Pengaruh Fakto Fundamental Terhadap Harga Saham Syariah pada Perusahaan Yang Terdaftar di Jakarta Islamic Indek Periode 2011 – 2016 Pengaruh Fakto Fundamental Terhadap Harga Saham Syariah pada Perusahaan Yang Terdaftar di Jakarta Islamic Indek Periode 2011 – 2016

This research aims to determine the effect of return on asset, earnings per share, debt to equity ratio, and price to book value of sharia stock price in Jakarta Islamic Index partially or simultaneously. This research uses quantitative approach with multiple linier regression analysis using panel data. The analytical tool being used is Eviews 8.0 software. The population used in this study is a company registered in the Jakarta Islamic Index. While the sample research is 10 companies in Jakarta Islamic Index that meets the criteria of purposive sampling. The period of This research over the period of 6 years from 2011 - 2016. The result showed that return on asset, earnings per share, debt to equity ratio, and price to book value influence simultaneously and significant to sharia stock price. And partially variable earning per share and price to book value have positive and significant influence, return on asset variable have significant influence with negative direction, while variable of debt to equity ratio have negative effect not significant to shariah stock price at company registered in Jakarta Islamic Index 2011 – 2016 period.

Keywords: Sharia stock price, Return On Assets, Earning Per Share, and Debt to Equity Ratio

REFERENCES 

Al-Qur'an Al-Kariim. Terjemahan. Departemen Agama Islam

Anshori, Muslich & Sri Iswati. 2009. Metodologi Penelitian Kuantitatif. Surabaya: Pusat Penerbitan dan Percetakan Unair (AUP)

Cahyaningrum. Yustina Wahyu & Tiara widya Antikasari. 2017. "Pengaruh Earning Per Share, Price To Book Value, Return On Asset, dan Return On Equity Terhadap Harga Saham Sektor Keuangan”. Jurnal Economia, Vol.13, No. 2

Dwi Prastowo dan Rifka Julianti, 2002. Analisis Laporan Keuangan (Konsep dan Aplikasi), Edisi Revisi, Yogyakarta : YPKN.

Fathoni, Erik Mahfud. 2014. Pengaruh Faktor – Faktor Fundamental Terhadap Harga Saham Syariah Sektor Consumer Goods Di Bursa Efek Indonesia periode 2011-2013. Jakarta: Fakultas Syariah Dan Hukum UIN Syarif Hidayatullah

Jakarta Islamic Index (JII). www.sahamok.com

Kasmir. 2015. Analisis Laporan Keuangan. Jakarta: PT Raja Grafindo Persada.

Muhammad. 2014. Manajemen Keuangan Syariah. Yogyakarta; UPP STIM YKPN.

Novitasari, Puput. 2015. "Pengaruh Current Ratio, Total Asset Turnover, Debt to Equity Ratio, dan Return On Equity Terhadap Harga Saham Pada Perusahaan Yang Terdaftar Di JII Periode 2009 – 2013. Surabaya: Jestt Vol.2 No.4 April 2015

Otoritas Jasa Keuangan : https://ojk.go.id/

Perdana, Rizki Agustin Putri dkk. 2013. Pengaruh Return On Equity (ROE), Earning Per Share (EPS) dan Debt To Equity Ratio (DER) terhadap Harga Saham Syariah (Studi Pada Perusahaan Makanan dan Minuman yang Go Public di Bursa Efek Indonesia Periode 2008-2011). Malang: Jurnal Administrasi Bisnis (JAB)|Vol. 2 No. 1 Mei 2013|

Safitri, Abied Luthfi. 2013. Pengaruh Earning Per Share, Price Earning Ratio, Return On Asset, Debt To Equity Ratio dan Market Value Added terhadap Harga Saham dalam Kelompok 

Jakarta Islamic Index. Semarang: Universitas Negeri Semarang

Samsul, Muhamad. 2006. Pasar Modal Dan Manajemen Portofolio. Surabaya: Penerbit Erlangga.

Tandelin, Eduardus. 2010. Portofolio dan Investasi Teori dan Aplikasi. Yogyakarta: Kanisius (anggota IKAP).

Undang-undang Nomor 8 Tahun 1995 tentang Pasar Modal.2010. www.ojk.go.id

Undang-undang Republika Indonesia Nomor 25 Tahun 2007 Tentang pasar Modal. www.bi.go.id

Windarini, Ni Luh Putu. 2013. "Pengaruh Beberapa Faktor Fundamental Keuangan terhadap Harga Saham Pada Perusahaan Consumer Goods Yang Go Public di Pt. Bursa Efek Indonesia”

www.ksei.co.id

Yuliana, Indah. 2010. Investasi Produk Keuangan Syariah. Malang; UIN – Maliki Press.