DAFTAR ISI
ABSTRAK ........................................................................................................
i
KATA PENGANTAR ......................................................................................
ii
DAFTAR ISI .....................................................................................................
v
DAFTAR TABEL ............................................................................................
x
DAFTAR GAMBAR ........................................................................................ xi DAFTAR LAMPIRAN .................................................................................... xii
BAB
BAB
I
II
PENDAHULUAN 1.1
Latar Belakang Penelitian ...................................................
1
1.2
Identifikasi Masalah ............................................................
7
1.3
Maksud dan Tujuan Penelitian ...........................................
8
1.4
Batasan Penelitian ................................................................
8
1.5
Kegunaan Hasil Penelitian ..................................................
9
1.6
Kerangka Pemikiran dan Hipotesis .....................................
9
1.7
Metode Penelitian ............................................................... 16
1.8
Waktu dan Tempat Penelitian ............................................. 17
TINJAUAN PUSTAKA 2.1
Tinjauan Umum Perbankan Indonesia ................................. 18 2.1.1
Pengertian Bank ..................................................... 18
2.1.2
Fungsi Bank ........................................................... 19
2.1.3
Usaha Bank Umum ................................................ 21
2.1.4
Jenis-Jenis Bank ..................................................... 22
2.1.5
Kegiatan-Kegiatan Bank ........................................ 27
2.1.6
Dana Bank .............................................................. 30 2.1.6.1
Pengertian Dana Bank ............................ 30
2.1.6.2
Sumber-Sumber Dana Bank ................... 31
2.1.6.3
Pengalokasian Dana Bank ...................... 32
2.2
2.3
2.4
Laporan Keuangan .............................................................. 33 2.2.1
Pengertian Laporan Keuangan ............................... 33
2.2.2
Tujuan dan Kegunaan Laporan Keuangan .............. 34
2.2.3
Pihak-Pihak yang Berkepentingan ......................... 35
2.2.4
Jenis-Jenis Laporan Keuangan ............................... 36
Tingkat Kesehatan Bank ..................................................... 37 2.3.1
Pengertian Tingkat Kesehatan Bank ....................... 37
2.3.2
Penilaian Kecukupan Permodalan ......................... 37
2.3.3
Penilaian Kualitas Aktiva Produktif ....................... 38
2.3.4
Penilaian Manajemen ............................................. 39
2.3.5
Penilaian Rentabilitas ............................................. 39
2.3.6
Penilaian Likuiditas ............................................... 40
Modal Bank ........................................................................ 40 2.4.1
Kewajiban Penyediaan Modal Minimum .............. 42 2.4.1.1
Capital Adequacy Ratio (CAR) .............. 43
2.4.1.2
Faktor-Faktor yang dapat Mempengaruhi Capital Adequacy Ratio (CAR) ........................... 46
2.4.1.3
Cara-Cara Meningkatkan Capital Adequacy Ratio (CAR) ........................... 46
2.5
2.6
2.7
2.8
Profitabilitas Bank .............................................................. 47 2.5.1
Pengertian Profitabilitas ........................................ 47
2.5.2
Return On Assets (ROA) ........................................ 48
2.5.3
Return On Equity (ROE) ........................................ 49
Likuiditas Bank ................................................................... 50 2.6.1
Pengertian Likuiditas Bank ..................................... 50
2.6.2
Loan to Deposit Ratio (LDR) ................................ 51
Aktiva Produktif ................................................................. 52 2.7.1
Pengertian Aktiva Produktif ................................... 52
2.7.2
Non Performing Loan (NPL) ................................... 53
Saham ................................................................................. 53 2.8.1
Pengertian Saham.................................................... 53
2.8.2
Jenis-Jenis Saham .................................................. 54
