ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP PENGAMBILAN SAHAM PERBANKAN BUMN YANG TERDAFTAR DI BEI PERIODE 2010-2014

This study aims to determine the influence of factors internal and external to the return of registered banking shares Indonesia Stock Exchange in 2010-2014. The population in this study were 4 BUMN bank companies registered in Indonesia Stock Exchange period 2010-2014 sampling techniques used is purposive sampling. obtained by 4 state-owned bank companies included in the independent variable criterion studied is Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation Rate, and Rate of Interest Interest and the dependent variable studied is stock returns. Analysis Techniques used is Panel Data Regression and Hypothesis test using t-test. The results showed that both variables were simultaneously independent Return On Asset (ROA) has no effect on stock returns Partially the variables of the four independent variables are Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation and Interest Rates are only Inflation and Interest rates that have a significant effect on stock returns. R-square value 33.42%.

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Analysis of The Effect of Capital, Credit Risk, and Liquidity Risk on Profitability in Banks

Jurnal Ilmu Manajemen & Ekonomika ◽

10.35384/jime.v10i2.80 ◽

2018 ◽

Vol 10 (2) ◽

pp. 44 ◽

Cited By ~ 3

Author(s):

Antyo Pracoyo ◽

Aulia Imani

Keyword(s):

Credit Risk ◽

Liquidity Risk ◽

Commercial Banking ◽

Capital Adequacy ◽

Return On Assets ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression ◽

Independent Variable

This research aims to analyze the influence of bank-specific component to profitability of banking industry within the classification of commercial banking category 3 (Bank Umum Kegiatan Usaha 3, classification based on Central Bank of Indonesia) in the period of 2011 until 2015. The number of sample for this research are 8 banks or Bank Devisa. Independent variable used for this research are based on the ratio of banks. There are Capital measured by Capital Adequacy Ratio, Credit Risk measured by Non Performing Loan, and Liquidity Risk measured by Loan to Deposit Ratio. While dependent variable Profitability measured by Return On Assets. This research analyzed using Eviews 7 program for Panel Data Regression. The result of this research shows that Capital and Liquidity Risk has insignificance effect to Profitability. Meanwhile, Credit Risk has significant effect to Profitability

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Pengaruh Loan To Deposit Ratio, Capital Adequacy Ratio, Dan Non Performing Loan Terhadap Profitabilitas Perbankan Yang Terdaftar Di Bursa Efek Indonesia (BEI)

Jurnal Ilmiah Manajemen Kesatuan ◽

10.37641/jimkes.v9i2.764 ◽

2021 ◽

Vol 9 (2) ◽

pp. 131-140

Author(s):

Fanesha Fanesha ◽

Nusa Muktiadji ◽

Ganjar Hendrian

Keyword(s):

Stock Exchange ◽

Hypothesis Test ◽

Secondary Data ◽

Capital Adequacy ◽

Coefficient Of Determination ◽

Return On Assets ◽

Independent Variables ◽

Capital Adequacy Ratio ◽

Independent Variable ◽

The Relationship

This study aims to determine how the influence of Loan to Deposit Ratio, Capital Adequacy Ratio and Non Performing Loans on Banking Profitability Listed on the Indonesia Stock Exchange (IDX) that occurs at PT Bank Central Asia Tbk, PT Bank Rakyat Indonesia (Persero) Tbk, PT Bank Mandiri (Persero) Tbk, PT Bank CIMB Niaga Tbk, PT Bank Negara Indonesia (Persero) Tbk, PT Bank Tabungan Negara (Persero) in 2014-2018. The data used in this study are quantitative data with secondary data sources derived from the financial statements of each bank. This research uses descriptive statistical analysis methods, inference analysis, classic assumption test, multiple linear analysis and coefficient of determination. Regression analysis is used to find out how the influence of independent variables on the dependent variable with a significance value of 5 percent. While the determination coefficient analysis is used to determine the relationship between the independent variable and the dependent variable. From the partial hypothesis test (T Test) that has been done by the author, it is obtained that the Loan to Deposit Ratio affects Return On Assets, Capital Adequacy Ratio has no effect on Return On Assets and Non Performing Loans has no effect on Return On Assets. For simultaneous hypothesis testing (Test F), the results obtained are that the independent variables namely Loan to Deposit Ratio, Capital Adequacy Ratio and Non Performing Loans simultaneously influence the Return on Assets. Key words : Loan to Deposit Ratio (LDR), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Asset (ROA).

