ANALISIS DETERMINAN HARGA SAHAM PERBANKAN SYARIAH (Studi Kasus : Bank Panin Dubai Syari’ah periode 2014-2021)

ABSTRACTrnRohmah Amaliyah Sholihah, Determinants of Indonesian Sharia Banking Stock Prices. Under the guidance of Widita Kurniasari, S.E., M.E.rnThe purpose of this study was to analyze the effect of the variable earnings per share (EPS), return on assets (ROA) and interest rates on stock prices of Indonesian Islamic banking in the long term and short term. The independent variables of this study are earnings per share (EPS), return on assets (ROA) and interest rates, the dependent variable is the stock price of Panin Dubai Syariah bank. The data uses time series data in the form of kuartally from 2014 to 2021. This study uses a quantitative approach. The method used is the Error Correction Model (ECM). The analysis techniques used are: data stationarity test, long-term and short-term ECM test, and classical assumption test. The result of this research is that in the long and short term, EPS has a positive and significant effect on the stock price of Panin Dubai Syariah bank. ROA has a positive and insignificant effect on the stock price of Panin Dubai Syariah bank in the long and short term. Interest rates have a negative and significant effect on the stock price of Panin Dubai Syariah bank in the long term, and not significant in the short term.rnKey words: EPS, ROA, Interest Rate, Stock Price Of Panin Dubai Syariah Bank, Error Correction Model (ECM).