Fundamental factors are factors that are very important and affect the price of the stock market. For companies, this factor becomes the responsibility of the management company in particular to shareholders. Investors can determine the ability of the company to run the operations of the company efficiently and effectively, thereby increasing the company's profits, which will influence also investors' assessment of the company's existing shares on the capital market. This study aimed to examine the effect of fundamental variables on stock prices of companies manufacturing goods sector konsums. The variables used in this study include EPS, PER, NPM, ROE, DER and systematic risk.
Samples were consumer goods manufacturing companies listed in Indonesia Stock Exchange (BEI) in the period 2012-2014. The sampling technique in this study using purposive sampling method. The data used are secondary data from the annual financial statements of the consumer goods sector manufacturing companies listed on the Stock Exchange 2012-2014. Methods of data analysis used in this research is multiple linear regression method.
The results of this study indicate that the variable is lacking simultaneous EPS, PER, NPM, ROE, DER and Systematic risk affect stock prices. Partial variable EPS positive effect on stock prices, variable PER positive effect on stock prices, variable NPM no positive effect on stock prices, ROE positive effect on stock prices, variable DER no positive effect on stock prices, and a variable risk of systematic negative effect the stock price.