Manajemen S-1, Vol. 1 (2013) No. 1

Kinerja Keuangan Perusahaan, Inflasi, Nilai Tukar Dan Return Saham Perusahaan Property Dan Real Estate

Alisa Yulianti

Abstract

The aim of this research is to empirically study the effect of financial performance variables such as Earnings Per Share (EPS), Return On Assets (ROA), Debt to Equity Ratio (DER), the effect of macroeconomic variables such as inflation and exchange rate toward stock return of the property and real estate companies that listed in Indonesia Stock Exchange (JSX) for period 2008-2011. The data is sampled using purposive sample judgement method. From 28 companies listed on JSX only 17 are used as samples for this research. Data analysis with multiple linear regression by using SPSS program (Statistical Program for Social Science). The result states that EPS has positive significant effect toward stock return. Inflation has negative significant effect toward stock return. ROA, DER and exchange rate don’t have significant effect toward stock return.

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