HUBUNGAN ANTARA EARNING PER SHARE (EPS) DAN RETURN ON INVESTMENT (ROI) DENGAN HARGA SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

LILI SUNDARI. The Correlation between Earning Per Share (EPS) and Return On Investment (ROI) with Stock Prices Manufactur Companies in Indonesia Stock Exchange period 2009. Concentration Accounting Education. Economics Education Program Study. State University of Jakarta. 2011. This study aims to determine the relationship of earnings per share and return on investment with stock prices. The hypothesis developed in this study were 1) H1: Earnings Per Share (X1) are correlation with Stock Price (Y), 2) H2: Return On Investment (X2) are correlation with Stock Price (Y), and 3) H3: Earnings Per Share (X1) and Return On Investment (X2) are correlation with Stock Price (Y). Research using the method of ex post facto by sampling technique is simple random sampling.Based on the tables Isaac Michael researchers took 44 manufacturing companies selected to be members of the sample by meeting criteria such as having the financial statements in 2009, the daily stock price in April 2010, and net income positive. The data collected is processed with the classical assumption test before testing the hypothesis. Tests of Hypotheses in this study using multiple linear regression, t test and f is the test at a significance level of 5%. The test results for the first hypothesis indicate 0.001 2.0195 that the influence of earning per share bythe share price significantly. While the test results for the second hypothesis showed 0.716 > 0.05 and -0.366 < 2.0195 that the rate of return on investment with stock prices do not affect significantly. While the influence of these two variables can be seen from themagnitude of R Square (R2) is 28.2% of the variation of stock prices can be explained by two independent variables. Meanwhile, the remaining 71.8% is explained by the variationor other factors not included in the regression model. Concluded that investors are more interested in earnings per share figures for investment. Advisable for investors should consider several other factors may also affect the stock price changes