Analisis Pengaruh Tingkat Kesehatan Bank dengan Metode Risk Profile, Good Corporate Governance, Earnings, and Capital (RGEC) terhadap Return Saham Perbankan yang Terdaftar di Bursa Efek Indonesia Periode 2021-2025

Muhammad Zaky Maulana, Saiqa Ilham Akbar BS., S.E., M.Sc

2026 | Tugas Akhir | D4 PERBANKAN

Penelitian ini bertujuan untuk menganalisis pengaruh tingkat kesehatan bank dengan metode Risk Profile, Good Corporate Governance, Earnings, and Capital (RGEC) terhadap return saham perbankan yang terdaftar di Bursa Efek Indonesia periode 2021–2025. Variabel penelitian meliputi Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR), Good Corporate Governance (GCG), Return on Assets (ROA), Net Interest Margin (NIM), dan Capital Adequacy Ratio (CAR) sebagai variabel independen, serta return saham sebagai variabel dependen. Penelitian ini menggunakan pendekatan kuantitatif dengan metode regresi data panel. Sampel penelitian dipilih menggunakan teknik purposive sampling pada perusahaan perbankan yang terdaftar di Bursa Efek Indonesia periode 2021–2025. Analisis data dilakukan menggunakan perangkat lunak EViews. Hasil penelitian menunjukkan bahwa GCG, ROA, dan CAR berpengaruh signifikan terhadap return saham, sedangkan NPL, LDR, dan NIM tidak berpengaruh signifikan. Secara simultan, metode RGEC berpengaruh terhadap return saham perbankan di Bursa Efek Indonesia periode 2021–2025.

This study aims to analyze the effect of bank soundness using the Risk Profile, Good Corporate Governance, Earnings, and Capital (RGEC) method on the stock returns of banking companies listed on the Indonesia Stock Exchange during the 2021–2025 period. This study employs a quantitative approach using panel data regression analysis. The independent variables consist of Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR), Good Corporate Governance (GCG), Return on Assets (ROA), Net Interest Margin (NIM), and Capital Adequacy Ratio (CAR), while stock return serves as the dependent variable. The research sample was selected using a purposive sampling technique from banking companies listed on the Indonesia Stock Exchange during the 2021–2025 period, and the data were analyzed using EViews software. The results indicate that [adjust according to your findings] have a significant effect on stock returns, while [adjust according to your findings] have no significant effect on stock returns. Simultaneously, bank soundness measured using the RGEC method [has/does not have] a significant effect on the stock returns of banking companies listed on the Indonesia Stock Exchange during the 2021–2025 period.

Kata Kunci : Return saham, Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR), Good Corporate Governance (GCG), Return on Assets (ROA), Net Interest Margin (NIM), dan Capital Adequacy Ratio (CAR)