FAKTOR-FAKTOR FUNDAMENTAL YANG MEMPENGARUHI RISIKO SAHAM (STUDI EMPIRIS PADA INDUSTRI PROPERTY YANG GO PUBLIC DI BURSA EFEK INDONESIA)

Abstract

ABSTRACT
This research aims to investigate the influence of fundamental factors that affect
the risk of shares (the empirical studies on industrial property and real estate that listed
in Indonesia Stock Exchange). The population in this study is industrial property that
Go-Public on BEI between 2015-2016. The sampling method used in this research is
purposive sampling method, obtained a sample of 37 companies.
The results showed that: a) Debt equity ratio, return on equity, earnings per
share, the price earnings ratio and operating profit margin effect simultaneous to share
risk, b) DER significantly influence the risk of Shares (Beta), c) ROE affects
significantly to Risk shares (Beta), d) EPS significantly influence the risk of shares
(Beta), e) PER does not affect the risk of shares (Beta), and f) OPM affect the stock Risk
(Beta)
Keywords: Debt equity ratio, return on equity, earnings per share, the price earnings
ratio and operating profit margin and risk