TITLE

Analisis Pengaruh Rasio Camel Terhadap Harga Saham Perbankan di Bursa Efek Indonesia

Abstract

Financial crisis that occurred in United States (US) and Europe still has significant impact to Indonesia Stock Exchange, not least the banking sub-sector of financial sector. Growing negative sentiment in the global markets of America, Europe, and Asia a little more simply pressing Composite Stock Price Index (CSPI). As one options of investment, banking performance as reflected in the financial ratios, observed sufficient investor. Financial ratios CAMEL method or the Capital, Assets, Management, Earnings, Liquidity can be used as a method to assess the healthy of the bank, where the future of the bank will affect the development level of a bank's stock price. This study was conducted to analyze the influence of variables that represent the ratio of CAMEL such as CAR,NPL, ROA, ROENIM, OE,LDR,on the stockprice of banking listed on the Indonesia Stock Exchange during period from 2005 to 2014. Management aspect does not fall within the scope because of the limitations of the data, so that will be used is the ratio that represents Capital, Assets, Earnings and Liquidity. Based on the analysis and discussion in the previous chapters, it can be drawn some conclusions of research on CAMEL on share prices of banking, among others: From the SPSS to 7 independent variables (CAR,NPL, ROA, ROENIM, OE,and LDR) shows that R Square = 0.567, which means 56.7% the price of shares to 11 banks can be explained by the variable.

Keywords

CAMEL ratios, stock quotes, stock exchange Indonesia

Proposed Year

2015

Budget Year

2015

Contract Number

044.A/VR.RTT/V/2015

Funding Company

BINUS

Researcher

  • Rini Kurnia Sari
  • R. Roy Kuntjoro Setyowibowo

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