Abstract:
The purpose of this research is to analyze the influence of RGEC Components ie
Non Performing Loans, Interest Rate Risk, Loan To Deposit Ratio, Institutional
Ownership, Proportion of Independent Commissioner, Audit Committee, Return
on Asset, Net Interest Margin and Capital Adequacy Ratio to stock return.
The analysis test used is multiple linear regression analysis. The population used
by banking companies listed in Indonesia Stock Exchange period 2011-2015
period and which meet the criteria of sample selection. The sample used is 23
companies. Data are collected through secondary data collection in the form
of company annual report for 2011-2015 period published in Indonesia Stock
Exchange. The research hypothesis was tested by multiple linear regression that
has met the classical assumption test.
The result of analysis shows that Non Performing loan, Interest Rate Risk,
Proportion of Independent Board of Commissioner, Net Interest Margin and
Capital Adequacy Ratio have no signifcant effect on stock return while Loan To
Deposit Ratio, Institutional Ownership, Audit Committee, and Return on Asset
have signifcant effect to return stock.
Keywords: RGEC Components, Non Performing Loans, Interest Rate Risk,
Loan To Deposit Ratio, Institutional Ownership, Proportion of
Independent Board of Commissioners, Audit Committee, Return
on Assets, Net Interest Margin, Capital Adequacy Ratio and stock
return.
