Penelitian ini bertujuan untuk mengetahui pengaruh faktor fundamental terhadap harga saham perusahaan yang konsisten terdaftar di Jakarta Islamic Index selama periode2014-2018, baik secara parsial maupun simultan. Faktor fundamental terdiri dari rasio keuangan yaitu Current Ratio (CR), Debt to Equity Ratio (DER), Earning Per Share (EPS), dan Return On Equity (ROE), serta variabel makroekonomi yang direpresentasikan oleh Inflasi dan Tingkat Suku Bunga Bank Indonesia (BI Rate). Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Jakarta Islamic Index. Sampel penelitian sebanyak 14 perusahaan yang diperoleh berdasarkan purposive sampling. Penelitian ini merupakan penelitian kuantitatif dengan pendekatan deskriptif. Metode yang digunakan dalam penelitian ini adalah regresi linier berganda. Hasil penelitian menunjukkan bahwa secara parsial variabel ROE berpengaruh signifikan terhadap harga saham JII, sedangkan CR, DER, EPS, Inflasi, dan BI Rate berpengaruh negatif dan tidak signifikan terhadap harga saham JII. Secara simultan variabel CR, DER, EPS, ROE, Inflasi, dan BI Rate berpengaruh signifikan terhadap harga saham JII. Variabel CR, DER, EPS, ROE, Inflasi, dan BI Rate mempunyai kontribusi menjelaskan harga saham sebesar 96.63%, sedangkan sisanya sebesar 3.37% dijelaskan oleh variabel lain yang tidak dimasukkan dalam model penelitian ini. Kata Kunci: Faktor Fundamental, Current Ratio (CR), Debt to Equity Ratio (DER), Earning Per Share (EPS), Return On Equity (ROE), Inflasi, BI Rate, Harga Saham, Jakarta Islamic Index.

This study aims to determine the effect of fundamental factors on the company's stock prices that are consistently listed on the Jakarta Islamic Index during the period 2014-2018, both partially and simultaneously. Fundamental factors consist of financial ratios namely Current Ratio (CR), Debt to Equity Ratio (DER), Earning Per Share (EPS), and Return On Equity (ROE), as well as macroeconomic variables represented by Inflation and Bank Indonesia Interest Rates (BI Rate). The population in this study is companies listed on the Jakarta Islamic Index. The research sample of 14 companies obtained based on purposive sampling. This research is a quantitative research with a descriptive approach. The method used in this research is multiple linear regression. The results showed that partially, ROE had a significant effect on JII stock prices, while CR, DER, EPS, Inflation, and BI Rate had a negative and not significant effect on JII stock prices. Simultaneously, CR, DER, EPS, ROE, Inflation, and BI Rate variables have a significant effect on JII's stock price. Variables CR, DER, EPS, ROE, Inflation, and BI Rate have contributed to explain the share price of 96.63%, while the remaining 3.37% is explained by other variables not included in this research model. Keywords: Fundamental Factors, Current Ratio (CR), Debt to Equity Ratio (DER), Earning Per Share (EPS), Return On Equity (ROE), Inflation, BI Rate, Stock Price, Jakarta Islamic Index.

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