Pengaruh economic value added (EVA), return on asset (ROA), return on equity (ROE), and earnings per share (EPS) to changes in share price on category LQ 45 in Indonesia Stock Exchange
P enelitian ini bertujuan untuk menguji pengaruh economic value added, return on asset, return on equity, dan earnings per share terhadap perubahan harga saham pada perusahaan kategori LQ 45 yang aktif diperdagangkan di Bursa Efek Indonesia. Dalam penelitian ini, rancangan yang digunakan adalah metode deskriptif analisis dengan pendekatan kuantitatif. Perusahaan yang dijadikan sampel selama periode penelitian, yaitu tahun 2008-2010 adalah sebanyak 16 perusahaan. Data diperoleh dengan menggunakan data sekunder dari laporan keuangan tahunan. Metode yang digunakan dalam penelitian ini adalah purposive sampling. Analisis model yang digunakan adalah regresi berganda. Hasil penelitian menunjukkan variabel earnings per share berpengaruh terhadap perubahan harga saham. Kemudian variabel economic value added, return on asset, dan return on equity tidak berpengaruh terhadap perubahan harga saham.
T his study aimed to examine the effect of economic value added, return on assets, return on equity, and earnings per share to price changes shares in the category LQ 45 actively traded on the Stock Exchange Indonesia. In this study, the design used is descriptive method analysis with a quantitative approach. Companies that were sampled during the study period, which was in 2008-2010 are as many as 16 companies. Data obtained using secondary data from the annual financial statements. The method used in This research is purposive sampling. The analysis model used is regression. The results showed variable earnings per share effect to changes in stock prices. Then the variable economic value added, return on assets, and return on equity does not affect the stock price changes.