Implementasi Regresi Linear Berganda untuk Mengidentifikasi Pengaruh ROA, ROE, dan NPM Terhadap Harga Saham di PT Bank Tabungan Negara

Shrinishaa, Rajni and Gunawan, Elbert Vito (2024) Implementasi Regresi Linear Berganda untuk Mengidentifikasi Pengaruh ROA, ROE, dan NPM Terhadap Harga Saham di PT Bank Tabungan Negara. Project Report. [s.n.], [s.l.]. (Unpublished)

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Abstract

Penelitian ini bertujuan untuk mengidentifikasi dan menganalisis pengaruh Return on Assets (ROA), Return on Equity (ROE), dan Net Profit Margin (NPM) terhadap harga saham PT Bank Tabungan Negara (Persero) Tbk. Data yang digunakan merupakan data sekunder dari laporan keuangan perusahaan periode 2020 hingga 2023. Metode analisis yang digunakan adalah regresi linear berganda dengan dukungan uji asumsi klasik seperti normalitas, multikolinearitas, autokorelasi, dan linearitas. Hasil analisis menunjukkan bahwa variabel ROA memiliki pengaruh negatif signifikan terhadap harga saham, sementara ROE dan NPM berpengaruh positif signifikan. Model regresi yang dihasilkan memiliki nilai koefisien determinasi (R²) sebesar 79,6%, yang mengindikasikan bahwa ketiga rasio keuangan tersebut mampu menjelaskan variasi harga saham secara substansial. Temuan ini dapat menjadi dasar pertimbangan investor dalam mengambil keputusan investasi terhadap saham perusahaan.
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This study aims to identify and analyze the effect of Return on Assets (ROA), Return on Equity (ROE), and Net Profit Margin (NPM) on the stock price of PT Bank Tabungan Negara (Persero) Tbk. The data used is secondary data from the company’s financial statements during the 2020–2023 period. The analysis method applied is multiple linear regression, supported by classical assumption tests such as normality, multicollinearity, autocorrelation, and linearity. The results indicate that ROA has a significant negative effect on stock price, while ROE and NPM have significant positive effects. The resulting regression model shows a coefficient of determination (R²) of 79.6%, suggesting that the three financial ratios explain a substantial portion of the stock price variation. These findings provide useful insights for investors in making informed investment decisions regarding the company’s stock.

Item Type:	Monograph (Project Report)
Uncontrolled Keywords:	ROA, ROE, NPM, harga saham, regresi linear berganda, ROA, ROE, NPM, stock price, multiple linear regression
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:	Elbert Vito Gunawan
Date Deposited:	28 Jul 2025 08:53
Last Modified:	28 Jul 2025 08:53
URI:	http://repository.its.ac.id/id/eprint/121716

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