2.8.3
Faktor-Faktor Yang Mempengaruhi Harga Saham.. 55
2.9
Pengaruh CAR, NPL, ROA, ROE, LDR Terhadap Harga Saham ....................................................... 56
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2.9.1
Pengaruh CAR Terhadap Harga Saham ................ 57
2.9.2
Pengaruh ROA Terhadap Harga Saham ................ 58
2.9.3
Pengaruh ROE Terhadap Harga Saham ................. 58
2.9.4
Pengaruh LDR Terhadap Harga Saham ................. 59
2.9.3
Pengaruh NPL Terhadap Harga Saham ................. 59
OBJEK DAN METODE PENELITIAN 3.1
Objek Penelitian .................................................................. 60 3.1.1
Sejarah Singkat Pasar Modal .................................. 60
3.1.2
Sejarah Singkat Bank Indonesia ............................. 62
3.1.3
Indeks Harga Saham ............................................... 63 3.1.3.1
3.1.4 3.2
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Indeks LQ 45 .......................................... 64
Gambaran Umum Unit Analisis ............................. 65
Metode Penelitian ............................................................... 68 3.2.1
Metode Penelitian yang Digunakan ....................... 68
3.2.2
Operasionalisasi Variabel ....................................... 68
3.2.3
Jenis dan Sumber Data ........................................... 71
3.2.4
Teknik Pengumpulan Data ..................................... 71
3.2.5
Populasi dan Sampel Penelitian ............................. 72
3.2.6
Analisis Data Statistik ............................................. 73 3.2.6.1
Uji Normalitas ........................................ 73
3.2.6.2
Analisis Regresi ...................................... 73
3.2.6.3
Analisis Korelasi .................................... 76
3.2.6.4
Koefisien Determinasi ............................ 77
3.2.6.5
Pengujian Hipotesis ................................ 77
HASIL PENELITIAN DAN PEMBAHASAN 4.1
Perkembangan Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), Return On Equity (ROE), dan Loan to Deposit Ratio (LDR) pada sektor perbankan periode 2003-2008 . ............................................................. 82
4.1.1
Kondisi Capital Adequacy Ratio (CAR) pada sektor perbankan...............................................................
4.1.2
Kondisi Non Performing Loan (NPL) pada sektor perbankan...............................................................
4.1.3
89
Kondisi Return On Equity (ROE) pada sektor perbankan...............................................................
4.1.5
86
Kondisi Return On Assets (ROA) pada sektor perbankan...............................................................
4.1.4
82
94
Kondisi Loan to Deposit Ratio (LDR) pada sektor perbankan.............................. .................................. 97
4.2
Kondisi Harga Saham pada sektor perbankan pada periode 2005-2008..................... ....................................................... 100
4.3
Pengaruh Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), Return On Equity (ROE), dan Loan to Deposit Ratio (LDR) terhadap harga saham secara simultan dan parsial pada sektor perbankan periode 2005-2008................................... 103 4.3.1
Uji Normalitas ......................................................... 103
4.3.2
Pengaruh Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), Return On Equity (ROE), dan Loan to Deposit Ratio (LDR) terhadap harga saham secara simultan pada pada sektor perbankan periode 2005-2008 .................................................. 104
4.3.3
Pengaruh Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), Return On Equity (ROE), dan Loan to Deposit Ratio (LDR) terhadap harga saham secara parsial pada pada sektor perbankan periode 2005-2008 ..... 109 4.3.3.1 Pengaruh Capital Adequacy Ratio (CAR) Terhadap Harga Saham ......................................................... 112 4.3.3.2 Pengaruh Non Performing Loan (NPL) Terhadap Harga Saham ......................................................... 113 4.3.3.3 Pengaruh Return On Assets (ROA) Terhadap Harga Saham ......................................................... 114 4.3.3.4 Pengaruh Return On Equity (ROE) Terhadap Harga Saham ............................. 116
4.3.3.5 Pengaruh Loan to Deposit Ratio (LDR) Terhadap Harga Saham ......................................................... 117
