scholarly journals The Influence of Financial Performance against Stock Prices in Companies Listed in LQ45 Index 2012 - 2016 Period

2018 ◽  
Vol 7 (4.34) ◽  
pp. 270
Author(s):  
John Henry Wijaya ◽  
Gusni . ◽  
Kartika .
Keyword(s):  
Financial Performance ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Random Effect ◽  
Random Effect Model ◽  
Secondary Data ◽  
Sampling Technique ◽  
Coefficient Of Determination ◽  
Independent Variables

This study aims to determine the effect of financial performance of each variable on stock price of the companies listed in the LQ45 Index in 2012 – 2016. This type of research used in this research is explanatory research with descriptive research method and correlation. This study used secondary data. The research population comprised LQ45 companies in 2012-2016 consisting of 45 companies. The sample was selected by the purposive sampling technique and 21 companies were included in the research sample. The data analysis technique was panel data regression using the random effect model. The results of the study showed that earnings per share had a significant effect on stock price. Cash position had a significant effect on stock price. Trading volume had a significant effect on stock price. While return on equity, debt to asset ratio and firm size did not have significant effect on stock price. The results of research F-test showed that the model in regression equation is just right. The coefficient of determination (R2) in this study was 0.758096. This means that the contribution of all independent variables was explained the dependent variable was 75.8%, while the remaining 24.2% was explained by independent variables outside the model.  

scholarly journals ANALISIS PENGARUH KINERJA KEUANGAN TERHADAP HARGA SAHAM PADA INDUSTRI TELEKOMUNIKASI DI BURSA EFEK INDONESIA

2019 ◽  
Vol 2 (1) ◽  
pp. 1-15
Author(s):  
Adria Wuri Lestari
Keyword(s):  
Financial Performance ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Insurance Companies ◽  
Analysis Method ◽  
Independent Variables ◽  
Telecommunication Companies ◽  
Sample Amount

     This study is performed to examine the financial performance of the largest telecommunication companies in Indonesia that are listed in BEI. The population in this study were 11 companies Insurance sectors listed on the Stock Exchange for 5 years (2012-2015). Sampling technique used here is purposive sampling. The data is obtained based on Indonesian Capital Market Directory (ICMD 2012 and 2015) publication. It is gained sample amount of 7 companies from 11 Insurance companies those are listed in BEI.      The comparison analysis method is used to assess financial performance and stock prices, and statistical methods, the method regression to analyze the influence of the ratio of the financial data derived from Indonesian Stock Exchange (BEI) from 2012 until 2016, the price of the shares.     The results of hypothesis testing in this study indicate that (1) partially only variables of Return On Invesdtment that have singnificance effects on Stock Price. But simultaneously all independent variables has significance effect on Stock Price of the Telecommunication sectors are listed in BEI, On this research, (2) ROI shows the most influencing variable toward Stock Price that pointed  by the amount of coefficients determinan value is 36.12%. (3) The statistical of F-test shows that all independent variables simultaneously influence DPR at the adjusted determinant coefficient (R) suqure value is 58,2% its shows that research independent variables able to explain to Stock Price while the remaining of 72,6 % explained by independent variables that were un-research.

scholarly journals The Pengaruh Harga Saham, Return Saham, Volume Perdagangan, dan Risiko Return Saham Terhadap Bid Ask Spread pada Perusahaan di Indeks LQ45

2021 ◽  
Vol 3 (2) ◽  
pp. 275-289
Author(s):  
Fita Krisdayanti ◽  
Tuti Zakiyah
Keyword(s):  
Panel Data ◽  
Stock Returns ◽  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Return ◽  
Secondary Data ◽  
Sampling Technique ◽  
Total Sample ◽  
Bid Ask Spread

The purpose of this study was to determine the effect of Stock Price, Stock Return, Trade Volume and Stock Return Risk partially or simultaneously on the bid ask spread of the LQ45 index companies 2019. The data source used in this study was daily secondary data. The population used in this study are companies listed in the 2019 LQ45 index, totaling 45 companies. The sampling technique used purposive sampling method which resulted in a total sample size of 37 companies and 245 days, thus forming a panel data of 9,065 samples. The analysis technique used is the Fixed Effect Model panel data regression analysis with the help of eviews 10 software application. The results show that: 1) stock prices have a significant effect on the bid ask spread, 2) stock returns have no significant effect on the bid ask spread, 3) volume stock trading has a significant effect on the bid ask spread, 4) the risk of stock return has a significant effect on the bid ask spread, 5) the stock price, stock return, trading volume, and the risk of stock return have a significant effect on the bid ask spread.

scholarly journals Financial Performance and Stock Price: Another Review on Banks Listed in Indonesia Stock Exchange

2021 ◽  
Vol 3 (1) ◽  
pp. 70
Author(s):  
Erlyta Agustine Noviyanti ◽  
Caecilia Wahyu Estining Rahayu ◽  
Christina Heti Tri Rahmawati
Keyword(s):  
Financial Performance ◽  
Significant Influence ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Capital Adequacy

