ANALISIS FUNDAMENTAL ATAS VOLUME PERDAGANGAN SAHAM PADA PERUSAHAAN PUBLIK SUB SEKTOR OTOMOTIF PERIODE 2012-2016

Abstract

The study entitled "Fundamental Analysis on Stock Trading Volume in Public Companies Sub Sector Automotive Period 2012-2016". The purpose of the research is to know the effect of fundamental factors consist of earning per share, price book value, price earning ratio, return on equity, debt to equity ratio, dan dividen yield on stock trading volume in public companies sub sector automotive period 2012-2016.

The population of this research are 13 public companies sub sector automotive and the sample that used in this research are 10 public companies sub sector automotive by using purposive sampling method with observation period around 2012-2016. Sources of secondary data in this research came from the web Bursa Efek Indonesia. The statistic method of this research was used multiple linear analysis.

The results of the test showed that determination coefficient test is 26,8% which means the volume of stock trading can be explained by the variable earning per share, price book value, price earning ratio, return on equity, debt to equity ratio, dan dividen yield while the remaining 73,2% is explained by other variables not included in this regression model. The conclusion of this research is that price book value (PBV) and return on equity (ROE) had significant effect to stock trading volume, while price earning ratio (PER), earnings per share (EPS), debt to equity ratio (DER), and dividend yield (DY) had no significant effect on stock trading volume.