The effect of investment risks on stock return in the agricultural sector

This study purposes to determine the impact of risks of investment on stock returns of the agricultural sector in wetlands listed on the IDX for the period 2016-2019. This study uses secondary data while the analysis tool uses multiple linear regression (SPSS 21). The research population is 21 companies and the sample is 17 companies. The research sampling technique uses purposive sampling. The object of research is the agricultural sector which is listed on the Indonesia Stock Exchange for the period 2016 to 2019. This study also uses some classical assumptions. Testing the research hypothesis was done by t-test (partial test) and the coefficient of determination test. The results of the study are that 2 independent variables have a significant effect, namely interest rate risk (X1) in a positive direction and exchange risk in a negative direction, while liquidity risk and inflation risk have no significant effect with negative and positive directions on stock returns of the agricultural sector listed on the IDX for the period 2016-2019. The result of the research determination coefficient is 15.1%.

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Pengaruh keputusan investasi, keputusan pendanaan, dan kebijakan dividen terhadap nilai perusahaan yang terdaftar di Bursa Efek Indonesia

Jurnal Kajian Manajemen Bisnis ◽

10.24036/jkmb.10885300 ◽

2019 ◽

Vol 8 (2) ◽

Author(s):

Dina Patrisia ◽

Muthia Roza Linda ◽

Ursa Yulianti

Keyword(s):

Dividend Policy ◽

Stock Exchange ◽

Investment Decision ◽

Investment Decisions ◽

Secondary Data ◽

Sampling Technique ◽

Total Sample ◽

Manufacturing Companies ◽

Positive Direction ◽

Company Value

This study aims to analyze the effect of investment decisions, funding decisions, and dividend policy on the value of the company. This research is classified as causative research. The populations in this study are all Manufacturing companies listed on the Stock Exchange in 2012-2016. The sampling technique in this study is using purposive sampling technique with a total sample of 213 samples. The data used is secondary data. The data analysis method used is multiple regression. The results showed that investment decision variables affect the value of the company in a positive direction, funding decisions affect the value of the company in a negative direction, and dividend policy affects the value of the company with a positive direction on Manufacturing companies listed on the IDX. With this research, it is expected that researchers who can further conduct research related to factors that influence the value of the company whose impact is higher than what researchers have met. By using different proxy and data processing methods to produce more accurate data processingKeywords: Investment decisions; funding decisions; dividend policy; company value

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PENGARUH RETURN ON EQUITY (ROE), DEBT TO EQUITY RATIO (DER) DAN TOTAL ASSET TURNOVER (TATO) TERDAHAP RETURN SAHAM PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

JURNAL ILMIAH EDUNOMIKA ◽

10.29040/jie.v5i1.1938 ◽

2021 ◽

Vol 5 (1) ◽

Author(s):

Siska Audina Bambang Siswanto

Keyword(s):

Stock Returns ◽

Secondary Data ◽

Sampling Technique ◽

Total Asset ◽

Coefficient Of Determination ◽

Manufacturing Companies ◽

Return On Equity ◽

Insignificant Effect ◽

Asset Turnover ◽

Equity Ratio

This study was conducted to examine the effect of Return on Equity, Debt to Equity Ratio and Total Asset Turnover on stock returns in manufacturing companies listed on the IDX for the 2014-2018 period. The population in this study were 143 manufacturing companies for the 2014-2018 period. The sampling method used was purposive sampling technique and the selected sample met the criteria of 40 companies so that the data used was 200. This study used secondary data and the analysis method used was the classical assumption test, multiple linear regression, t test, f test and coefficient of determination. . Based on the results of data analysis, it can be concluded that the ROE variable has a positive and significant effect on stock returns, the DER variable has a positive and insignificant effect on stock returns, the TATO variable has a positive and insignificant effect on stock returns. There is a significant influence of the ROE, DER and TATO variables simultaneously on Stock Return.

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Pengaruh Net Profit Margin (NPM) Dan Debt To Assets Rasio (DAR) Terhadap Return Saham

Journal of Economic Bussines and Accounting (COSTING) ◽

10.31539/costing.v4i2.2042 ◽

2021 ◽

Vol 4 (2) ◽

pp. 838-845

Author(s):

