Abstract :
Tujuan dari penelitian ini adalah untuk mengetahui bagaimana Earning Per
Share (EPS), Return On Equity (ROE), dan Debt toEquity Ratio (DER) memiliki
perngaruh terhadap harga saham perusahaan manufaktur sektor industri barang
konsumsi yang terdaftar di Bursa Efek Indonesia tahun 2012-2016. Penelitian ini
menggunakan pendekatan kuantitatif deskriptif, dimana pengukuran menggunakan
metode berbasis regresi linear berganda dengan Eviews 8.
Sampel ditentukan berdasarkan metode purpose sampling, dengan jumlah 12
perusahaan manufaktur. Sehingga total observasi pada penelitian ini sebanyak 60
observasi. Penelitian ini menggunakan data sekunder. Data diambil langsung dari
website resmi Bursa Efek Indonesia (BEI) www.idx.co.id dan www.sahamok.com.
Hipotesis diuji menggunakan uji t dengan hasil uji bahwa Earning Per Share (EPS),
dan Return On Equity (ROE) memiliki pengaruh positif dan signifikan terhadap
harga saham namun Debt to Equity Ratio (DER) tidak memiliki pengaruh terhadap
harga saham pada perusahaan manufaktur sektor industri barang konsumsi yang
terdaftar di Bursa Efek Indonesia (BEI) tahun 2012-2016. Tapi Earning Per Share
(EPS), Return On Equity (ROE), dan Debt to Equity Ratio (DER) secara bersama?sama memiliki pengaruh yang signifikan terhadap harga saham.
Kata kunci :Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity
Ratio(DER), Harga Saham
This study is aimed to test The Effect Earning Per Share (EPS), Return On
Equity (ROE), and Debt to Equity Ratio (DER) on stock price in Manufacturing
Companies Consumer Goods Industry that listed in Indoenesian Stock Exchange
from 2012-2016. This research uses descriptive quantitative approach, which is
measured using multiplelinear regression bassed method use Eviews 8.
Sample was determined by purposive sampling method, and get 12
manufacturing companies. So, total observation in this research are 60 observation.
The data used in this study are secondary data. It was collected by Indonesian Stock
Exchange (IDX) official website: www.idx.co.id and www.sahamok.com. Hypothesis
testing are using t test and the result are Earning Per Share (EPS), and Return On
Equity (ROE) has positive significantly effect on Stock Price however Debt to Equity
Ratio (DER) has no significantly effect in manufacturing companies consumer goods
industry that listes in Indonesian Stock Change (IDX) from 2012 to 2016. But
Earning Per Share (EPS), Return On Equity (ROE), and Debt to Equity Ratio
(DER) has significantly effect on Stock Price.
Keywords : Earning Per Share (EPS), Return On Equity (ROE), Debt to Equity
Ratio (DER), Stock Price