Abstract:
This study aims to examine the influence of Ownership, EPS, BV and ROA on Stock Price banking sector. The method used is multiple linear regression with the model of Fixed Effect and Random Effect on 12 banks during 4 period 2012 - 2015 (Pooled Data). The results obtained from both models show the variables significantly affect the Stock Price is EPS and ROA. EPS has positive effect and ROA has negative effect. The Hausman test shows the best model is the Fixed Effect model, with the ability to explain 95.6%. One rupiah increase in EPS with the assumption of other independent variables is constant, positively affecting stock price of Rp 22.639. One percent ROA increase with the assumption that other variables are constant, negatively impacting down the stock price by Rp 1408.566. The results of further investigation of both variables, EPS and ROA, EPS variables are stronger and more dominant in explaining the effect on stock prices.
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