Lusi Noviyanti ◽

Moh. Wahyudin Zarkasyi

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Secondary Data ◽

Profit Margin ◽

Coefficient Of Determination ◽

Normality Test ◽

Net Profit ◽

Food And Beverage

This study aims to determine the effect of Net Profit Margin and Debt to Assets Ratio on Stock Return. The sampling method using purposive sampling, obtained a sample of 13 companies. The research data uses secondary data, namely from the financial statements of the food and beverage subsector companies listed on the Indonesia Stock Exchange for the 2014-2018 period eith miltiple linear regression analysis testing with the help of SPSS version 22 using teh normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, t test, f test and the coefficient of determination. The examiner shows that partially NPM has no effect on stock returns and DAR has no effect on stock returns. And simultaneously NPM and DAR have no effect on stock returns. Keyboards: Net Profit Margin (NPM), Debt to Assets Ratio (DAR), Stock return

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Pengaruh Kepemilikan Institusional, Ukuran Dan Umur Perusahaan Terhadap Kinerja Intellectual Capital Industri Keuangan di BEI

E-Jurnal Akuntansi ◽

10.24843/eja.2018.v25.i03.p07 ◽

2018 ◽

pp. 1799

Author(s):

Ainun Roviko ◽

I Gusti Ngurah Agung Suaryana

Keyword(s):

Firm Size ◽

Intellectual Capital ◽

Stock Exchange ◽

Secondary Data ◽

Sampling Technique ◽

Institutional Ownership ◽

Firm Age ◽

Financial Industry ◽

Financial Report ◽

The Impact

Evaluate performance intellectual capital of company is an important thing because this will contribute to the company competitive advantage in the future. This study aims to obtain empirical evidence of the impact institutional ownership, firm size and firmage on intellectual capital performance financial industry listed on Indonesian Stock Exchange 2015-2017.Intellectual capital performance measured by VAICTM. This research used non- probability sampling technique with purposive sampling method and 37 company as a sample and 111 observation. Secondary data obtained from the annual financial report of the financial industry. The result of this research indicate that institutional ownership hasnot affecting the intellectual capital performance. The result of this search also indicate that firm size and firm age has a positive effect on intellectual capital performance. Keywords : Institutional ownership, size and firm age, financial industry, intellectual capital.

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Pengaruh Cash Ratio, Debt to Equity Ratio, dan Return On Assets Terhadap Return Saham dengan Nilai Tukar sebagai Variabel Moderating Pada Perusahaan Perkebunan yang Terdaftar di Bursa Efek Indonesia (BEI) Periode 2014-2018

J-MAS (Jurnal Manajemen dan Sains) ◽

10.33087/jmas.v5i1.149 ◽

2020 ◽

Vol 5 (1) ◽

pp. 57

Author(s):

Yunan Surono ◽

Andrian Hadinata

Keyword(s):

Stock Returns ◽

Stock Exchange ◽

Descriptive Analysis ◽

Secondary Data ◽

Sampling Technique ◽

Return On Assets ◽

Significance Level ◽

Independent Variables ◽

Equity Ratio ◽

The Relationship

The purpose of the research is to analyze the Influence of Cash Ratio, Debt To Equity Ratio and Return On Assets to Stock Return With Exchange Rate as Moderating Variables In Plantation Companies Listed In Indonesia Stock Exchange. This research uses descriptive analysis and statistical analysis methods. data that uses secondary data. This study focuses on the influence of 3 independent variables on the dependent variable by adding moderation variables to determine whether the moderating variable can affect the relationship between the independent variables on the dependent variable. Hypothesis testing in this study uses the F test and t test, with a brief significance level (a) 5%. This data analysis uses SPSS 20 data processing software for Windows. The population of this study is companies engaged in the plantation sector in the Indonesia Stock Exchange period 2014 - 2018, with a purposive sampling technique, obtained 6 companies that have fullfill criteria in this research. The results of this study partially Cash Ratio, Debt to Equity Ratio, and Return On Assets have a significant effect on stock returns, partially Debt to Equity Ratio and Return On Assets have a significant positive effect on stock returns, while Cash Ratio has no significant effect on stock returns. and the value is not able to affect the relationship between independent variable and dependent variable.

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EFFECT OF NEW INFORMATION FROM RIGHTS ISSUE ANNOUNCEMENT ON SHARE PRICES OF FIRM’S LISTED ON THE NAIROBI SECURITY EXCHANGE

American Journal of Finance ◽

10.47672/ajf.156 ◽

2017 ◽

Vol 1 (3) ◽

pp. 54

Author(s):

Batista J. Mariko ◽

Theuri J. M

Keyword(s):

Stock Returns ◽

Secondary Data ◽

Sampling Technique ◽

Target Population ◽

P Value ◽

Unique Contribution ◽

Share Prices ◽

New Information ◽

Rights Issue ◽

The Impact

Purpose: The purpose of this study was to establish the effect of new information from rights issue announcement on share prices of firm’s listed on the Nairobi Security Exchange.Methodology: The study was carried out using descriptive research design. The target population consisted all companies listed on the NSE, and had previously done a rights issue. Convenient sampling technique was used to identify firms that had rights issue in the period under study. Secondary data was collected using a schedule developed by the researcher. Data analysis was done using events study methodology and regression modelling.Results: Based on the findings the study found that mean share prices before and after the rights issue announcement was statistically insignificant as indicated by the t-test (t= -0.435 and p-value = 0.663).Unique contribution to theory, practice and policy: Based on the findings the study recommends that further studies to be done on the impact of bonus issues, IPOs, and the global economic crisis (2008-2009) on stock returns of companies listed at the NSE.

