ABSTRAK Pada penelitian ini yang menjadi objek adalah industry Pertambangan di Bursa Efek Indonesia Periode 2006-2011

Tujuan penelitian adalah: 1) Untuk mengetahui signifikan pengaruh Current Ratio, Debt to Equaty Ratio, Total Asset Turnover dan Return On Equity secara simultan dan parsial terhadap Harga Saham pada Industri Mining and Mining Services di Bursa Efek Indonesia periode 20062011. 2) Untuk mengetahui besarnya pengaruh secara simultan dan parsial dari variable Current Ratio, Debt to Equaty Ratio, Total Asset Turnover dan Return On Equaty, terhadap harga saham pada industri Mining and Mining Services di Bursa Efek Indonesia periode 2006-2011. 3) Untuk mengetahui variabel mana dari Current Ratio, Debt to Equaty Ratio, Return On Equaty, dan Total Asset Turnover yang berpengaruh dominan terhadap Harga Saham pada Industri Mining and Mining Services di Bursa Efek Indonesia periode 2006-2011. Penelitian ini dilakukan pada 7 perusahaan yang menjadi sampel dari industry Pertambangan di Bursa Efek Indonesia periode 2006-2011. Sampel diambil dengan menggunakan teknik purposive sampling. Didalam penelitian ini ada 4 variabel yang digunakan yaitu Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turnover (TATO) dan Return on Equity (ROE) sebagai variabel bebas dan harga saham sebagai variabel terikat. Melihat hasil uji F dengan nilai signifikansi 0.001 diketahui bahwa variabel, CR, DER, TATO dan ROE secara simultan berpengaruh signfikan terhadap harga saham, sedangkan melalui uji t dengan melihat nilai masing-masing variabel yaitu CR 0.510, DER 0.080, TATO 0.754 dan ROE 0.000, diketahui hanya variabel ROE yang secara simultan berpengaruh terhadap harga saham. Dengan menggunakan nilai koefisiensi determinasi, diketahui bahwa variabel ROE yang mempunyai pengaruh paling besar diantara variabel bebas lainnya yaitu sebesar 29,05%.

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ABSTRACT In this research is that the object of the Mining industry in Indonesia Stock Exchange Period 2006-2011 Research objectives are: 1) To determine the effect of significantly Current Ratio, Debt to Equaty Ratio, Total Asset Turnover and Return On Equity simultaneously and partially on the stock price on the Mining Industry and Mining Services Indonesia Stock Exchange in the period 2006-2011. 2) To determine the influence of simultaneous partial and variable Current Ratio, Debt to Equaty Ratio, Total Asset Turnover and Return On Equaty, on stock prices in the industry Mining and Mining Services Indonesia Stock Exchange in the period 2006-2011. 3) To determine which variable of Current Ratio, Debt to Equaty Ratio, Return on Equaty, and Total Asset Turnover a dominant influence on stock price in the Mining Industry and Mining Services Indonesia Stock Exchange in the period 2006-2011. The research was conducted on a sample of 7 companies from the Mining industry in Indonesia Stock Exchange 2006-2011. Samples were taken by using purposive sampling technique. In this research there are four variables that are used are the Current Ratio (CR), Debt to Equity Ratio (DER), Total Asset Turnover (TATO) and Return on Equity (ROE) as the independent variable and the stock price as the dependent variable. Looking at the results of the F test with a significance value of 0.001 is known that variable, CR, DER, ROE TATO and simultaneously exhibited significantly affect the stock price, while through the t test by looking at the value of each variable is CR 0.510, 0.080 DER, ROE TATO 0.754 and 0.000 , known only ROE which simultaneously affect the stock price. By using the value of coefficient of determination, it is known that the ROE variable that has the greatest effect among the other independent variables is equal to 29.05%.

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