Skripsi
PENGGUNAAN REGRESI PRINCIPAL COMPONENT ANALYSIS UNTUK MENENTUKAN FAKTOR - FAKTOR YANG BERPENGARUH TERHADAP RETURN SAHAM (STUDI PADA SUB SEKTOR BANK YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015-2020).
The purpose of the research is to determine what factors influence the stock return of bank sub-sector companies listed on the Indonesia Stock Exchange for the 2015-2020 period using regression principal component analysis (PCA). The data analysis techniques using the regression method Principal Component Analysis (PCA) with the number of factors based on eigenvalue. Based on the results of research using the PCA method in this study, which of the 10 independent variables that influence stock return of bank sub-sector companies, formed by 3 main factors which are formed based on eigenvalue more than one, namely macroeconomic factors, financial performance factors, and market condition factors. Factors that influence stock return of bank company is risk. Influence risk is in the third factor (PC3), namely the factor of market conditions and has a significant positive influence on stock return. Meanwhile, factors that have no significant effect on stock return of bank companies, namely macroeconomic factors and financial performance factors.
Inventory Code | Barcode | Call Number | Location | Status |
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2307001585 | T95196 | T951962023 | Central Library (Referens) | Available |
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