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SIMPULAN DAN SARAN 5.1
Simpulan ............................................................................. 119
5.2
Saran ................................................................................... 122
DAFTAR PUSTAKA LAMPIRAN-LAMPIRAN
DAFTAR TABEL
TABEL 1.1
Kerangka Pemikiran .................................................................... 15
TABEL 3.1
Tabel Operasionalisasi Variabel ................................................. 70
TABEL 3.2
Tabel Sampel Penelitian .............................................................. 72
TABEL 3.3
Tabel Tingkat Hubungan Korelasi ............................................... 76
TABEL 4.1
Data Capital Adequacy Ratio (CAR) pada sektor perbankan 2005-2008............................................. ....................................... 83
TABEL 4.2
Data Non Performing Loan (NPL) pada sektor perbankan 2005-2008 .................................................................................... 87
TABEL 4.3
Data Return On Assets (ROA) pada sektor perbankan 2005-2008 .................................................................................... 91
TABEL 4.4
Data Return On Equity (ROE) pada sektor perbankan 2005-2008 .................................................................................... 95
TABEL 4.5
Data Loan to Deposit Ratio (LDR) pada sektor perbankan 2005-2008 .................................................................................... 98
TABEL 4.6
Data Closing Price pada Sektor perbankan 2005-2008 ...............101
TABEL 4.7
Tabel One-Sample Kolmogorov-Smirnov Test ............................104
TABEL 4.8
Tabel Model Summary .................................................................105
TABEL 4.9
Tabel Coefficients ........................................................................105
TABEL 4.10 Tabel Model Summary .................................................................107 TABEL 4.11 Tabel Anova .................................................................................108 TABEL 4.12 Tabel Correlations .......................................................................110 TABEL 4.13 Tabel Uji signifikansi t.................................................................111
DAFTAR GAMBAR
GAMBAR 3.1
Daerah Penerimaan dan Penolakan Ho (Uji F) ...................... 79
GAMBAR 3.2
Daerah Penerimaan dan Penolakan Ho (Uji t) ....................... 81
GAMBAR 4.1
Grafik Perkembangan Capital Adequacy Ratio (CAR) pada sektor perbankan 2005-2008 ........................................ 85
GAMBAR 4.2
Grafik Perkembangan Non Performing Loan (NPL) pada sektor perbankan 2005-2008............................................................. 89
GAMBAR 4.3
Grafik Perkembangan Return On Assets (ROA) pada sektor perbankan 2005-2008............................................................. 93
GAMBAR 4.4
Grafik Perkembangan Return On Equity (ROE) pada sektor perbankan 2005-2008............................................................. 96
GAMBAR 4.5
Grafik Perkembangan Loan to Deposit Ratio (LDR) pada sektor perbankan 2005-2008 .................................................. 99
GAMBAR 4.6
Grafik Perkembangan Closing Price pada sektor perbankan 2005-2008 ..............................................................................102
GAMBAR 4.7
Hasil Penerimaan dan Penolakan Ho (Uji F) .........................109
GAMBAR 4.8
Hasil Penerimaan dan Penolakan Ho (Uji t) Pengaruh CAR terhadap Harga Saham ..................................113
GAMBAR 4.9
Hasil Penerimaan dan Penolakan Ho (Uji t) Pengaruh NPL terhadap Harga Saham ..................................114
GAMBAR 4.10 Hasil Penerimaan dan Penolakan Ho (Uji t) Pengaruh ROA terhadap Harga Saham..................................115 GAMBAR 4.11 Hasil Penerimaan dan Penolakan Ho (Uji t) Pengaruh ROE terhadap Harga Saham ..................................116 GAMBAR 4.12 Hasil Penerimaan dan Penolakan Ho (Uji t) Pengaruh LDR terhadap Harga Saham ..................................118
DAFTAR LAMPIRAN
Lampiran 1
:
o Data Capital Adequacy Ratio (CAR) o Data Non Performing Loan (NPL) o Data Return on Assets (ROA) o Data Return on Equity (ROE) o Data Loan to Deposit Ratio (LDR) o Data Closing Price (Harga Saham) o Output SPSS o Tabel Distribusi F o Tabel Distribusi t
Lampiran 2
:
o Surat Survey o Daftar Riwayat Hidup o Fotocopy Kartu Bimbingan