Financial performance is an important factor to attract investors in buying stocks. This study aims to determine the influence of financial performance measured by Non-Performing Loan Ratio (NPL), Loan to Deposit Ratio (LDR), Capital Adequacy Ratio (CAR), Debt to Equity Ratio (DER), Return on Assets (ROA), and Net Profit Margin (NPM) on price of stocks of banks listed in the Indonesia Stock Exchange (IDX) during 2014-2018. Of 43 banks, there were only 31 banks fit the criteria under purposive sampling technique. The data used in this study are secondary data obtained from the official website of Indonesia Stock Exchange (www.idx.co.id). Multiple linear regression analysis was applied for analyzing the data that were tested for classic assumptions. The results showed that simultaneously NPL, LDR, CAR, DER, ROA and NPM had significant influence on stock prices. Partially, the result showed that only ROA and NPM had a significant influence on stock prices. Banks must then focus mainly on ROA and NPM in attracting investors.

scholarly journals Analisis Rasio Profitabilitas, Solvabilitas dan Likuiditas Terhadap Harga Saham Perusahaan IDX30 Di Bursa Efek Indonesia

2021 ◽  
Vol 5 (2) ◽  
pp. 996-1006
Author(s):  
David Kelvincent ◽  
Vargo Christian L. Tobing
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Profit Margin ◽  
Coefficient Of Determination ◽  
Current Ratio ◽  
Net Profit ◽  
The Difference

This research was conducted to determine the effect of profitability, solvency and liquidity ratios on the stock price of IDX30 companies on the Indonesia Stock Exchange. The population in this study were 30 companies listed on the IDX30 index on the Indonesia Stock Exchange. The sampling technique used was purposive sampling and the sample in this study was 15 companies. The data used in this study is secondary data in the form of financial statements. The data is obtained from the Indonesia Stock Exchange website. The results of the t-test showed that the profitability ratio (Net Profit Margin) partially had no significant effect on stock prices, the solvency ratio (Debt Equity to Ratio) partially had no effect on stock prices and the liquidity ratio (Current Ratio) partially had no effect on prices. share. The results of the f test show that profitability (Net Profit Margin), solvency (Debt Equity to Ratio) and liquidity (Current Ratio) simultaneously have no effect on stock prices. In the results of the coefficient of determination, the percentage of the independent variable on the dependent variable is 7.1% and the difference is 92.9% influenced by other factors not examined in this study.

The Effect of Managerial Ownership, Financial Performance, Corporate Competition on Stock Prices with Capital Structure as the Intervening Variable in the Coal Mining Companies Listed on the Indonesia Stock Exchange

2020 ◽  
Vol 2 (1) ◽  
pp. 24-33
Author(s):  
Yulia Afriani ◽  
Abdul Rakhman Laba ◽  
Andi Aswan
Keyword(s):  
Capital Structure ◽  
Financial Performance ◽  
Coal Mining ◽  
Stock Prices ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Managerial Ownership ◽  
Firm Competition ◽  
Mining Companies

This study aimed to find out the effect of managerial ownership, financial performance, corporate competition on stock prices with capital structure as the intervening variable in the coal mining companies listed on the Indonesia Stock Exchange. Managerial ownership variables by the shareholding presentation. Financial performance variables by Total Asset Turnover (TATO). Firm competition variable by Concentration Ratio (CR). Capital structure variables by Debt to Equity Ratio (DER). Stock prices variable by Price to Book Value (PBV). The population of this study was the coal mining companies listed on the IDX. This study used Purposive as the sampling technique. The data source was secondary data from financial statements published through the IDX official website. This study used descriptive statistics and inferential statistics with a quantitative approach using regression techniques with the E-Views version 10 program. The results of this study showed that the dealings of managerial ownership had a positive and significant effect on DER, TATO had a negative and not significant effect on DER, while CR had a negative and significant effect on DER. The dealings of managerial ownership, TATO, DER has a positive and significant effect on PBV, while CR has a negative and not significant. The dealings of managerial ownership influences PBV through DER, interestingly TATO has no effect on PBV through DER and CR influences PBV through DER

Effect Of Leverage, Inflation And GDP To Share Price Pt. Astra Otoparts Tbk.

ProBank ◽  
2018 ◽  
Vol 3 (2) ◽  
pp. 17-21
Author(s):  
Heriyanta Budi Utama ◽  
Florianus Dimas Gunurdya Putra Wardana
Keyword(s):  
Gross Domestic Product ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Share Price ◽  
Domestic Product ◽  
Coefficient Of Determination ◽  
Test Results ◽  
Purposive Sampling

The purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015. The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression. The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share priceThe purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015.The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression.The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share price

scholarly journals Harga Saham Kini: Dalam Bayang-bayang Fundamental

2020 ◽  
Vol 17 (1) ◽  
pp. 71-80
Author(s):  
Sari Gabe Sagala ◽  
Mochamad Muslih
Keyword(s):  
Financial Performance ◽  
Stock Prices ◽  
Stock Price ◽  
Quantitative Methods ◽  
Industrial Revolution ◽  
Stock Exchange ◽  
Secondary Data ◽  
Pharmaceutical Companies ◽  
Funding Policy ◽  
Funding Policies

