摘要：Keywords: Fundamental Factors, Systematic Risk, Stock Price of Banking. ABSTRACT The fall of Indonesia's economy due to the global financial crisis in early 2008 caused by bankrupt of Merryl Lynch, Goldman Sachs, Northhern Rock, UBS, Mitsubishi UFJ for property securities losses (Subprime Mortage), where many companies in different industry crash, crash is experienced by many companies around the world especially in the financial sector and banking. In this study, the population of the banking sector is a company registered in the Indonesian Stock Exchange in 2007 to 2009 period. The sample taken by a purposive sampling method, data obtained from the Capital Market Reference Center (PRPM) in BEI which includes a monthly individual stock prices and the Composite Stock Price Index (IHSG). Other data used in this study originated from a library of Bank Indonesia, which covers the period 2007-2009 Annual Financial Report and the Indonesian Banking Directory 2007-2008 period. Besides that, the data obtained from the Indonesian Capital Market Directory (ICMD). Data were analyzed using multiple linear regression analysis tools. The first hypothesis statistical tests showed that together the fundamental factors (EPS, PER, ROI, PBV, the Parliament, DER, CAR, KAP, NIM, ROA, LDR) and systematic risk (Beta) affect the price of banking shares. While the second hypothesis statistical tests showed that only EPS and PBV variables that affect stock prices banking partially.