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CAPITAL ADEQUACY RATIO, LOAN DEPOSIT RATIO DAN NON PERFORMING LOAN TERHADAP PROFITABILITAS

Jurnal Riset Akuntansi Kontemporer - Vol 13 No 2 (2021): October Edition ◽

10.23969/jrak.v9i2.583 ◽

2017 ◽

Vol 9 (2) ◽

pp. 88-93

Author(s):

Alfian Agus Putranto ◽

Farida Titik Kristanti ◽

Dewa Mahardika

Keyword(s):

Commercial Bank ◽

Stock Exchange ◽

Sample Selection ◽

Capital Adequacy ◽

Return On Assets ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression ◽

Negative Effect ◽

Positive Effect

ROA is used to measure the ability of the bank’s management in obtaining the overall profit of the total assets owned. This study aims to examine the influence of Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL). Profitability is proxied by Return on Assets (ROA) in Commercial Bank listed on Indonesia Stock Exchange (BEI) in the period of 2011-2015. The population in this study are the commercial bank listed on the Stock Exchange. Sample selection technique used is purposive sampling and acquired 31 commercial banks with the 2011-2015 study period. Methods of data analysis is panel data regression analysis. The results showed that simultaneous Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL) have a significant effect on profitability. While partially, Capital Adequacy Ratio (CAR) significant positive effect, Non Performing Loan (NPL) significant negative effect, while Loan Deposit Ratio (LDR) has no effect on profitability.

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ANALISIS TINGKAT KESEHATAN BANK DAN PERTUMBUHAN LABA PADA PERUSAHAAN SEKTOR PERBANKAN DI INDONESIA

10.31227/osf.io/9eqkc ◽

2019 ◽

Author(s):

Resa Katriani ◽

Aminar Sutra Dewi

Keyword(s):

Regression Analysis ◽

Stock Exchange ◽

Capital Adequacy ◽

Analysis Method ◽

Return On Assets ◽

Public Funds ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression ◽

Profit Growth

Competition between banks in collecting public funds and redistributing inthe form of credit in many deviant practices, this deviation will cause a decline inbanking performance that will affect the profit growth of a bank. This study aimsto determine whether CAMEL has an influence on the profit growth of bankingcompanies on the Indonesia Stock Exchange (IDX). The ratio used in this study isCapital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Return On Assets(ROA) and Loan To Deposit (LDR). The sample of this study were 20 bankingcompanies listed on the Indonesia Stock Exchange (BEI) in 2013-2017. This studyuses panel data regression analysis method. The results of the tests conductedfound that the Capital Adequacy Ratio (CAR) had a positive and significant effect onprofit growth. While Non-Performing Loan (NPL), Return On Assets (ROA), andLoan To Deposits (LDR) have no significant effect on profit growth

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PENGARUH CAR, LDR DAN BOPO TERHADAP ROA PERUSAHAAN PERBANKAN KONVENSIONAL DI BEI

Jurnal Ilmu Manajemen Universitas Tadulako (JIMUT) ◽

10.22487/jimut.v5i2.152 ◽

2020 ◽

Vol 5 (2) ◽

pp. 196-210

Author(s):

Agus Boice Hutagalung ◽

Muslimin Muslimin ◽

Enki P Nainggolan

Keyword(s):

Regression Analysis ◽

Panel Data ◽

Sampling Method ◽

Stock Exchange ◽

Capital Adequacy ◽

Return On Assets ◽

Purposive Sampling ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression

This study aims to determine the effect of Capital Adequacy Ratio, Loan to Deposit Ratio, and BOPO simultaneously and partially on Return On Assets of Conventional Banking Companies in the Indonesia Stock Exchange. The population in this study were 42 conventional banking companies listed on the Indonesia Stock Exchange. Sampling was carried out by purposive sampling method with the aim of obtaining samples in accordance with the research objectives and from the number of samples taken as many as 11 companies. The analytical method used in this study is panel data regression analysis. The results of this study indicate that during the period 2012-2016 (1) simultaneously CAR, LDR and BOPO had a significant effect on ROA in conventional banking companies listed on the IDX, (2) CAR partially had no significant effect on ROA, (3) LDR partially no significant effect on ROA, (4) BOPO partially has a significant effect on ROA of conventional banking companies on the Indonesia Stock Exchange. Penelitian ini bertujuan untuk mengetahui pengaruh Capital Adequacy Ratio, Loan to Deposit Ratio, dan BOPO secara serempak dan parsial terhadap Return On Assets Perusahaan Perbankan Konvensional di Bursa Efek Indonesia. Populasi dalam penelitian ini sebanyak 42 perusahaan perbankan konvensional yang terdaftar di Bursa Efek Indonesia. Pengambilan sampel dilakukan dengan metode purposive sampling dengan tujuan untuk mendapatkan sampel yang sesuai dengan tujuan penelitian dan dari jumlah yang ada maka diambil sampel sebanyak 11 perusahaan. Metode analisis yang digunakan dalam penelitian ini adalah analisis regresi data panel. Hasil dari penelitian ini menunjukkan bahwa selama periode 2012-2016 (1) secara simultan CAR, LDR dan BOPO berpengaruh signifikan terhadap ROA pada perusahaan perbankan konvensional yang terdaftar di BEI, (2) CAR secara parsial tidak berpengaruh signifikan terhadap ROA, (3) LDR secara parsial tidak berpengaruh signifikan terhadap ROA, (4) BOPO secara parsial berpengaruh signifikan terhadap ROA perusahaan perbankan konvensional di Bursa Efek Indonesia.

