scholarly journals Factors Affecting the Return Stock Company in Indonesia Stock Exchange (IDX) LQ45 in Years 2012-2015

The Winners ◽  
2016 ◽  
Vol 17 (1) ◽  
pp. 37
Author(s):  
Fangki A. Sorongan

This research aimed to determine the effect of partially and jointly independent variable of Debt to Equity Ratio (DER), Return on Equity (ROA), Return on Equity (ROE), and Net Profit Margin (NPM) against the dependent variable on the stock return. Objects of this research were companies listed on the Indonesia Stock Exchange (BEI) LQ45 continuously for four years in the period 2012-2015. Companies that qualify for this research were 28 companies. Based on this research, the conclusions indicate that all four independent variables; Debt to Equity Ratio (DER), Return on Equity (ROA), Return on Equity (ROE), and Net Profit Margin (NPM), either jointly or partially give the significant effect on return stock.

2018 ◽  
Vol 2 (2) ◽  
pp. 95
Author(s):  
Muhammad Raymon Hidayat ◽  
Sri Hermuningsih

This research performed in order to test influence of fundamental factor (EPS, NPM, ROA, and DER) toward stock return of farmacy companies that listed in Indonesia Stock Exchange for period 2005-2014.The result of this research show DER have significant effect towards stock return.. And EPS, NPM, ROA don’t have significance effect toward stock return. While, four  independent variabel EPS, ROA, DER, and NPM  to have influence toward return on equity  at level of significance 5% as 0,000%. Predictable of the three variables toward return on equity  is 18,6%.  While the rest 81,4% is affected by other factors is not included into the study model.Kata Kunci :Earning per Share, Net Profit Margin, Return on Asset, Debt to Equity Ratio and Stock Return


2021 ◽  
Vol 5 (1) ◽  
pp. 62
Author(s):  
Junnei Liuspita ◽  
Indra Widjaja

This research aims to find out the influence of Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Debt to Equity Ratio (DER), Earning Per Share (EPS) on the stock return of food and beverage companies listed in the Indonesia Stock Exchange for the period 2015 to 2018. The research sample consists of 13 companies, that were selected by using a purposive technique sampling method for the period of 2015-2018. The method to analyse the research questions was by using the statistical method of multiple linear regression method. The result found that Return on Assets (ROA), Return on Equity (ROE) have significant influences on the stock return. Whilst aNet Profit Margin (NPM), Debt to Equity Ratio (DER), and Earning Per Share (EPS) partially don’t have significant influence. The coefficient determination of this model was found to be about only 28,17%. This suggests that the five independent variables underestimated have a lack of explanatory power of the stock return of food and beverage companies. Hence, further studies to seek other independent variables in the model are suggested to improve the model underestimated. Tujuan dari penelitian ini adalah untuk mengetahui pengaruh Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Debt to Equity Ratio (DER), Earning Per Share (EPS) terhadap return saham perusahaan makanan dan minuman yang terdaftar di Bursa Efek Indonesia untuk periode 2015 hingga 2018. Sampel penelitian, terdiri dari 13 perusahaan, dipilih dengan menggunakan metode teknik purposive sampling dengan periode penelitian 2015-2019. Metode untuk menganalisis pertanyaan penelitian adalah dengan menggunakan metode statistik regresi linier berganda. Hasil penelitian menemukan bahwa, Return on Assets (ROA), Return on Equity (ROE), secara parsial berpengaruh signifikan terhadap return saham. Sementara Net Profit Margin (NPM), Debt to Equity Ratio (DER), Earning Per Share (EPS) secara parsial tidak memiliki pengaruh yang signifikan. Koefisien determinasi model ini hanya 28,17%. Ini menunjukkan bahwa kelima variabel independen tersebut memiliki kurangnya pengaruh terhadap harga saham perusahaan makanan dan minuman. Oleh karena itu, penelitian lebih lanjut untuk mencari variabel independen lain yang dapat meningkatkan pengaruh terhadap harga saham yang tidak diestimasi dalam model ini.


Equity ◽  
2019 ◽  
Vol 22 (1) ◽  
pp. 37
Author(s):  
Muhammad Irfan Sauqi ◽  
Endah Tri Wahyuningtyas ◽  
Heni Agustina

The purpose of this study is to determine the financial effect proxy through Current  ratio, Debt Equity Ratio, Return On Asset, Return On Equity, Return On Investment and Net Profit Margin Against Stock Price of the Company and the like mentioned in Indonesia Stock Exchange. The sample used in the study amounted to 16 companies from a total of 18 companies, for the techniques used in the study using multiple regression analysis. The test results show the variable Current Ratio, Debt Equity Ratio, Return On Asset, Return On Equity, Return On Investment and Net Profit Margin simultaneously affect the stock price of metal companies and the like listed on the Indonesia Stock Exchange, with the results obtained F- count as 5,948 with  significant 0.000 < 0.05. Which means the relationship between the independent variables Current Ratio, Debt Equity Ratio, Return On Asset, Return On Equity, Return On Investment and Net Profit Margin together have a close relationship to stock prices.


