ANALISIS RASIO KEUANGAN TERHADAP RETURN SAHAM SEKTORFOOD AND BEVERAGE

Abstract

The objective of this study is toexamine the influence of Net Profit Margin, Current Ratio,
Debt to Equity Ratio, Inventory Turnover and Price Earning Ratio against to stock return on the
manufactur companies of Food and Beverages Sectors periode 2010-2014 partially. The population
in this research were the companies on Food and Beverages Sectors was listed in Indonesia Stock
Exchange periode 2010-2014 and for the sampel were 6 companies by purposive sampling
methode.
Independent variabel in this research were Net Profit Margin, Current Ratio, Debt to Equity
Ratio, Inventory Turnover and Price Earning Ratio. Dependent variabel were stock return. The
analysis technique used multiple regression analysis and hypotheses test used T-test. It also made
the classic assumption test covering multicollinierity test, autocorrelation test, normally test, and
heteroskedasticity test.
In this research, partial NPM, CR, DER, ITO, and PER have not significant influence on the
food and baverages company’s stock return. Significance value of NPM 0,142 with α = 0,05 where
sig (0,142) > α (0,05), value of CR 0,851 with α = 0,05 where sig (0,851) > α (0,05), value of DER
0,916 with α = 0,05 where sig (0,916) > α (0,05), value of ITO 0,586 with α = 0,05 where sig (0,586)
> α (0,05), and value of PER 0,767 with α = 0,05 where sig (0,767) > α (0,05).