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Jurnal Keuangan dan Perbankan, Volume 12, Nomor 3, September 2008
Journal from JIPTUNMERPP / 2010-06-21 21:55:27
Oleh : Kartini ; Gatot Hermawan, Diploma 3 of Finance and Banking Merdeka University Malang (jurkeubank@yahoo.com)
Dibuat : 2008-09-01, dengan file

Keyword : Economic value added, market value added, stock return

This research purposes were to prove the hypothesis consisted of: (1) EVA had a positive correlation to the stock return, (2) MVA wich had a positive correlation ti the stock return. This research used regression analysis to fiend how much the contribution of the independent variable in influencing the stock return was. Data used in this research was a secondary data provided by Jakarta Stovk Exchange (JSX) since 2005 until 2006. The type of data analyze was manufacturing companies sub consumers goods, from 2005 to 2006. The conclusion of this research was that EVA and MVA did not significantly influence the stock return. This was proved by the evidence of the F statistic which was lower than the F table (1,075<3,15) and the significance was more than 0.05 (р>EVA did not positively correlate to the stock return. It was proved by the significances of 0,695 higher than 0.05 (р>0,05). MVA did not positively correlate to the stock return. It was proved by the significances of 0,0238 higher than 0.05 (р>0,05).

Deskripsi Alternatif :

This research purposes were to prove the hypothesis consisted of: (1) EVA had a positive correlation to the stock return, (2) MVA wich had a positive correlation ti the stock return. This research used regression analysis to fiend how much the contribution of the independent variable in influencing the stock return was. Data used in this research was a secondary data provided by Jakarta Stovk Exchange (JSX) since 2005 until 2006. The type of data analyze was manufacturing companies sub consumers goods, from 2005 to 2006. The conclusion of this research was that EVA and MVA did not significantly influence the stock return. This was proved by the evidence of the F statistic which was lower than the F table (1,075<3,15) and the significance was more than 0.05 (р>EVA did not positively correlate to the stock return. It was proved by the significances of 0,695 higher than 0.05 (р>0,05). MVA did not positively correlate to the stock return. It was proved by the significances of 0,0238 higher than 0.05 (р>0,05).

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