ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO INVESTASI PADA PERUSAHAAN PERBANKKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (Studi Empiris pada perusahaan perbankkan yang terdaftar di Bursa Efek Indonesia)

Abstract

This study aims to assess the factors that influence the risk of investment, the factors used in this study is the inflation rate, foreign exchange and capital structure. Method of determining the sample in this study using purposive sampling, based on these methods was obtained as many as 23 banks that could be used as research samples.

Analysis of the data used to test the research hypotheses using multiple linear regression analysis, t test, and Test F. Based on multiple linear regression analysis test results obtained R square of 0.273.

This means that 27.3 percent equity investment risk prediction can be explained by a third perbankkan free variable rates, inflation, and capital structure. The remaining 72.7 percent is influenced by other causes outside the model.

T test used in this research to obtain results that partially variable inflation rates and exchange rates affect the risk inverstasi perbankkan companies listed on stock exchanges in Indonesia, while variable capital structure does not affect the investment risk. Value of F test in this study showed that the free variables simultaneously (Foreign Exchange, Inflation and Capital Structure) as a whole has a significant influence on Bound Variables (Risk Investment).