Pengaruh Capital Adequacy Ratio (CAR), Return On Asset (ROA), dan Loan to

Deposit Ratio (LDR) terhadap Return Saham pada Perusahaan Perbankan yang
terdaftar di BEI periode 2014-2018

Nama
NIM
Dosen Pembimbing :
 FENOMENA.

sumber : Data sekunder yang di olah 2019.

Gambar 1.1
Pergerakan Return Saham Perbankan yang terdaftar di Bursa Efek Indonesia periode 2014-
2018.
 Rumusan Masalah

→ Capital Adequacy Ratio (CAR)

Apakah → Return On Asset (ROA)

terhadap
Return saham
Terdapat pada perusahaan

Pengaruh → Loan to Deposit Ratio (LDR) perbankan yang

terdaftar di BEI
periode
→ Capital Adequacy Ratio (CAR), Return 2014-2018 ?
On Asset (ROA), dan Loan to Deposit
Ratio (LDR)
TINJAUAN PUSTAKA

Capital Adequacy Ratio

(CAR)

Return On Asset (ROA)

Loan to Deposit Ratio

(LDR)

Return Saham
 Penelitian Terdahulu

Peneliti Variabel terikat Hasil

No Variable Bebas (X)
(Tahun ) (Y) Penelitian

X1 = Capital Adequacy Ratio (CAR)

Pe
ng
X1 = -
aru
h
Lo
an

X2 = +
to

X2 = Loan to Deposit Ratio (LDR)

De
po
sit

Y
Ra
tio
(L
DR

1 Latief Maftuhah (2015)

),
Ca
pit

X3 = -
al

X3 = Net Interest Margin (NIM) Return Saham

Ad
eq
ua
cy
Ra
tio
(C Sri
AR Ay
Ti
), em
Ret da
Ret ,
ur k
ur Sri

X4 = +
LD n Be
2 n Wa
R Sa rpe
on hy
ha ng

X4 = Net Profit Margin (NPM)

As uni
m aru
set (2
h
(R 01
O 7)
A),
Da
n
No
n
Pe
rfo

X1 = -
rm
ing

X1 = Loan to Deposit Ratio (LDR)

Lo
an
(N
PL
)
Ter

Y
ha
da
p
Ret

X2 = +
ur
n
sa

X2 = Capital Adequacy Ratio (CAR)

ha

Return Saham
m.

Sri Ayem, Sri Wahyuni

2
(2017) X3 = +
X3 = Return On Asset (ROA)
Be

X4 = -
rpe
ng

X4 = Non Performing Loan (NPL)

aru
h
po
CA siti
R f
da
n
sig
nif
ika
n

Ni Luh Putu Dewi Sunari X1 = Capital Adequacy Ratio (CAR) X1 = +

Setyarini & Henny
Be
rpe
Y
X2 = +
ng
aru

3 X2 = Net Profit Margin (NPM)

h

Return Saham
po
RO siti
A f

Rahyuda
da
n
sig
nif
ika
n

(2017) X3 = Loan to Deposit Ratio (LDR) Ti

da
X3 = +
k
NP Be
L rpe
ng

X1 = Price Earning Ratio (PER) X1 = -

aru
h

Y
Any Rustia Dewi X2 = Price to Book Value (PBV) X2 = -
4 Return Saham
(2018)
X3 = Loan to Deposit Ratio (LDR) X3 = +
Kerangka Perusahaan Perbankan yang terdaftar di Bursa Efek
Pemikiran Indonesia periode 2014 -2018

Laporan keuangan ( Neraca dan L/R )

Variabel Independen Variabel Dependen

Capital Adequacy Ratio(X1)

Return On Asset (X2) Return Saham (Y)

Loan to Deposit Ratio (X3)

Uji Asumsi Klasik => Normalitas, Autokorelasi, . Uji

Regresi Linear Berganda :
Multikoloniaritas,Heterokedastisitas. Y = α + b1x1+b2x2+ b3x3+e
   

Pengaruh Capital Adequacy Ratio(X1), Return On Asset (X2) Loan to

Deposit Ratio (X3) Terhadap Return Saham (Y)
 HIPOTESIS

H1: Capital Adequacy Ratio (CAR) berpengaruh terhadap Return Saham.

H2: Return On Asset (ROA) berpengaruh terhadap Return Saham.

H3 : Loan to Deposit Ratio (LDR) berpengaruh terhadap Return Saham.

H4 : Capital Adequacy Ratio (CAR), Return On Asset (ROA) dan Loan to Deposit
Ratio (LDR) berpengaruh terhadap Return Saham.
 Obyek dan Waktu Variabel Penelitian
Desain Penelitian Penelitian

 Deskriptif Perusahaan Perbankan  Independent

yang terdaftar  Dependent
 Asosiatif
di BEI 2014-2018
 Operasionalisasi Variabel

Capital Adequacy
Ratio (CAR)=

Modal x 100 %
Return On Asset (ROA)=

Laba Bersih setelah pajak x 100 %

ATMR
Total Asset
Loan to Deposit Ratio
(LDR) =

Total Kreditx 100 %

Total DPK Return Saham =

ܲെܲ ͳ െܲ◌ͳെܲͳ‫ݐ‬
ͳܲ◌െ‫ͳݐ‬
 Teknik pengumpulan
Teknik Pengambilan Teknik Analisis Data
Data
Sampel

 Statistik Deskriptif
 Data Sekunder  Populasi  Uji Asumsi Klasik
 Sampel  Regresi Linear Berganda
 Koefisien Determinasi
 Uji Hipotesis
 Daftar Nama Perusahaan Sampel Penelitian
Tanggal tercatat di
No Kode Nama Perusahaan
BEI
1 BBCA Bank Central Asia Tbk 31 May 2000

