scholarly journals PENGARUH PRICE EARNING RATIO (PER), EARNING PER SHARE (EPS), DEVIDEND YIELD RATIO (DYR), DIVIDEND PAYOUT RATIO (DPR), BOOK VALUE PER SHARE (BVS) DAN PRICE BOOK VALUE(PBV ) TERHADAP HARGA SAHAM PADA PERUSAHAAN SUBSEKTOR MAKANAN DAN MINUMAN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX (JII)

2018 ◽  
Vol 3 (2) ◽  
pp. 199
Author(s):  
Lidia Desiana
Keyword(s):  
Linear Regression ◽  
Linear Regression Model ◽  
Stock Prices ◽  
Stock Price ◽  
Multiple Linear Regression Model ◽  
Yield Ratio ◽  
Test Results ◽  
Dividend Payout ◽  
Book Value ◽  
Food And Beverage

One of the financial ratios that can be used to provide information on how much society (investors) or shareholders appreciates the company, so they want to buy stockof the company at a higher price than the book value of stock is the ratio of share capital or market ratio. This research aims to prove the influence of PriceEarning Ratio (PER), Earning Per Share (EPS), Devidend Yield Ratio (DYR), Dividend Payout Ratio (DPR), Book Value per Share (BVS) and Price Book Value (PBV) Sharia shares. The sample in this research consists of two sub-sector food and beverage companies listed in Jakarta Islamic Index, namely PT. Indofood CBP Sukses Makmur, Tbk and PT. Indofood Sukses Makmur, Tbk. To explain the influence of these variables, the data obtained in this research were analyzed using multiple linear regression model. The result of T test shows that Price Earning Ratio (PER), EarningPer Share (EPS), Book Value Per Share (BVS) and Price Book Value (PBV) have an effect on stock price. Devidend Yield Ratio (DYR) and Devidend Payout Ratio (Parliament) partially have no effect on stock prices. F test results show that Price Earning Ratio (PER), Earning Per Share (EPS), Devidend Yield Ratio (DYR), Devidend Payout Ratio (DPR), Book Value Per Share (BVS), Price Book Value (PBV) simultanly have effect on stock prices. Keywords: Price Earning Ratio, Earning Per Share (EPS), Devidend Yield Ratio (DYR), Devidend Payout Ratio (DPR), Book Value Per Share (BVS), Price Book Value (PBV) and Sharia Stock Price 

scholarly journals ANALISIS PENGARUH RENTABILITAS TERHADAP HARGA SAHAM PERBANKAN DI BURSA EFEK INDONESIA

2018 ◽  
Author(s):  
Afriyeni
Keyword(s):  
Linear Regression ◽  
Statistical Model ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Multiple Linear Regression Model ◽  
Statistical Test ◽  
Test Results ◽  
F Test ◽  
Significance Level

This study aims to determine the effect of each component contained in profitability as ROA , ROE , ROA, and NPM on the price of bank shares listed on the Indonesia Stock Exchange. Object of this research is the price of bank shares listed on the Indonesia Stock Exchange . Statistical model used in this study is a multiple linear regression model . Hypothesis testing is done in two ways, namely t statistical test (t-test) for the partial test and F test (Tes -F) to examine the effect of study variables simultaneously. The results based on t-tests from 2008 to 2012 found that profitability consisting of ROA, ROE, ROA, and NPM significant effect on stock price movements studied banking. Based on the F-test results obtained the overall study, that earnings have a significant effect on stock prices in 2008, with a significance level of 0.107 and in 2012 with a significance level of 0.140, while in 2009, 2010, and 2011 earnings no significant effect on stock prices , where in 2009, with a significance level of 0.644 , in 2010 with a significance of 0.788 and in 2011 with a significance of 0.527 .

scholarly journals The Effect of Earning Per Share, Price to Book Value, Dividend Payout Ratio, and Net Profit Margin on the Stock Price in Indonesia Stock Exchange

2021 ◽  
Vol 11 (1) ◽  
pp. 1
Author(s):  
Bustani Bustani ◽  
Kurniaty Kurniaty ◽  
Rahmi Widyanti
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Investment Decisions ◽  
Profit Margin ◽  
Share Price ◽  
Dividend Payout ◽  
Book Value ◽  
Net Profit ◽  
Food And Beverage