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PENGARUH KINERJA KEUANGAN TERHADAP RISIKO KEBANGKRUTAN BANK UMUM SYARIAH DI INDONESIA (METODE ALTMAN Z-SCORE MODIFIKASI PERIODE 2011-2017)

Jurnal Ekonomi dan Bisnis Islam (Journal of Islamic Economics and Business) ◽

10.20473/jebis.v4i2.10757 ◽

2018 ◽

Vol 4 (2) ◽

pp. 166

Author(s):

Luluk Afiqoh ◽

Nisful Laila

Keyword(s):

Capital Adequacy ◽

Z Score ◽

Return On Assets ◽

Analysis Techniques ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression ◽

Negative Effect ◽

Score Method ◽

Positive Effect

This research aims to find out the influence of financial performance measured using the Capital Adequacy Ratio variable, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Assets to the risk of sharia bank bankruptcy in Indonesia calculated using the Altman Z-Score method Modification. This study uses a quantitative approach with panel data regression analysis techniques. The results of this study show partially the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Bank Size has a significant positive effect, the variable Loan to Asset Ratio Leverage has a significant negative effect, and Return on Asset has a positive and insignificant effect. Nevertheles the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Asset have a significant effect on the value of Altman Z-Score as a measure of the risk of bankruptcy in Islamic commercial banks in Indonesia.

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The Effects of Financial Performance on Stock Returns: Evidence of Machine and Heavy Equipment Companies in Indonesia

Research in World Economy ◽

10.5430/rwe.v11n6p131 ◽

2020 ◽

Vol 11 (6) ◽

pp. 131

Author(s):

A. Razak ◽

Febrian Vingky Nurfitriana ◽

Desty Wana ◽

Ramli Ramli ◽

Ismail Umar ◽

...

Keyword(s):

Financial Performance ◽

Interest Rates ◽

Stock Returns ◽

Stock Prices ◽

Stock Exchange ◽

Performance Factors ◽

Heavy Equipment ◽

Panel Data Regression ◽

Data Regression ◽

Equity Ratio

This study was made to determine the effect of Current Ratio (CR), Total Assets Turnover (TAT), Return on Assers (ROA), Debt to Equity Ratio (DER) on stock returns in the machinery and heavy equipment sub-sector companies listed on the Stock Exchange Indonesia (IDX) in the period 2014 - 2018. Stock returns are calculated based on changes in closing stock prices and estimated influence of financial performance factors using the panel data regression method. Based on empirical findings show that financial performance that has been proxy using; CR, TAT, ROA, and DER do not affect stock returns. The results of the study have implications that the company's financial performance is not an important consideration for investors in the decision to buy shares in the Machinery and Heavy Equipment sub-sector company. In many studies, stock prices are much influenced by macroeconomic variables, such as; exchange rates, inflation, interest rates, and oil prices.

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PENGARUH TINGKAT KESEHATAN BANK TERHADAP HARGA SAHAM PERBANKAN UMUM KONVENSIONAL TERDAFTAR DI BEI 2014-2018

Jurnal Manajemen Bisnis Krisnadwipayana ◽

10.35137/jmbk.v8i2.426 ◽

2020 ◽

Vol 8 (2) ◽

Author(s):

Bella Salsabilla ◽

Irni Yunita

Keyword(s):

Stock Price ◽

Stock Exchange ◽

Capital Adequacy ◽

Insignificant Effect ◽

Good Corporate Governance ◽

Panel Data Regression ◽

Analysis Technique ◽

Capital Adequacy Ratio ◽

Data Regression ◽

The Impact

This research purpose is to analyze the impact of bank soundness on stock price both simultaneously and partially. This research conducted on several indicators which represented by each ratio. There are Good Corporate Governance (GCG), risk profile represented by Non Performing Loan (NPL), capital represented by Capital Adequacy Ratio (CAR), and earning represented by Return on Asset (ROA). The population was conventional banking companies listed on Indonesia Stock Exchange during 2014-2018. Sampling method used in this research was purposive sampling and obtained 32 banking companies as a sample. This research using quantitative method. Analysis technique used in this reseach was panel data regression. The result shows that simultaneously NPL, ROA, CAR have insignificant effect on stock price. However, partially there was a significant effect between GCG and stock price. While the others variable have insignificant effect on stock price.