2 BBNI Bank Negara Indonesia Tbk 25 November 1996

3 BBRI Bank Rakyat Indonesia Tbk 10 November 2003
4 BBTN Bank Tabungan Negara Tbk 06 December 1998

5 BDMN Bank Danamon Indonesia Tbk 25 November 1996

6 BJBR Bank Pembangunan Daerah Jawa Barat Tbk 08 July 2010

7 BJTM Bank Pembangunan Daerah Jawa Timur Tbk 12 July 2012

8 BMRI Bank Mandiri Tbk 14 July 2003

9 BNGA Bank Cimb Niaga Tbk 29 November 1989

10 BNII Bank Maybank Indonesia Tbk 21 November 1989

11 BTPN Bank Tabungan Pensiunan Nasional Tbk 13 March 2008

12 MEGA Bank Mega Tbk 17 April 2000
13 NISP Bank OCBC NISP Tbk 20 October 1994

14 PNBN Bank Pan Indonesia Tbk 29 December 1982

Teknik Analisa Data

Hasil Analisis Statistik Deskriptif

Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
CAR (X1) 70 14.64 26.21 19.9644 3.01528
ROA (X2) 70 .50 3.13 1.7484 .67498
LDR (X3) 70 58.37 136.78 91.4597 11.75407
Return Saham (Y) 70 -.54 3.61 .2164 .58896
Valid N (listwise) 70
Hasil Uji Asumsi Klasik

1. Hasil Uji Normalitas

One-Sample Kolmogorov-Smirnov Test
CAR ROA LDR Return
(X1) (X2) (X3) Saham (Y)
N 70 70 70 70
Normal Parametersa,b Mean 19.8434 1.6604 87.3341 .0239
Std. 3.06089 .73255 11.52919 .32591
Deviation
Most Extreme Absolute .096 .106 .130 .052
Differences Positive .096 .106 .063 .046
Negative -.062 -.059 -.130 -.052
Test Statistic .096 .106 .130 .052
Asymp. Sig. (2-tailed) .179c .048c .005c .200c,d
a. Test distribution is Normal.
b. Calculated from data.
c. Lilliefors Significance Correction.
d. This is a lower bound of the true significance.
Hasil Uji Asumsi Klasik

2. Hasil Uji Autokorelasi 3. Hasil Uji Multikolinearitas

Model Summaryb Coefficientsa

Adjusted R Std. Error of the

Model R R Square Durbin-Watson Unstandardized Standardized Collinearity
Square Estimate
Coefficients Coefficients Statistics
1 .471a .222 .187 .29390 2.142
Model B Std. Error Beta t Sig. Tolerance VIF
a. Predictors: (Constant), LDR (X3), CAR (X1), ROA (X2) 1 (Constant) -1.341 .381 -3.517 .001

b. Dependent Variable: Return Saham (Y) CAR (X1) .025 .012 .237 2.094 .040 .917 1.090

ROA (X2) .150 .052 .336 2.865 .006 .856 1.169

LDR (X3) .007 .003 .249 2.209 .031 .926 1.079

a. Dependent Variable: Return Saham (Y)

Teknik Analisa Data

4. Hasil Uji Heteroskedastisitas

 Teknik Analisa Data

Hasil Analisis Regresi Linear Berganda Uji Ajusted R Square (R2)

Coefficientsa
Model Summaryb

Unstandardized Standardized Collinearity Adjusted R Std. Error of the

Model R R Square Durbin-Watson
Coefficients Coefficients Statistics Square Estimate

Model B Std. Error Beta t Sig. Tolerance VIF 1 .471a .222 .187 .29390 2.142
1 (Constant) -1.341 .381 -3.517 .001
a. Predictors: (Constant), LDR (X3), CAR (X1), ROA (X2)

CAR (X1) .025 .012 .237 2.094 .040 .917 1.090

b. Dependent Variable: Return Saham (Y)

ROA (X2) .150 .052 .336 2.865 .006 .856 1.169

LDR (X3) .007 .003 .249 2.209 .031 .926 1.079

a. Dependent Variable: Return Saham (Y)

 Pengujian Hipotesis

1. Uji t (Parsial) 2. Uji F (Simultan)

Coefficientsa ANOVAa
Unstandardized Standardized Collinearity
Sum of
Coefficients Coefficients Statistics Model Squares df MeanSquare F Sig.
Model B Std. Error Beta t Sig. Tolerance VIF 1 Regression 1.628 3 .543 6.282 .001b
1 (Constant) -1.341 .381 -3.517 .001
Residual 5.701 66 .086
CAR (X1) .025 .012 .237 2.094 .040 .917 1.090 Total 7.329 69
ROA (X2) .150 .052 .336 2.865 .006 .856 1.169 a.DependentVariable: ReturnSaham (Y)
LDR (X3) .007 .003 .249 2.209 .031 .926 1.079 b. Predictors:(Constant), LDR(X3), CAR(X1), ROA(X2)
a. Dependent Variable: Return Saham (Y)
 KESIMPULAN
Capital Adequacy Ratio (CAR) berpengaruh signifikan terhadap Return
saham.

Return On Asset (ROA) berpengaruh signifikan terhadap Return saham.

Loan to Deposit Ratio (LDR) berpengaruh signifikan terhadap Return

saham

Capital Adequacy Ratio (CAR), Return On Asset (ROA), dan

Loan to Deposit Ratio (LDR) berpengaruh signifikan terhadap
Return Saham
TERIMAKASIH