DETAIL KOLEKSI

Pengaruh tingkat kesehatan bank melalui pendekatan camels model terhadap kinerja saham perbankan


Oleh : Ramma Wirapratama

Info Katalog

Nomor Panggil : 023002114008

Penerbit : FEB - Usakti

Kota Terbit : Jakarta

Tahun Terbit : 2023

Pembimbing 1 : Murtanto

Subyek : Stock exchanges;Bank and banking - economic conditions

Kata Kunci : capital adequacy, asset quality, management quality, earnings, liquidity, sensitivity to market risk

Status Posting : Published

Status : Lengkap


File Repositori
No. Nama File Hal. Link
1. 2023_TA_SAK_023002114008_Halaman-Judul.pdf 11
2. 2023_TA_SAK_023002114008_Lembar-Persetujuan-dan-Pengesahan.pdf 5
3. 2023_TA_SAK_023002114008_Bab-1-Pendahuluan.pdf 8
4. 2023_TA_SAK_023002114008_Bab-2-Landasan-Teoritis-dan-Pengembangan-Hipotesis.pdf 21
5. 2023_TA_SAK_023002114008_Bab-3-Metodologi-Penelitian.pdf 13
6. 2023_TA_SAK_023002114008_Bab-4-Hasil-Penelitian-dan-Pembahasan.pdf 26
7. 2023_TA_SAK_023002114008_Bab-5-Simpulan-dan-Saran.pdf 4
8. 2023_TA_SAK_023002114008_Daftar-Pustaka.pdf 4
9. 2023_TA_SAK_023002114008_Daftar-Lampiran.pdf 7

P enelitian ini bertujuan untuk menguji pengaruh Tingkat Kesehatan Bankmelalui Pendekatan CAMELS Model terhadap Kinerja Saham Perbankan. TingkatKesehatan Bank melalui CAMELS Model direpresentasikan Kecukupan Modal,Kualitas Aset, Kualitas Manajemen, Pendapatan, Likuiditas dan Sensitivitas terhadapRisiko Pasar. Kinerja saham perbankan diukur dengan ukuran Price to Book ValueRatio (PBV). Penelitian ini menggunakan desain penelitian kuantitatif berupa datasekunder yang diperoleh dari perusahaan perbankan yang terdaftar di Bursa EfekIndonesia (BEI). Metode sampling yang digunakan adalah purposive sampling denganmimilih 20 perusahaan perbankan dengan klasifikasi KBMI 2, KBMI 3 dan KBMI 4pada periode pengamatan tahun 2018 s.d 2022 sehingga diperoleh 100 data observasi.Data dianalisis menggunakan model regresi linear berganda. Hasil analisismenunjukkan Kecukupan Modal, Kualitas Aset dan Likuiditas memiliki pengaruhpositif terhadap Kinerja Saham Perbankan sedangkan Kualitas Aset, KualitasManajemen dan Sensitivitas terhadap Risiko Pasar tidak memiliki pengaruh terhadapKinerja Saham Perbankan.

T his study aims to examine the effect of Bank Health Level through the CAMELSModel Approach on Banking Stock Performance. The Bank Health Level through theCAMELS Model is represented by Capital Adequacy, Asset Quality, ManagementQuality, Income, Liquidity and Sensitivity to Market Risk. The performance of bankingstocks is measured by the Price to Book Value Ratio (PBV). This study uses aquantitative research design in the form of secondary data obtained from bankingcompanies listed on the Indonesia Stock Exchange (IDX). The sampling method usedwas purposive sampling by selecting 20 banking companies with the classification ofKBMI 2, KBMI 3 and KBMI 4 in the observation period 2018 to 2022 so that 100observation data were obtained. Data were analyzed using multiple linear regressionmodels. The results of the analysis show that Capital Adequacy, Profit and Liquidityhave a positive effect on the Banking Stock Performance while Asset Quality, Qualityof Management and Sensitivity to Market Risk do not have an effect on the BankingStock Performance.

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