PENGARUH RETURN ON EQUITY DAN INFLASI TERHADAP PERUBAHAN HARGA SAHAM PROPERTI DIBURSA EFEK INDONESIA, PERIODE 2013-2017 (STUDI KASUS: PT. PAKUWON JATI Tbk dan PT. SUMMARECON AGUNG Tbk)

Lusy Agustin, 1414.1111.603, The Influence of Return On Equity and Inflation to Necessary Changes Stock Prices at Properties Company in Indonesia Stock Exchange on 2013-2017 (Study Case: PT. Pakuwon Jati, Tbk and PT. Summarecon Agung, Tbk), 117 pages, 36 tables, 5 pictures, 11 attachments, Jakarta, 2018.
This research discussed about the influence of return on equity and inflation to stock price at property sector in Indonesia Stock Exchange on 2013-2017. The purpose of this research is find out the influence of return on equity and the inflation toward the stock price.
PT. Pakuwon Jati, Tbk and PT. Summarecon Agung, Tbk February 2018. Conclusive method, descriptive comparative. The analysis method used is SPSS version 23, linear regression equation: Ŷ = 775,272 – 1,248 X1 – 51,625 X2 for PT. Pakuwon Jati, Tbk. And Ŷ = 1578,798 – 11,942 X1 – 26,929 X2 for PT. Summarecon Agung, Tbk. The coefficient of determination = 60,9% at PT. Pakuwon Jati, Tbk, meant necessary changes stock prices 60,9% influenced by ROE and inflation. Whereas, the coefficient of determination = 18,1% at PT. Summarecon Agung, Tbk, meant necessary stock prices 18,1% influenced by ROE and inflation.T-test earned the sigma value 0,083 > 0,05 for ROE, and 0,000 < 0,05 for Inflation at PT. Pakuwon Jati, Tbk. At PT. Summarecon Agung, Tbk earned the sigma value 0,076 > 0,05 for ROE, and 0,113 > 0,05 for Inflation. F-test earned value amount 13,256 with level of significant 0,000 < 0,05 at PT. Pakuwon Jati, Tbk ,therefore ROE and inflation have any considerable influence on necessary changes stock price at PT. Pakuwon Jati Tbk. And values amount 1,876 with level of significant 0,184 > 0,05 at PT. Summarecon Agung, Tbk., therefore ROE and inflation did not have any considerable influence on necessary changes stock price at PT. Summarecon Agung, Tbk.
Reference: 16 books, 5 journals, 4 websites. Research Advisor: Mulyono Yusuf, Arjuna Wiwaha.
Keywords: Return On Equity, Inflation, Stock Price.