Pengaruh Penilaian Tingkat Kesehatan Bank Menggunakan Risk Based Bank Rating (Rbbr) terhadap Return Saham

Abstract

Abstract. This study aims to determine the Effect of Rating on Bank Soundness Using Risk Based Bank Rating (RBBR) on Stock Returns. This study uses descriptive methods with survey techniques at commercial banks listed on the Indonesia Stock Exchange in 2016-2018 with secondary analysis using quantitative methods.

Data management test equipment using SPSS 16.0 software includes descriptive analysis, classic assumptions, multiple linear regression, test coefficient of determination, feasibility test regression model, and hiptoesis test. The results showed that the Non Performing Loan variable, Good Corporate Governance, Net Interest Margin and Capital Adequacy Ratio had an effect on Stock Return

This is evidenced by the magnitude of the influence of the Non Performing Loan variable, Good Corporate Governance, Net Interest Margin and Capital Adequacy Ratio on Stock Returns of 34.4% and 65.6% influenced by other variables.

Keywords: Risk Based Bank Rating, Non Perfoming Loan, Good Corporate Govermance, Net Interest Margin, Capital Adequacy Ratio, Stock

Intisari. Penelitian ini bertujuan untuk mengetahui Pengaruh Penilaian Tingkat Kesehatan Bank Menggunakan Risk Based Bank Rating (RBBR) Terhadap Return Saham. Penelitian ini menggunakan metode deskriptif dengan teknik survei pada bank umum yang terdaftar di Bursa Efek Indonesia tahun 2016-2018 dengan analisis sekunder menggunakan metode kuantitatif.

Alat uji pengelolaan data menggunakan software SPSS 16.0 meliputi analisis deskriptif, asumsi klasik, regresi linear berganda, uji koefisien determinasi, uji kelayakan model regresi, dan uji hiptoesis. Hasil penelitian menunjukan bahwa variabel Non Performing Loan, Good Corporate Govermance, Net Interest Margin dan Capital Adequacy Ratio berpangaruh terhadap Return Saham

Hal ini dibuktikan dengan besarnya pengaruh variabel Non Performing Loan, Good Corporate Govermance, Net Interest Margin dan Capital Adequacy Ratio terhadap Return Saham sebesar 34.4% dan 65.6% dipengaruhi variabel lainnya.

Kata kunci: Risk Based Bank Rating, Non Performing Loan, Good Corporate Govermane, Net Interest Margin, Capital Adequacy Ratio, Saham