Fundamental analysis of companies with financial ratios is essential in making investment decisions for any company. Therefore, to obtain maximum profit, investors need to perform a study before making investment decisions. This research aims to examine the effect of Earning Per Share (EPS), Price to Book Value (PBV), Dividend Payout Ratio (DPR), and Net Profit Margin (NPM) on the stock price. The research at the Indonesia Stock Exchange, a sub-sector of food and beverage companies, period five years (2014-2018). The sample of this study amounted to 12 companies from 26 companies in the population of food and beverage companies that have met the researchers' criteria. Data analysis with bootstrapping used SEM (statistical equation modeling) in hypothesis testing. The research findings confirmed the significant effect of Earning per Share, Price to Book Value, and Dividend Payout Ratio on stock prices. Meanwhile, the Net Profit Margin does not significantly affect stock prices in the study period, with an alpha significance of five percent. These findings imply practical implications that EPS, PBV, DPR, and NPM ratio information can be considered in investment decisions for anyone.

scholarly journals THE INFLUENCE OF USING FUNDAMENTAL AND TECHNICAL ANALYSIS ON SHARE PRICES

2021 ◽  
Vol 5 (2) ◽  
pp. 103-111
Author(s):  
Firdaus Gusti Redha romadi putra ◽  
Eni Wuryani
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sample Selection ◽  
Technical Analysis ◽  
Share Price ◽  
Return On Assets ◽  
Book Value ◽  
Share Prices ◽  
Food And Beverage

This study aims to determine the effect of the variables contained in fundamental and technical analysis of stock prices. Variables used include Earning Per Share, Return On Assets, Book Value Per Share, Price to Book Value, Past Share Prices, Dup and Ddown. Sample selection uses saturated samples by using all food and beverage companies listed on the Indonesia Stock Exchange in the 2014-2018 period. The data analysis technique used is regression analysis using SPSS 23. The results of the study show that simultaneously all variables affect the stock price. Partially Earning Per Share, Price to Book Value, Past Share Prices, and Ddown have a significant effect on stock prices, while Return On Assets, Book Value Per Share, and Dup have no significant effect on stock prices.

scholarly journals PENGARUH EARNING PER SHARE, DIVIDEND PER SHARE DAN FINANCIAL LEVERAGE TERHADAP HARGA SAHAM PADA PERUSAHAAN FOOD AND BEVERAGE YANG TERDAFTAR DI BURSA EFEK INDONESIA

2019 ◽  
Vol 4 (1) ◽  
pp. 86
Author(s):  
Mortigor Afrizal Purba
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Financial Leverage ◽  
Basic Assumptions ◽  
Food And Beverage ◽  
Regression Tests

The stock price describes the performance of the company. The better the performance of the company, the higher the stock price. Therefore the company needs to maintain the company's performance so that the stock price does not decline continuously every year. One way to find out that the company has good corporate performance by comparing the company's financial ratios from the previous year to the following year.     The aim of this study is to examine the effect of EPS, DPS, and Financial Leverage on the stock prices of food and beverage companies listed on the Indonesia Stock Exchange 2014-2018. The population in this study amounted to 18 food and beverage companies with the period 2014-2018. While the sample selected using the purposive sampling method with a total of 9 companies for 5 years processed data as many as 45 data.            Data tested using basic assumptions, classic assumption tests, multiple linear regression tests and hypothesis testing. The results of the study show that EPS, DPS, and Financial Leverage simultaneously have a significant effect on stock prices. While partially EPS has a significant effect on stock prices, DPS has no significant effect on stock prices, and Financial Leverage also does not have a significant effect on stock prices.

scholarly journals PENGARUH BEBERAPA RASIO KEUANGAN TERHADAP HARGA SAHAM, STUDY EMPIRIS PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

2017 ◽  
pp. 89-108
Author(s):  
Abdonsius Sitanggang
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Manufacturing Companies ◽  
Publicly Traded ◽  
Dividend Payout ◽  
Return On Equity ◽  
Book Value ◽  
Publicly Traded Companies ◽  
Equity Ratio