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NILAI PERUSAHAAN: KEBIJAKAN HUTANG, KEBIJAKAN DIVIDEN DAN PROFITABILITAS

EKOMABIS: Jurnal Ekonomi Manajemen Bisnis ◽

10.37366/ekomabis.v1i01.9 ◽

2020 ◽

Vol 1 (01) ◽

pp. 117-130

Author(s):

Afif Taftazani ◽

Eka Suryani

Keyword(s):

Firm Value ◽

Quantitative Research ◽

Stock Exchange ◽

Secondary Data ◽

Sampling Technique ◽

Coefficient Of Determination ◽

Dividend Payout ◽

Return On Equity ◽

Book Value ◽

Equity Ratio

This study aims to determine the effect of Debt to Equity Ratio (DER), Dividend Payout Ratio (DPR) and Return on Equity (ROE) on the value of the company or Price to book value (PBV) on the Indonesia Stock Exchange. The type of this research is quantitative research. The Data on this research is secondary data derived by collectin from literature and documentation. The sample in this study is 16 companies which listed on the Indonesia Stock Exchange in the 2012-2017 period. The sampling technique uses a non-probability sampling method. To analyze the data using a panel data regression test with software Eviews 9. The results of the analysis show that a partial debt to equity ratio has a positive and significant impact on firm value (PBV), while dividend payout ratio and return on equity have no significant impact on company value (PBV). The coefficient of determination (R2) is 0.9378 or 93.78%. This shows that 93.78% of the company's value (PBV) is influenced by the debt to equity ratio, dividend payout ratio and return on equity. While the remaining 6.22% of the company's value (PBV) is influenced by other factors. Abstrak Penelitian ini bertujuan untuk mengetahui pengaruh debt to equity ratio (DER), divident payout ratio (DPR) dan return on equity (ROE) terhadap nilai perusahaan (Price to book value) (PBV) di Bursa Efek Indonesia. Jenis penelitian yang digunakan dalam penelitian ini adalah penelitian kuantitatif. Data dalam penelitian ini menggunakan data sekunder yang berasal dari kepustakaan dan dokumentasi. Sampel dalam penelitian ini adalah 16 perusahaan yang terdaftar dalam Bursa Efek Indonesia periode 2012-2017. Teknik pengambilan sampel dalam penelitian ini menggunakan metode non probality sampling. Analisis yang digunakan menggunakan uji regresi panel dengan software eviews 9. Berdasarkan analisis data yang dilakukkan dalam analisis menunjukkan debt to equity ratio secara parsial berpengaruh secara positif dan signifikan terhadap nilai perusahaan (PBV), sedangkan dividend payout ratio dan return on equity tidak berpengaruh terhadap nilai perusahaan (PBV). Koefisien determinasi (R2) sebesar 0,9378 atau sebesar 93,78%. Ini menunjukkakn bahwa 93,78% nilai perusahaan (PBV) dipengaruhi oleh debt to equity ratio, dividend payout ratio dan. return on equity. Sedangkan sisanya sebesar 6,22% nilai perusahaan (PBV) dipengaruhi oleh faktor lain

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ANALISIS TRADING DAY, TRADING VOLUME, DAN TRADING FRECUENCY TERHADAP RETURN SAHAM PERUSAHAAN MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI PERIODE 2016-2018

Jurnal Akuntansi dan Keuangan ◽

10.23960/jak.v25i1.239 ◽

2020 ◽

Vol 25 (1) ◽

pp. 28-42

Author(s):

Margha Rettha Ayu Chornelia ◽

Dwi Suhartini

Keyword(s):