This study aims to determine the effect of liquidity, funding policies, and financial performance on the stock prices of pharmaceutical companies listed on the Indonesia Stock Exchange (BEI) for the 2009-2018 period. The theory tested in this research is signaling theory. This research uses quantitative methods. The research variables are stock price, company liquidity, funding policy, and financial performance. The data used are secondary data taken from the Indonesia Stock Exchange (IDX). The population in this study is pharmaceutical companies listed on the Indonesia Stock Exchange. The research sample is 7 (seven) pharmaceutical companies listed on the Indonesia Stock Exchange (IDX) for the period 2009-2018. The results showed that company liquidity had no significant effect on stock prices, funding policies had no significant effect on stock prices, and financial performance had no significant effect on stock prices. The results of this study add to the outer layer of knowledge building according to Imre Lakatos. The implication of this research is that the company's fundamental conditions do not necessarily affect stock prices, depending on the type of stock market. It is recommended to investors to be more careful in observing the factors that influence stock prices in the 4.0 industrial revolution era. Next researchers are advised to use other fundamental aspects as their independent variables so that more fundamental elements of the company are examined in relation to stock prices in the 4.0 industrial revolution era.

Analisis Pengaruh Tingkat Harga Saham, Return Saham, dan Volume Perdagangan Saham terhadap Stock Split ISSI Periode 2015– 2020

2021 ◽  
Vol 4 (2) ◽  
pp. 234-245
Author(s):  
Farhan Maulana ◽  
Ahmad Mulyadi Kosim ◽  
Abrista Devi
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Return ◽  
Positive Impact ◽  
Secondary Data ◽  
Normality Test ◽  
Stock Split ◽  
Before And After ◽  
Sample Test

For companies that collect funds from the public through capital from capital market, it can be used to meet capital needs and finance the company’s operation. So that company is expected not to rely on commercial debt financing both from within the country and abroad. With stock split, it is hoped that it will increase investors’ interest in buying affordable shares. This study aims to determine whether the stock split has an effect on stock prices, trading volume, and stock return. The method used by the researcher uses quantitative secondary data methods by using descriptive statistical data test, then use the kolgomorov smirnov normality test, and using theaverage paired sample test. The results of this research is that: 1) stock price have a significant effect after the stock split occurs, 2) while the trading volume has no significant effect after the stock split occours, 3)  then stock return has a siginificant impact before and after the stock split because it is expected to have a positive impact for issuers and investors.

scholarly journals PENGARUH DEBT TO EQUITY RATIO DAN RETURN ON ASSETS TERHADAP HARGA SAHAM PERUSAHAAN SEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2020 ◽  
Vol 8 (2) ◽  
Author(s):  
Ayu Puspitaningtyas, SE., MM.
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Return On Assets ◽  
Independent Variables ◽  
Equity Ratio ◽  
Test Result

<em>This study aims to determine the effect of debt to equity ratio and return on assets of stock price on food and beverages sector in Indonesia Stock Exchange. This study used secondary data, with samples 9 food &amp; beverages companies in Indonesia Stock Exchange during the study period 2016-2018. Independent variables in this study are debt to equity ratio and return on assets. This study used purposive sampling technique. The method of data analysis used multiple regression analysis. Based on results of the study, only debt to equity ratio have no significant effect on stock price. Meanwhile, the F test result shows that Debt to Equity Ratio and Return on Assets jointly have  effect on stock price.</em>

scholarly journals PENGARUH NILAI TUKAR, INFLASI, VOLUME PERDAGANGAN, DAN DIVIDEND PAYOUT RATIO TERHADAP SHARE PRICE VOLATILITY PADA PERUSAHAAN YANG TERDAFTAR DALAM INDEKS KOMPAS100 TAHUN 2014 – 2018

2021 ◽  
Vol 5 (1) ◽  
Author(s):  
Mastura Mastura
Keyword(s):  
Exchange Rate ◽  
Data Analysis ◽  
Trading Volume ◽  
Random Effect ◽  
Random Effect Model ◽  
Price Volatility ◽  
Sampling Technique ◽  
Share Price ◽  
Dividend Payout ◽  
Effect Model

This research aims to analyze partial and simultaneous influence between exchange rate, inflation, trading volume, and dividend payout ratio to share price volatility in Kompas100 index. This research uses 23 companies listed in Kompas100 index as a research sample during the period of 2014 to 2018, where sampling uses purposive sampling technique. In order to analyze, and test each research hypotheses, the technique used is panel data regression using the random effect model. The results of data analysis show that partially, the excgange rate, inflation, and trading volume have a positive and significant effect to share price volatility while the dividend payout ratio has a negative and significant effect to share price volatility. the results of data analysis show simultaneously, the exchange rate, inflation, trading volume, and dividend payout ratio have significant influence to share price volatility. The amount of testing the coefficient of determinastion (adjusted R square) is 0.416174, indicating that dependen variable which is share price volatility can be explained by independent variables those are exchange rate, inflation, trading volume, and dividend payout ratio was 41.6%, while 58.4% can be explained by the other variables outside the models     

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