This study wants to analyze the influence of fundamental factors on stock prices listed manufacturing in Indonesia Stock Exchange with the observation period Z004 to 2006. Fundamental analysis is used to assess the feasibility of investing in the stock because it can generate the variables that determine stock prices in the fitture. Valuation concept stocks with fitndamental analysis will yield information about whether a particular stock worth buying or not feasible, based on the opportunity to generate returns. To perform this analysis, it would require the company's financial data and other data related to the concept of stock valuation. One source of information that can be used is the company's financial statements. Pniecahan study focused on the issue of corporate fundamental factors jointly influence the stock price companies manufacturing in Indonesia Stock Exchange and what factors aflect the price of the most dominant share of manufacturing companies in Indonesia Stock Exchange. The study aimed to determine the influence of fundamental factors together (simultaneously) on stock prices of manufacturing companies in Indonesia Stock Exchange and to determine the factors that most influence the predominantly manufacturing company‘s stock price in the Indonesia Stock Exchange. The results showed that the six independent variables are return on equity (ROE), debt to equity ratio (DER), net book value (NVB), dividend payout ratio (DPR), dividend growth (GTH) and the expected rate of return (KS5) significantly influence the company's stock price is publicly traded on the Indonesia Stock Exchange with a coeflicient value of R-squared = 0.828758 and Adjusted R-squared = 0.821720 with 0.0000 significance. These results indicate that all six variables are taken into consideration appropriate to analyze the stock prices of publicly traded companies in Indonesia Stock Exchange. The most dominant factor affiecting the stock price of publicly traded companies in Indonesia Stock Exchange is the net book value (NBV) with kefisien value of 0.647716. The analysis of this study indicate that the parties - stakeholders should consider the variable return on equity (ROE), debt to equity ratio (DER), net book value (NVB), dividend payout ratio (DPR), dividend growth (GTH) and the expected benefits (KS5) in making decisions.

scholarly journals Determinan Harga Saham Perusahaan Makanan Minuman Tahun 2015-2018

2020 ◽  
Vol 4 (1) ◽  
pp. 128
Author(s):  
Mega Silviana ◽  
Anita Wijayanti ◽  
Purnama Siddi
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Third Parties ◽  
Factors Affecting ◽  
Purposive Sampling ◽  
Food And Beverage ◽  
Study Population

Stock prices are influenced by various factors. High stock prices can attract investors. research aims to find out whether the stock price is influenced by  BVPS, TATO, FZ, EPS, PER. Study population of 14 food and beverage companies in 2015-2018. With the purposive sampling method, 11 companies were selected. Analysis with multiple linear regression. Stock prices are influenced by BVPS, FZ, EPS, PER, but TATO do not affect. It is hoped that this research can be taken into consideration for management and third parties in making decisions related to factors affecting stock prices.

Arus Kas Operasi, Laba Operasi, Return On Equity Dan Harga Saham Perusahaan Food And Beverage Yang Terdaftar Di Bursa Efek Indonesia

Liquidity ◽  
2018 ◽  
Vol 4 (1) ◽  
pp. 26-30
Author(s):  
Hotman Fredy ◽  
Amelia Aji Kusumadewi
Keyword(s):  
Cash Flow ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Test Results ◽  
Return On Equity ◽  
Operating Income ◽  
Food And Beverage ◽  
Operating Cash Flow

This research to determine the influence of Operation Cash Flow, Operating Income and Return on Equity (ROE) on Equity Shares for the food and beverage companies in Indonesian Stock Exchange. The data used in this study is secondary data by purposive sampling method. The number of samples used by 13 companies using multiple regression analysis. This results indicate that all independent variables simultaneously is Operating Cash Flow, Operating Income and Return On Equity significant influence on stock prices. The test results showed only partial Return On Equity significantly the stock price. As for Operating Cash Flow and Operating Income are not significantly influence the stock price.

scholarly journals Pengaruh Konservatisme, Dividend Payout Ratio, Tingkat Likuiditas Aset, dan Leverage Terhadap Harga Saham Pada Perusahaan Manufaktur

2019 ◽  
Vol 10 (2) ◽  
pp. 1
Author(s):  
Andreas R Wangarry ◽  
Herman Karamoy ◽  
Hendrik Gamaliel
Keyword(s):  
Linear Regression ◽  
Analytical Method ◽  
Stock Prices ◽  
Stock Price ◽  
Secondary Data ◽  
Financial Statements ◽  
Manufacturing Companies ◽  
Dividend Payout ◽  
Variable Level ◽  
Asset Liquidity

