标题：ANALYSIS OF THE INFLUENCES OF FUNDAMENTAL AND SYSTEMATIC RISK FACTORS ON PROFIT OF THE STOCKS OF PROPERTY AND REAL ESTATE COMPANIES LISTED IN INDONESIA STOCK EXCHANGE
摘要：This study aims to determine the influence of fundamental factors includingprofit to assets ratio, the ratio of profits to capital, book value, debt ratio and itsown capital, earnings per share, price to earnings ratio and beta, which is bothsystematic risks compositely or partially to income shares in property companiesand real estate listed on the Indonesia stock exchange. Samples taken are all thecompanies included in the property industry and real estate listed on theIndonesia stock exchange and has a full financial report for the last 4 years from2004 to 2007, but companies that have complete data only about 28 companies.The data used in the form of closing price data monthly, joint stock price indexand the company's financial reporting in the period of 2004-2007. Data areprocessed and analyzed using multiple linear regression on SPSS. Test data usedfor multiple linear regression that is testing the classical assumptions. On thefundamentals of profit to capital ratio and the ratio of debt to capital was notincluded in a multiple linear regression equation because it does not pass the testmultikolienaritas. The results showed that the fundamental factors that affect thesystematic risk of stock returns is only partially beta, while the otherfundamental factors have no effect. But compositely the fundamental factors(ratio of profit to assets, book value, earnings per share, the ratio of price toearnings) and the systematic risk affect the earnings of the stocks.
