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PENGARUH FAKTOR FUNDAMENTAL DAN VARIABEL MAKRO EKONOMI TERHADAP BETA SAHAM SYARIAH
The purpose of this research is to find out the impact on the fundamental factor which is proxy by earning per
share (EPS), total asset growth (TAG), leverage (LG) and accounting beta (ACB), and economy macro which is
proxy by the inflation rate (TI) and Rupiah exchange rate to the Dollar at the manufacturing companies which
are listed in a group of Jakarta Islamic Index (JII). The research result shows that: (1) The earning per share
variable (EPS) has significant impact on the sharia stock beta (BS). (2) The total asset growth variable has
significant impact on the sharia stock beta (BS). (3) The leverage which is independent variable has no
significant impact on the sharia stock beta. (4) The accounting beta variable (ACB) has significant impact on the
sharia stock beta. (5) The inflation rate variable (TI) has no significant impact on the sharia stock beta. (6) The
Rupiah exchange rate to the Dollar has no significant impact on the sharia stock beta.
Keywords: Stock Beta, Earning Per share, Total Asset Growth, Leverage, Accounting Beta, Inflation Level, and
Rupiah Exchange Rate to the Dollar.
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