Abstrak. Penelitian ini bertujuan untuk mengetahui seberapa besar pengaruh rasio fundamental, rasio pasar, kinerja bisnis dan makro ekonomi terhadap risiko sistematiks dan berdampak pada kinerja saham pada sektor industri barang konsumsi di bursa efek Indonesia. Data yang digunakan adalah data dokumentasi dengan melihat laporan keuangan perusahan yang termasuk dalam sektor barang konsumsi dan terdaftar di bursa efek Indonesia selama periode tahun 2010 sampai dengan tahun 2014. Metode sampling yang digunakan adalah purposive sampling. Dari populasi 37 perusahaan, 16 perusahaan memenuhi kriteria menjadi sampel. Metode analisis yang digunakan dalam penelitian ini adalah partial least square (PLS). Hasil penelitian menunjukan bahwa rasio fundamental dan rasio pasar berpengaruh terhadap risiko sistematik, sedangkan kinerja bisnis dan makro ekonomi tidak berpengaruh terhadap risiko sistematik. Rasio fundamental, rasio pasar, dan kinerja bisnis tidak berpengaruh terhadap kinerja saham, sedangkan makro ekonomi berpengaruh terhadap kinerja saham. Rasio fundamental, rasio pasar, kinerja bisnis dan makro ekonomi melalui risiko sistmetis tidak signifikan terhadap kinerja saham.
Kata kunci: Kinerja bisnis, Kinerja saham, Makro ekonomi, Partial least square, Rasio fundamental, Rasio pasar, Risiko sistematis

Abstract. This research is intended to know how big the influences of fundamental ratio, market ratio, business performance and macro-economic to the systematic risk and their Impacts to the performance on shares at the Consumer goods industry which listed at Indonesia stock exchange. The sampling method used was purposive sampling technique. From population of 37 companies, 16 companies met the criteria to the sample. Data in this research are collected by using the method of documentation study and documents of companies in the Consumer goods industry sector with the sources deriving from Financial Statements of companies listed at Indonesia Stock Exchange for the period 2010-2014. Data is analyzed by using partial least square modeling processed through the Smart PLS software of 3.0 versions.Output of this study indicates that the fundamental ratio and market ratio have significant influence, but business performance, macro-economic do not have significant influence to the systematic risks, Further, fundamental ratio, market ratio and business performance do not have significant influence as well to the performance on shares, but on the contrary the macro-economic has significant to performance on shares. Fundamental ratio, market ratio, business performance and macro-economic to the systematic risk and there isn't any significant Impacts to performance on shares.
Keywords: Business performance, Fundamental ratio, Macro-economic, Market ratio, Partial least square, Performance on shares, Systematic risk