Penelitian ini bertujuan untuk mengetahui pengaruh faktor fundamental terhadap harga saham perusahaan go public yang terdaftar di Jakarta Islamic Index selama periode 2011-2016. Faktor Fundamental terdiri dari rasio keuangan yaitu Current ratio (CR), Return on Equity (ROE), Debt to equity ratio (DER) dan Earning per share (EPS), serta variabel makroekonomi yang direpresentasikan oleh Inflasi dan Nilai tukar. Populasi dalam penelitian ini adalah perusahaan yang terdaftar di Jakarta Islmic Index. Sampel penelitian sebanyak 10 perusahaan yang diperoleh dengan kriteria purposive sampling. Analisis data dilakukan dengan analisis data panel dengan Eviews 9 sebagai alat analisis, serta model yang terpilih dalam penelitian ini adalah Random Effect Model. Hasil penelitian menunjukkan bahwa secara parsial variabel DER, EPS dan Nilai tukar berpengaruh signifikan terhadap harga saham, sedangkan CR, ROE dan Inflasi tidak terdapat pengaruh yang signifikan terhadap harga saham. Secara simultan variabel CR, ROE, DER, EPS, Inflasi dan Nilai tukar berpengaruh terhadap harga saham. Variabel CR, ROE, DER, EPS, Inflasi dan Nilai tukar dapat menjelaskan harga saham perusahaan yang terdaftar di Jakarta Islamic Index sebesar 77,15% sedangkan sisanya sebesar 22,85% dijelaskan oleh variabel lain. Variabel yang paling dominan berpengaruh terhadap harga saham yaitu variabel Earning per share (EPS). Kata Kunci: Faktor Fundamental, Current ratio (CR), Return on Equity (ROE), Debt to equity ratio (DER), Earning per share (EPS), Inflasi, Nilai tukar, harga saham, Jakarta Islamic Index.

This research aims to identify the effect of fundamental factors on stock prices of go public companies listed in the Jakarta Islamic Index during the period of 2011-2016. Fundamental factors consist of financial ratio that is Current ratio (CR), Return on Equity (ROE), Debt to Equity Ratio (DER) and Earning Per Share (EPS), and macroeconomic variables represented by Inflation and Exchange Rate. The population in this research is a company listed in Jakarta Islmic Index. The research sample of 10 companies obtained by purposive sampling technique. Data analysis was done by panel data analysis with Eviews 9 as analysis tool, and the model chosen in this research is Random Effect Model. The results showed that partially DER, EPS and exchange rate variables had significant effect on stock prices, while CR, ROE and Inflation there is no significant effect on stock prices. Simultaneously variable CR, ROE, DER, EPS, Inflation and Exchange rate effect on stock prices. Variable CR, ROE, DER, EPS, Inflation and Exchange Rate can explain the stock price of listed company in Jakarta Islamic Index of 77.15% and the most dominant variables affect the stock price is the variable Earning per share (EPS). Kata Kunci: Fundamental Factors, Current ratio (CR), Return on Equity (ROE), Debt to equity ratio (DER), Earning per share (EPS), Inflation, Exchange rate, stock price, Jakarta Islamic Index.

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