap Harga Saham pada Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia (BEI). Dimensi, 8(3), hlm.552-572.

Husain, M. R., Hikmah, N., & Chairina, C. (2018). Penilaian Tingkat Kesehatan Bank Syariah Mandiri: Pendekatan Metode Rgec (Risk Profile, Good Corporate Governance, Earning Dan Capital). MALIA: Journal of Islamic Banking and Finance, 2(1), 69. https://doi.org/10.21043/malia.v2i1.4762

Husnan. (2009). Dasar-dasar Teori Portofolio dan Analisis Sekuritas (4th ed.). Yogyakarta: Upp Stim Ykpn.

Hutasoit, D. T. M., Toni, N., & Ariesa, Y. (2022). Effect of Loan to Deposit Ratio, Capital Adequacy Ratio, Return On Equity, and Dividend Payout Ratio on stock prices with Bank Indonesia Interest Rates as Moderating Variables in Banking Companies on the Indonesia Stock Exchange. International Journal Of Social and Management Studies (IJOSMAS), 3(3), 137–149. https://e-jurnal.lppmunsera.org/index.php/JKK/article/view/4002%0Ahttps://e-jurnal.lppmunsera.org/index.php/JKK/article/download/4002/1923

Indrastiti, N. (2014, August 30). Saham bank menjadi motor utama IHSG. Kontan.Co.Id. https://amp.kontan.co.id/news/saham-bank-menjadi-motor-utama-ihsg

Kasmir. (2014). Bank dan Lembaga Keuangan Lainnya. Jakarta: RajaGrafindo Persada.

Martono, R. P. D., & Arifin, Z. (2019). Stock Price Response to Bank ’ s Health Components Information : Study on Banks Listed in Indonesia Stock Exchange. Proceeding of The 3rd International Conference on Accounting, Business & Economics (UII-ICABE 2019), 2016, hlm.194-200. https://journal.uii.ac.id/icabe/article/view/14707/9930

Medyawicesar, H., Tarmedi, E., & Purnamasari, I. (2018). Analisis Komponen Tingkat Kesehatan Bank Terhadap Harga Saham Bank Umum Swasta Nasional Devisa Yang Terdaftar di Bursa Efek Indonesia Periode 2012-2016. Journal of Business Management Education, 3(1), hlm.21-31.

Naftali, S. C., Saerang, I. S., Tulung, J. E., Manajemen, J., Sam, U., & Manado, R. (2018). Pengaruh Tingkat Kesehatan Bank Terhadap Harga Saham Perbankan Yang Terdaftar Di Bursa Efek Indonesia Periode 2012-2016. Jurnal EMBA: Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 6(4), hlm.2498-2507. https://doi.org/10.35794/emba.v6i4.21024

Nugroho, M., Halik, A., & Arif, D. (2020). Effect of CAMELS Ratio on Indonesia Banking Share Prices. Journal of Asian Finance, Economics and Business, 7(11), 101–106. https://doi.org/10.13106/jafeb.2020.vol7.no11.101

Pasopati, G. (2015, December 2). Diterpa Kasus Suap, Saham Bank Pundi Anjlok 8,47 Persen. CNNIndonesia.Com. https://www.cnnindonesia.com/ekonomi/20151202174740-92-95556/diterpa-kasus-suap-saham-bank-pundi-anjlok-847-persen

Puspitaningtyas, Z. (2019). Empirical evidence of market reactions based on signaling theory in Indonesia Stock Exchange. Investment Management and Financial Innovations, 16(2), hlm.66-77. https://doi.org/10.21511/imfi.16(2).2019.06

Salsabilla, B., & Yunita, I. (2020). Pengaruh Tingkat Kesehatan Bank Terhadap Harga Saham Perbankan Umum Konvensional Terdaftar Di Bei 2014-2018. Jurnal Manajemen Bisnis Krisnadwipayana, 8(2), hlm.92-103. https://doi.org/10.35137/jmbk.v8i2.426

Stella, L. A., & Puspitasari, R. (2019). Analysis of Bank Rating with RGEC Method. Atlantis Press, 143(Isbest 2019), hlm. 240-245.

Sudarmanto, E., Susanti, E., Revida, E., Pelu, M. F. A., Purba, S., Astuti, Purba, B., Silalahi, M., Anggusti, M., Sipayung, P. D., & Krisnawati, A. (2021). Good Corporate Governance (GCG) (A. Karim & J. Simarmata (eds.)). Jakarta: Yayasan Kita Menulis.

Sukesti, F., Ghozali, I., Fuad, F., Almasyhari, A. K., & Nurcahyono, N. (2021). Factors Affecting the Stock Price: The Role of Firm Performance. Journal of Asian Finance, Economics and Business, 8(2), hlm.165-173. https://doi.org/10.13106/jafeb.2021.vol8.no2.0165

Sumantri, M. B. A. (2020). The Influence of Financial Performances Toward Stock’s Price of State-Owned Bank Listed on the Indonesia Stock Exchange. PalArch’s Journal of Archeology of Egypt, 17(10), hlm. 3046-3053.

Suyono. (2018). Analisis Regresi Untuk Penelitian. Jakarta: Deepublish.

Tho’in, M., Irawati, T., & Lee, M. (2018). Risk and Financial Health Level of Shariabanking. Journal Research and Analysis: Economy, 1(1), hlm.19-26. https://journal.stkipsingkawang.ac.id/index.php/JRAE/article/view/475

Virany, C. A. N., & Dillak, V. J. (2021). Pengaruh Tingkat Kesehatan Bank Terhadap Harga Saham ( Studi Pada Perusahaan Sub Sektor Bank yang Terdaftar di Bursa Efek Indonesia The Influence of Bank Health Level on Stock Price (Study on Bank Sub-sector Companies Listed on the Indonesia Stock Excha. 8(5), hlm.5481-5486.

Widagdo, B., Jihadi, M., Bachitar, Y., Safitri, O. E., & Singh, S. K. (2020). Financial Ratio, Macro Economy, and Investment Risk on Sharia Stock Return. Journal of Asian Finance, Economics and Business, 7(12), hlm. 919-926. https://doi.org/10.13106/JAFEB.2020.VOL7.NO12.919

Wulandari, D., Bukit, R., & Absah, Y. (2019). Analysis of Factors Affecting Stock Prices Through Capital Adequacy Level In Conventional Commercial Banks Listed on Indonesia Stock Exchange in 2015-2017. International Journal of Public Budgeting, Accounting, and Finance (IJPBAF), 2(4), 1–14.

Downloads

Published

2022-09-30