EFISIENSI BANK DAN RETURN SAHAM PADA SEKTOR PERBANKAN SELAMA PERIODE TAHUN 2013-2021
DOI:
https://doi.org/10.35794/jmbi.v10i3.50337Abstrak
Penelitian ini bertujuan untuk memahami interaksi antara efisiensi bank dan kinerja sahamnya di Indonesia. Sampel dari penelitian ini yaitu 31 perusahaan bank yang terdaftar di Bursa Efek Indonesia (BEI) dari periode tahun 2013 hingga 2021. Untuk menilai tingkat efisiensi bank, akan digunakan metode non-parametrik Data Envelopment Analysis (DEA). Sementara itu, analisis regresi data panel akan digunakan untuk menyelidiki pengaruh efisiensi bank terhadap kinerja saham bank-bank Indonesia. Hasil analisis DEA menunjukan terdapat fluktuasi dalam tingkat efisiensi bank dari tahun ke tahun, yang di mana kemungkinannya disebabkan oleh kondisi ekonomi global. Sedangkan, hasil analisis regresi menunjukan tingkat efisiensi bank tidak memiliki hubungan yang signifikan dengan return saham. Mengindikasikan bahwa bank yang beroperasi secara efisien tidak selalu menghasilkan kinerja saham yang lebih baik di pasar saham.
Referensi
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