PENGARUH PRICE EARNING RATIO (PER), EARNING PER SHARE (EPS) DAN RETURN ON EQUITY (ROE) TERHADAP HARGA SAHAM LQ 45 PERIODE 2007-2011

The purpose of this research was to know the effects of Price Earning Ratio,
Earning Per Share and Return on Equity on the shares price of the LQ 45 in 2007-
2011. The sample companies have meet the criteria predetermined. The sample
companies obtained were as many as 22 companies. This research used the multiple
regression technique by conduting F-test and t test on the level significances 5% (α =
0,05), from F-test result indicated that PER, EPS and ROE simultaneously had the
effect on the shares prices. While the t-test result indicated that PER and EPS had
the significance. This case meant that PER an EPS partially had the significance
effect on the share price. While thee result it could be know that ROE partially had
no effect on the share price.