Fauzan, Evan Azhar (2022) Perbandingan Metode Regresi Komponen Utama Dan Regresi Ridge Pada Analisis Pengaruh Rasio Keuangan Profitabilitas Terhadap Harga Saham Perusahaan Perbankan. Other thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Investasi saham telah menjadi pilihan banyak orang terutama di zaman sekarang ini. Pastinya perlu cermat dalam melakukan investasi saham suatu perusahaan, yaitu dengan melihat kinerja keuangan perusahaan. Salah satu indikator penting untuk menilai prospek kinerja perusahaan di masa mendatang yaitu dengan melihat rasio profitabilitas yang dapat diperoleh dari laporan keuangan perusahaan. Bila investor menjadikan rasio profitabilitas sebagai indikator dalam pengambilan keputusan, maka investor dapat membeli harga saham yang tepat untuk di investasikan. Pada penelitian ini, akan digunakan data rasio profitabilitas, diantaranya yaitu Return on Assets (ROA), Return on Equity (ROE), Operating Profit Margin (OPM), Net Profit Margin (NPM) dan Earning per Share (EPS) serta data harga saham dari salah satu perusahaan perbankan yang terdaftar di Bursa Efek Indonesia periode 2009-2018 yang mengandung masalah multikolinieritas yaitu PT Bank Mandiri Tbk. Untuk mengetahui bagaimana pengaruh rasio profitabilitas terhadap harga saham, maka akan dilakukan metode regresi komponen utama dan regresi ridge yang merupakan metode regresi yang tepat untuk mengatasi masalah multikolinieritas pada data rasio profitabilitas. Hasil penelitian menunjukkan bahwa pada metode regresi komponen utama didapatkan rasio ROA dan ROE berpengaruh positif terhadap harga saham PT Bank Mandiri Tbk, rasio ROE dan OPM berpengaruh negatif terhadap harga saham PT Bank Mandiri Tbk, serta rasio NPM tidak berpengaruh secara signifikan terhadap harga saham PT Bank Mandiri Tbk. Untuk hasil penelitian pada metode regresi ridge didapatkan rasio ROA, NPM, dan EPS berpengaruh positif terhadap harga saham PT Bank Mandiri Tbk, sedangkan rasio ROE dan OPM berpengaruh negatif terhadap harga saham PT Bank Mandiri Tbk. Kemudian berdasarkan kriteria nilai R�Square terbesar dan nilai MSE terkecil maka diperoleh regresi ridge sebagai metode terbaik dalam mengatasi masalah multikolinieritas pada kasus data rasio profitabilitas PT Bank Mandiri Tbk
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Stock investment has become the choice of many people, especially in today's era. Of course, you need to be careful in investing in a company's shares, namely by looking at the company's financial performance. One of the important indicators to assess the prospect of a company's performance in the future is to look at the profitability ratios that can be obtained from the company's financial statements. If investors use the profitability ratio as an indicator
in making decisions, investors can buy the right stock price to invest. In this study, profitability ratio data will be used, including Return on Assets (ROA), Return on Equity (ROE), Operating Profit Margin (OPM), Net Profit Margin (NPM) and Earning per Share (EPS) as well as stock price data. from one of the banking companies listed on the Indonesia Stock Exchange for the period 2009-2018 which contains multicollinearity problems, namely PT Bank Mandiri Tbk.
To find out how the effect of profitability ratios on stock prices, principal component regression and ridge regression methods will be carried out which are appropriate regression methods to overcome the problem of multicollinearity in the profitability ratio data. The results showed that the principal component regression method found that the ROA and ROE ratios had a positive effect on the stock price of PT Bank Mandiri Tbk, the ROE and OPM ratios had a negative effect on the stock price of PT Bank Mandiri Tbk, and the NPM ratio had no significant effect on the stock price of PT Bank Mandiri Tbk. For the results of the research on the ridge regression method, the ROA, NPM, and EPS ratios have a positive effect on the stock price of PT Bank Mandiri Tbk, while the ROE and OPM ratios have a negative effect on the stock price of PT Bank Mandiri Tbk. Then based on the criteria for the largest R-Square value and the smallest MSE value, ridge regression was obtained as the best method in overcoming the multicollinearity problem in the case of PT Bank Mandiri Tbk's profitability ratio data.
| Item Type: | Thesis (Other) |
|---|---|
| Additional Information: | RSAk 519.536 Fau p-1 2022 |
| Uncontrolled Keywords: | Harga Saham, Rasio Profitabilitas, Regresi Komponen Utama, Regresi Ridge, Multikolinieritas, Stock Price, Profitability Ratio, Principal Component Regression, Ridge Regression, Multicollinearity |
| Subjects: | Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression |
| Divisions: | Faculty of Mathematics, Computation, and Data Science > Actuaria > 94203-(S1) Undergraduate Thesis |
| Depositing User: | Mr. Marsudiyana - |
| Date Deposited: | 26 Nov 2024 04:01 |
| Last Modified: | 26 Nov 2024 04:01 |
| URI: | http://repository.its.ac.id/id/eprint/115835 |
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