Pengaruh Dividend Yield, Price Earnings Ratio, Firm Size Dan Research and Development Intensity Terhadap Stock Return Perusahaan Manufaktur Yang Terdaftar Di BEI Pada Tahun 2010-2014

RIZKIA RAHMANISSA A., Indra Wijaya Kusuma, Prof., Dr., MBA.

2016 | Tesis | S2 Manajemen

Penelitian ini bertujuan untuk menganalisis pengaruh dividend yield, price earnings ratio, firm size dan research and development intensity terhadap stock return. Penelitian ini menggunakan data perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia (BEI) pada tahun 2010-2014 dengan jumlah sampel sebanyak 107 perusahaan. Berdasarkan hasil penelitian diketahui bahwa terdapat pengaruh positif antara dividend yield dan firm size terhadap stock return perusahaan manufaktur sedangkan price earnings ratio dan research and development intensity tidak berpengaruh terhadap stock return perusahaan manufaktur.

The purpose of this study was to analyze the effect of the dividend yield, price earnings ratio, firm size and research and development intensity to the stock return. This study uses data manufacturing companies listed in Indonesia Stock Exchange (BEI) in 2010-2014 with a total sampel of 107 companies. Based on the result of the research and can be concluded that dividend yield and firm size have significant affect to stock return while the price earnings ratio and research and development intensity had not affect to stock return of manufacturing companies.

Kata Kunci : dividend yield, price earnings ratio, firm size dan research and development intensity