PENGARUH TINGKAT KESEHATAN PERBANKAN DENGAN MENGGUNAKAN METODE RISK BASED-BANK RATING (RBBR) TERHADAP HARGA SAHAM PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA TAHUN 2011-2015

Abstract

This research aims to determine the effect of bank’s health on the stock price. Bank’s health measured by risk-based bank rating method (RBBR). There are factors of bank’s health which mention as risk profile factor’s recognize by LDR and NPL, GCG factor’s forecasted by self assessment rank of GCG, earning factor’s identified by ROE and BOPO, and the last factor known as capital factor’s called by CAR. The population of this study are banking companies which reported annual report at IDX website on 2011-2015. There are 31 banks which is sampled by purposive sampling technique. Multiple regression analysis is used to test the hypotheses. The result of this research indicated that ROE and BOPO have negative effect on bank’s health, while LDR, NPL, GCG and CAR is not proved to have effect of bank’s health.