Stock Returns ◽

Trading Volume ◽

Stock Exchange ◽

Secondary Data ◽

Sampling Technique ◽

Positive Influence ◽

Data Sources ◽

Trading Frequency ◽

Day Trading ◽

Negative Effect

This study aims to analyze the trading day, trading volume, and frequency trading of stock returns on food and beverage companies listed on the Indonesia Stock Exchange for the period of 2016- 2018. This research method uses a quantitative approach. The analytical method used in this study is multiple regression with the help of the SPSS program. Data sources in this study are secondary data sources obtained through the official website of the Indonesia Stock Exchange. The population and sample of this study were 54 populations and 41 samples. The sampling technique uses non probability sampling that is taking a sample with consideration of certain criteria. The variables used in this study are Trading Day, Trading Volume, and Trading Frequency as an independent variable and Stock Return as the dependent variable. The results of this study indicate that trading day has no effect on stock returns, trading volume has a positive influence on stock returns, and trading frequency has a negative effect on stock retur

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DETERMINANT ANALYSIS OF FINANCIAL RATIO ON STOCK RETURNS IN CONSTRUCTION COMPANIES REGISTERED AT INDONESIA STOCK EXCHANGE 2015-2019

Dinasti International Journal of Education Management And Social Science ◽

10.31933/dijemss.v2i1.598 ◽

2020 ◽

Vol 2 (1) ◽

pp. 67-80

Author(s):

Muhammad Reza Alfianto Siregar ◽

Pardomuan Sihombing

Keyword(s):

Stock Returns ◽

Stock Price ◽

Stock Exchange ◽

Secondary Data ◽

Sampling Technique ◽

Financial Ratio ◽

Construction Companies ◽

Price Performance ◽

Price Movements ◽

Stock Price Movements

The growth of the construction sector in Indonesia has indirectly contributed to the growth in the performance of construction companies. This construction performance growth has an impact on stock price movements, apart from the influence of demand and supply of shares. The condition of fluctuating stock price movements requires investors to analyze financial statements before making investment decisions. To find out how the stock price performance can be done by measuring stock returns. In connection with these conditions, the purpose of this study is to analyze the effect of ROE, DER, CR, PBV and TATO on stock returns in construction companies listed on the IDX in 2015 - 2019. This research is included in the category of comparative causal research. The number of samples used in this study were 13 sample companies, with the sampling technique using purposive sampling. The type of data in this study is secondary data taken by the documentation method at Yahoo Finance. The data analysis method uses panel data regression analysis assisted by the Eviews 9.0 software. The results of the study partially show that ROE; DER, CR, PBV, and TATO have a positive and significant effect on stock returns. In addition, ROE, DER, CR, PBV, and TATO simultaneously have a significant effect on stock returns.

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PENGARUH KEBIJAKAN UTANG, LIKUIDITAS, UKURAN PERUSAHAAN, DAN PROFITABILITAS TERHADAP KEBIJAKAN DIVIDEN PERUSAHAAN YANG TERDAFTAR PADA INDEKS LQ-45 DI BEI PERIODE 2013-2016

Jurnal Ecogen ◽

10.24036/jmpe.v1i4.5677 ◽

2019 ◽

Vol 1 (4) ◽

pp. 977

Author(s):

Zahratul Aziz Aini ◽

Tri Kurniawati ◽

Efni Cerya

Keyword(s):

Dividend Policy ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Secondary Data ◽

Sampling Technique ◽

Multiple Linear Regression Analysis ◽

Company Size ◽

Purposive Sampling ◽

The Impact ◽

Debt Policy

Investors have a goal to get maximum returns by anticipating the impact they will face in the future. In this study the return meant is dividend policy. There are 4 factors that influence dividend policy, namely: (1) debt policy, (2) liquidity, (3) company size, (3) profitability. This type of research is causative with secondary data, where this study analyzes how the influence of one variable with another variable or how a variable affects other variables. The sampling technique in this study used a purposive sampling method. Purposive sampling is the determination of the cellphone and population based on the criteria desired by the researcher in order to obtain a representative sample according to the criteria. The object of this study is a company listed on the LQ-45 Index on the Indonesia Stock Exchange with a period of 2013-2016. The data analysis technique uses multiple linear regression analysis using SPSS version 21.0. The results of this study indicate that (1) debt policy has a negative and not significant effect on dividend policy in the LQ-45 index company listed on the Stock Exchange in 2013-2016, (2) liquidity has a negative and not significant effect on dividend policy on LQ-index companies 45 which are listed on the IDX in 2013-2016, (3) the size of the company has a negative and not significant effect on dividend policy on LQ-45 index companies listed on the Indonesia Stock Exchange in 2013-2016, and (4) Profitability has a negative and not significant effect on policy dividends on LQ-45 index companies listed on the Indonesia Stock Exchange in 2013-2016.Keyword: Dividend Policy, Debt Policy, Liquidity, Company Size, and Profitability

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