PENGARUH VARIABEL-VARIABEL RISIKO SUKU BUNGA, RISIKO KURS, DAN RISIKO FINANSIAL TERHADAP RETURN SAHAM (STUDI KASUS PERUSAHAAN FARMASI YANG TERDAFTAR DI BEI PERIODE 2004 s.d.-2008)DIT AGENCIES GO PUBLIC DI BURSA EFEK INDONESIA

Abstract

This watchfulness is provided to realize return and risk a investment, where is connection return and risk unidirectional, if return a tall investment so risk that is faced a also tall, so also on the contrary, so important risk factor that faced investor in an investment, so investor must genuinely realize risk related to itself investment. There are some risk factor that can influence a investment that is rate of interest risk, rate risk, inflation risk, financial risk, business risk and policies risk. This watchfulness aim analyze risk factors that can influence return share. on the chance of can give a information beguna both for company and or for investor that will embedded capital at capital market. Watchfulness object company pharmacy go public at Indonesia stock exchange (BEI). sample taking method according to purposive sampling. from 10 existing samples is taken only 8 samples, as according to existing criteria. to analyze data is used to approach doubled linear regression, with classic assumption test. From doubled linear analysis result, simultaneously (α = 5%) value signifikansi f less than 0.05, rate of interest risk variable (X1), rate risk variable (X2), and financial risk variable (X3) real influential towards return share (R2=52,60 %). Partially, 2 variables (X1 and X2) real influential towards return share (Y), while financial risk variable not real influential towards return share (Y).