2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Rafail Widarko Dan Carunia Mulya Firdausy

The purpose of this research is to determine the influence of debt to equity ratio, return on assets, return on equity and earning growth partially and simultaneously to stock return of coal mining companies listed on the Indonesia Stock Exchange during the period 2008-2015. The populations in this research are all companies of coal mining industry listed in Indonesia Stock Exchange. Sampling was done by purposive sampling method, consisting of 8 companies. Based on the type of data and analysis, this research is quantitative research and the data source used is secondary data. Data collection method used is direct observation method. Based on multiple linear regression test, it can be concluded that debt to equity ratio, return on assets, return on equity have significant and positive influence toward stock return with significant value below 0.05, while earning growth have no influence toward stock return with significant value 0.9. Simultaneously, all the independent variables significantly influence the stock return with significant value 0.000143. Based on the coefficient of determination can be concluded that all the independent variables affect the financial performance by 26.92%.


2019 ◽  
Vol 2 (1) ◽  
Author(s):  
Yolanda Yolanda

This research aims to test the influence about fundamental factors which is consisting of Retrun on Assets (ROA), Return on Equity (ROE), Debt to Equity Ratio (DER), and Net Profit Margin (NPM) to share price. The sample of this research is the manufacture company which is registered in Indonesian Stock Exchange during 2012 - 2016. This research uses 12 samples which is choosen by purposive sampling method. The results showed that ROA and NPM have positive but unsignifcant effect on price share, ROA has positive and significant effect on price share, and DER has negative and unsignificant effect on price share. ROA, ROE, DER, and NPM all simultaneously have significant effect on price share. Moreover, the result that has been obtained by using R-Square is 90,41% and the remaining 9,59 % influenced by other factors.


2016 ◽  
Vol 7 (2) ◽  
pp. 53-74
Author(s):  
Mentari Risdanya ◽  
Zaroni Zaroni

This study aims to determine whether Net Profit Margin (NPM), Earning Per Share (EPS), Return On Equity (ROE), Price Earning Ratio (PER), and Debt to Equity Ratio (DER) have significant influence towards share price. The object of this research are companies in the field of property and real estate companies listed on the Indonesia Stock Exchange (IDX) in 2011-2013. Data collection methods used are secondary data from the annual financial statements. Sampling was done by using purposive sampling method, and the total sample used were 26 companies, the number of observed data 78 data. The data analysis technique used in this study is multiple regression analysis. The results of this study are (1) Net Profit Margin (NPM), Return On Equity (ROE), and Price Earning Ratio (PER) have no significant effect towards share price (2) Earning Per Share (EPS) and Debt to Equity Ratio (DER) have a significant effect towards share price. Keywords: Net Profit Margin, Earning Per Share, Return On Equity, Price Earning Ratio, Debt to Equity Ratio, Share Price.


2019 ◽  
Vol 3 (1) ◽  
pp. 71
Author(s):  
Iwan Firdaus ◽  
Putri Handayani

This research was conducted to examine the effect of Debt to Equity Ratio (DER), Total asset turnover (TATO) dan Net profit margin (NPM) to Dividend Payout Ratio (DPR). The object for this research is basic industry and chamicals listed on the Indonesia Stock Exchange in the period 2012-2016. This research was conducted using quantitative menthod with total 10 sample of research were determined by saturated sampling. Method of hypothesis testing using t-test. This research use Debt to Equity Ratio (X1), Total asset turnover (X2), Net profit margin (X3) as independent variable and Dividend Payout Ratio as dependent variable. The results of this research is Total asset turnover (TATO) and Net profit margin (NPM) positive and has significant effect to Dividend Payout Ratio, while the DER negative and has no significant effect to Dividend Payout Ratio.


2018 ◽  
Vol 3 (1) ◽  
Author(s):  
Riska Fethy Liana

Abstrak Penelitian ini bertujuan untuk menguji adanya pengaruh kinerja keuangan (profitabilitas, solvabilitas, aktivitas) dan risiko investasi terhadap return saham perusahaan. Profitabilitas diukur dengan menggunajan Net Profit Margin (NPM). Solvabilitas diukur dengan menggunakan Debt to Equity ratio (DER). Rasio Aktivitas diukur dengan menggunakan Total Asset Turnover (TATO). Risiko investasi diukur dengan menggunakan standar deviasi. Penelitian ini menggunkana pendekatan kuantitatif dengan metode regresi berganda. Penelitian ini menggunakan sampel berupa perusahaan-perusahaan sektor otomotif dan komponennya yang listing di Bursa Efek Indonesia periode 2011-2015. Dengan total sampel yang digunakan adalah 12 perusahaan. Hasil penelitian menunjukkan bahwa secara simultan rasio profitabilitas (net profit margin), solvabilitas (debt to equity), aktivitas (total asset turnover), dan risiko investasi berpengaruh secara signifikan terhadap return saham sebesar 45,7%. Sedangkan secara parsial hanya net profit margin dan risiko investasi saja yang berpengaruh dan signifikan terhadap return saham. Kata kunci: Profitabilitas, Solvabilitas, Aktivitas, Risiko Investasi, dan Return Saham. Abstract The purpose of this study is to impact of financial performance which measured by profitability, solvability, activity, and investment risk toward the company’s stock return. Profitability is measured by net profit margin (NPM). Solvability is measured by debt to equity ratio (DER). Activity is measured by total asset turnover (TATO). Investment risk is measured by deviation standard. This study uses quantitative approach with multiple regression method. This study uses sample of The Otomotive and Component Company which listed in Indonesia Stock Exchange period 2011-2015. The total of the sample which used in this study is 12 companies. