Pengaruh Financial Distress dan Financial Leverage terhadap Harga Saham Pada Perusahaan Telekomunikasi yang Terdaftar Di Bursa Effek Indonesia Periode 2012-2017

Lailiyah, Tinwarul Nur (2019) Pengaruh Financial Distress dan Financial Leverage terhadap Harga Saham Pada Perusahaan Telekomunikasi yang Terdaftar Di Bursa Effek Indonesia Periode 2012-2017. Undergraduate thesis, Untag 1945 Surabaya.

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Abstract

Telecommunications companies are one of the important sectors in infrastructure development in Indonesia. But when economic growth in Indonesia improves, the phenomenon that occurs in the growth of the telecommunications industry actually slows down due to changes in communication trends. So that it can affect the value of the company itself which can impact the stock price. If the company achieves good performance, then the company's shares will be in demand by many investors. The research objectives to be achieved in accordance with the formulation of the problem described above is to find out, analyze and answer the role of financial distress and financial leverage on the prices of telecommunications companies listed on the Indonesia Stock Exchange. This study took 5 sample companies with the period 2012-2017 by taking secondary data. The type of research used is quantitative research. The final result of this study is causal research, namely to find a causal relationship of the variables studied. The results of the calculation of the multiple correlation coefficient (R) is 0.476 which shows the closeness of the relationship between the classic assumption test results show that financial distress and financial leverage on stock prices are included in the criteria that are quite strong. While the calculation of the determination coefficient (R2) shows 23% of the variation in stock prices explained by financial distress (Z-score) and financial leverage (DER). While the remaining 77% is explained by other factors. To test the classical assumptions this research has fulfilled, among others: 1). The residuals of the two regression models are normally distributed. 2). There is no multicolonity between independent variables. 3). There is no autocorrelation. 3). There is no heteroscedasticity. On the results of the partial test (t test) and simultaneous test (F test) which answers the hypothesis concluded that, financial distress (X1) partially has a significant effect on stock prices (Y). While financial leverage (X2) does not have a partial significant effect on stock prices. For simultaneous testing of financial distress and financial leverage together have a significant effect on stock prices.

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