ANALISIS PENGARUH FAKTOR FUNDAMENTAL TERHADAP HARGA SAHAM PADA INDUSTRI SEKTOR KONSUMSI YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) TAHUN 2008-2011

Abstract

This research was conducted to prove there was a fundamental in influence on the
share price on the consumption sector industries listed in the Indonesia stock exchange. This
research uses the 30 companies with purposive sampling method. Observation period used is
from the years 2008-2011. This type of data is secondary data, with the multiple linear
regression analysis model. Based on the research result obtained Earning Per Share, Price
Earning Ratio, and Return On Equity variables effect positively and significantly to stock
prices while Debt to equity ratio variables has no effect on stock prices.
Keywords : Stock Prices, Eerning Per Share, Price Earning Ratio, Debt to Equity
Ratio, Return On Equity