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ABSTRAKTesis ini meneliti tentang keefektifan metode penilaian kinerja suatu perusahaan
dalam mengukur fluktuasi pada return saham. Penelitian dilakukan terhadap 30
perusahaan yang bergerak dalam sektor barang konsumsi (consumer goods
industry) dengan rentang waktu selama lima tahun, yaitu dari tahun 2010 hingga
tahun 2014. Variabel yang digunakan dalam penelitian ini adalah return saham
sebagai variabel dependen dan Residual Income, Economic Value Added, Market
Value Added, EVA Margin, dan EVA Momentum sebagai variabel independen.
Data yang diperoleh dianalisis menggunakan regresi linear sederhana dengan dua
metode, yaitu Panel EGLS (Cross-section weights) dan Panel Least Squares
(Fixed Effect). Hasil dari penelitian ini adalah pengaruh variabel independen
terhadap variabel dependen berbeda-beda tergantung pada subsektor manakah
perusahaan yang diteliti berada.
ABSTRACTThis thesis examines the effectiveness of a company?s performance measurement
methods to measure fluctuations in the stock price. Study was conducted on 30
companies which engaged in the consumer goods industry with the time span of
five years, which is from 2010 to 2014. Variables used in this study are the stock
return as the dependent variable and Residual Income, Economic Value Added,
Market Value Added, EVA Margin, and EVA Momentum as independent
variables. Data were analyzed using simple linear regression with two methods,
Panel EGLS (Cross-section weights) and Panel Least Squares (Fixed Effect). The
result of this study is the influence of the independent variables on the dependent
variable varies depending on company?s sub-industry category, This thesis examines the effectiveness of a company’s performance measurement
methods to measure fluctuations in the stock price. Study was conducted on 30
companies which engaged in the consumer goods industry with the time span of
five years, which is from 2010 to 2014. Variables used in this study are the stock
return as the dependent variable and Residual Income, Economic Value Added,
Market Value Added, EVA Margin, and EVA Momentum as independent
variables. Data were analyzed using simple linear regression with two methods,
Panel EGLS (Cross-section weights) and Panel Least Squares (Fixed Effect). The
result of this study is the influence of the independent variables on the dependent
variable varies depending on company’s sub-industry category]
T-Andreas.pdf :: Unduh