ANALISIS FUNDAMENTAL, TEKNIKAL DAN MAKROEKONOMI HARGA SAHAM SEKTOR PERTANIAN

Abstract

Abstrak Penelitian ini bertujuan untuk mengetahui pengaruh dari analisis fundamental, teknikal, dan faktor ma-kroekonomi terhadap harga saham sektor pertanian. Metode yang digunakan adalah metode regresi panel de-ngan lama penelitian antara bulan Februari 2013 sampai dengan April 2013. Hasil penelitian menunjukan bahwa faktor Book Value per Share (BVS), Price to Book Value (PBV), Debt to Equity Ratio (DER), tren har-ga saham, BI rate, harga minyak dunia, dan kurs rupiah memberikan pengaruh signifikan terhadap harga sa-ham sektor pertanian pada level 1%. Abstract This study aimed to determine the effect of fundamental analysis, technical and macroeconomic factors on agricultural sector stock prices. The method used was panel data regression with time period between Fe-bruary 2013 to April 2013. The results of this study indicated that factors Book Value per Share (BVS), Price to Book Value (PBV), Debt to Equity Ratio (DER), stock price tren, BI rate, world oil prices, and exchange rate has significant impact on the agricultural sector stock price at the level of 1%.