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2010 TA PP BETA ANDRIAWAN 1-COVER.pdf

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2010 TA PP BETA ANDRIAWAN 1-BAB 1.pdf
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2010 TA PP BETA ANDRIAWAN 1-BAB 2.pdf
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2010 TA PP BETA ANDRIAWAN 1-BAB 3.pdf
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2010 TA PP BETA ANDRIAWAN 1-BAB 4.pdf
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2010 TA PP BETA ANDRIAWAN 1-BAB 5.pdf
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2010 TA PP BETA ANDRIAWAN 1-PUSTAKA.pdf
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This research is conducted to know the effect of Bank Financial Ratios to Bank Stock Return. The population for this research is the public listed bank in Indonesia which until this research is made; there are 29 public listed banks. The research is conducted in 5 years time period, from 2005 until 2009, (quarterly data). There are 18 banks fulfilling the criteria to become the sample bank, which already listed since 2005 or before 2005 and have sufficient financial data. The research uses multiple regression analysis using SPSS 17 software. The bank quarterly financial ratios data is taken form Bank Indonesia official website.The data used are 13 Bank Financial Ratios which are Capital Adequacy Ratio (CAR), Fixed Asset to Capital Ratio, Non Performing Earning Assets. Allowance for Losses on Earning Assets to Earning Assets, Allowance for Losses on Earning Assets to Required Allowance on Earning Assets, Non Performing Loan (NPL), Return on Asset (ROA), Return on Equity (ROE), Net Interest Margin (NIM), Operational Expense to Operational Income Ratio, Loan to Deposit Ratio (LDR), Statutory Reserve Requirement, and Net Open Position. The ratios will be used as the independent variables in the Multiple Linear Regression, and the bank stock return for the dependent variable. Bank stock return will be counted using geometric return method for quarterly period.