Abstract. This study aims to examine the effect of conservatism, dividend payout ratio, level of asset liquidity, and leverage on the stock prices of manufacturing companies. This study employed secondary data in the form of financial statements of manufacturing companies from 2013-2017. 106 manufacture companies were chosen as samples and the number of observations were 530. The analytical method used in this study was multiple linear regression. The results showed partially, conservatism and dividend payout ratio had a significant effect on the stock price of manufacturing companies, while the variable level of asset liquidity and leverage did not significantly influence the stock price of manufacturing companies.Keywords: conservatism, dividend payout ratio, level of asset liquidity, leverage, and stock price.Abstrak. Penelitian ini bertujuan untuk menguji pengaruh konservatisme, dividend payout ratio, tingkat likuiditas aset, dan leverage terhadap harga saham perusahaan manufaktur. Dalam penelitian ini menggunakan data sekunder berupa laporan keuangan perusahaan manufaktur dari tahun 2013-2017. Sampel dalam penelitian ini sebanyak 106 sampel perusahaan dan jumlah pengamatan atau observasi sebanyak 530. Metode analisis yang digunakan dalam penelitian ini adalah regresi linear berganda. Hasil penelitian menunjukkan secara parsial, variabel konservatisme dan dividend payout ratio berpengaruh signifikan terhadap harga saham perusahaan manufaktur, sedangkan variabel tingkat likuiditas aset dan leverage tidak berpengaruh signifikan terhadap harga saham perusahaan manufaktur.Kata kunci: konservatisme, dividend payout ratio, tingkat likuiditas aset, leverage, dan harga saham.

scholarly journals Forecasting the changes in daily stock prices in Shanghai Stock Exchange using Neural Network and Ordinary Least Squares Regression

2020 ◽  
Vol 17 (3) ◽  
pp. 292-307
Author(s):  
Sunantha Prime
Keyword(s):  
Neural Network ◽  
Linear Regression ◽  
Regression Model ◽  
Multiple Linear Regression ◽  
Linear Regression Model ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Stock Exchange ◽  
Multiple Linear Regression Model ◽  
Ordinary Least Squares

The research focuses on finding a superior forecasting technique to predict stock movement and behavior in the Shanghai Stock Exchange. The author’s interest is in stock market activities during high volatility, specifically 13 years from 2002 to 2015. This volatile period, fueled by events such as the dot-com bubble, SARS outbreak, political leadership transitions, and the global financial crisis, is of interest. The study aims to analyze changes in stock prices during an unstable period. The author used advanced computer sciences, Machine Learning through information processing and training, and the traditional statistical approach, the Multiple Linear Regression Model, with the least square method. Both techniques are accurate predictors measured by Absolute Percent Error with a range of 1.50% to 1.65%, using a data file containing 3,283 observations generated to record the daily close prices of individual Chinese companies. The t-test paired difference experiment shows the superiority of Neural Network in the finance sector and potentially not in other sectors. The Multiple Linear Regression Model performs equivalent to the Neural Network in other sectors.

scholarly journals Pengaruh Konservatisme, Dividend Payout Ratio, Tingkat Likuiditas Aset, dan Leverage Terhadap Harga Saham Pada Perusahaan Manufaktur

2019 ◽  
Vol 10 (1) ◽  
Author(s):  
Andreas R Wangarry ◽  
Herman Karamoy ◽  
Hendrik Gamaliel
Keyword(s):  
Linear Regression ◽  
Analytical Method ◽  
Stock Prices ◽  
Stock Price ◽  
Secondary Data ◽  
Financial Statements ◽  
Manufacturing Companies ◽  
Dividend Payout ◽  
Variable Level ◽  
Asset Liquidity

Abstract. This study aims to examine the effect of conservatism, dividend payout ratio, level of asset liquidity, and leverage on the stock prices of manufacturing companies. This study employed secondary data in the form of financial statements of manufacturing companies from 2013-2017. 106 manufacture companies were chosen as samples and the number of observations were 530. The analytical method used in this study was multiple linear regression. The results showed partially, conservatism and dividend payout ratio had a significant effect on the stock price of manufacturing companies, while the variable level of asset liquidity and leverage did not significantly influence the stock price of manufacturing companies.Keywords: conservatism, dividend payout ratio, level of asset liquidity, leverage, and stock price.Abstrak. Penelitian ini bertujuan untuk menguji pengaruh konservatisme, dividend payout ratio, tingkat likuiditas aset, dan leverage terhadap harga saham perusahaan manufaktur. Dalam penelitian ini menggunakan data sekunder berupa laporan keuangan perusahaan manufaktur dari tahun 2013-2017. Sampel dalam penelitian ini sebanyak 106 sampel perusahaan dan jumlah pengamatan atau observasi sebanyak 530. Metode analisis yang digunakan dalam penelitian ini adalah regresi linear berganda. Hasil penelitian menunjukkan secara parsial, variabel konservatisme dan dividend payout ratio berpengaruh signifikan terhadap harga saham perusahaan manufaktur, sedangkan variabel tingkat likuiditas aset dan leverage tidak berpengaruh signifikan terhadap harga saham perusahaan manufaktur.Kata kunci: konservatisme, dividend payout ratio, tingkat likuiditas aset, leverage, dan harga saham.

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