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Profitability Condition With Stylized Fact of Banking Industries in Indonesia, Malaysia and Thailand

AFEBI Management and Business Review ◽

10.47312/ambr.v5i2.308 ◽

2020 ◽

Vol 5 (2) ◽

pp. 15

Author(s):

Helma Malini

Keyword(s):

Exchange Rates ◽

Interest Rates ◽

Fixed Effect Model ◽

Capital Adequacy ◽

Return On Assets ◽

Factors Affecting ◽

Independent Variables ◽

Effect Model ◽

Panel Data Regression ◽

Data Regression

The survival of banking industries are determined by many factor including profitability earn during the years. Therefore, this study investigates factors affecting profitability of banks in ASEAN. This study uses 10 banks with the largest assets in Indonesia, Malaysia and Thailand with sample studies of 30 banks in ASEAN with 10 years of operationalization duration. Return on assets (ROA) is the dependent variable and the independent variables used are non-performing loans (NPL), capital adequacy ratios (CAR), total assets (Size), loan-to-deposit ratio (LDR), domestic product growth gross (GDP growth), inflation, interest rates and exchange rates. Data is processed using panel data regression with the Cochrance Orcutt method on the basis of the Common and Fixed Effect Model with the combination of stylized facts among each countries. The final results of this study are varied among countries. In Indonesia only NPLs have a significant significance of ROA, which is a significant negative. In Malaysia, only the exchange rate is significant to ROA, which is a significant negative. In Thailand, only NPI has a significant effect on ROA, which is a significant negative. Overall in Southeast Asia, only NPLs, interest rates and exchange rates significantly affect ROA, which is a significant negative. In other independent variables, it does not have a significant effect on ROA.

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The Effect of Capital Adequacy Ratio, Loan to Deposit Ratio, Operating-Income Ratio, Non Performing Loans, Net Interest Margin on Banking Financial Performance

eCo-Buss ◽

10.32877/eb.v2i2.130 ◽

2020 ◽

Vol 2 (2) ◽

pp. 1-10

Author(s):

Refni Sukmadewi

Keyword(s):

Financial Performance ◽

Interest Rates ◽

Stock Exchange ◽

Financial Statements ◽

Capital Adequacy ◽

Return On Assets ◽

Operating Income ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

And Performance

The weak condition of the banking sector encourages those involved in conducting a bank health assessment. One of the parties is the investor because the better the bank's performance, the greater the security guarantee of the invested funds. By using financial ratios, investors can find out the performance of a bank that can be seen through various variables. The variable used as the basis for valuation is the financial statements of the companies concerned. Company performance can be measured by analyzing and evaluating financial statements. Information on financial position and performance in the past is often used as a basis for predicting financial position and performance in the future. Banking performance can be measured using average loan interest rates, average deposit interest rates, and bank profitability. The profitability measure used is return on assets (ROA) in the banking industry. Return on Assets (ROA) focuses the company's ability to obtain earnings in the company's operations. The reason for choosing Return on Assets (ROA) as a measure of performance is because Return on Assets (ROA) is used to measure the effectiveness of the company in generating profits by utilizing its assets. The greater ROA shows the better financial performance, because the greater the rate of return. This study aims to examine the effect of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Operating-Income Expense Ratio (BOPO), Non Performing Loans (NPL), Net Interest Margin (NIM), and on Return on Assets (NIM) ROA) as the Financial Performance of Banking Companies Listed on the Indonesia Stock Exchange in 2016-2018. The data used in this study were obtained from the Annual Financial Statements of Banking Companies Listed on the Stock Exchange in 2016-2018. the samples used were 23 Banking Companies Listed on the IDX. The analytical method used is multiple linear regression. The results showed that the CAR, BOPO, NPL, NIM, and LDR variables had a positive and significant effect on Return on Assets (ROA). Thus the bank is expected to pay attention to the level of efficiency of its operations to increase profitability on its financial performance.

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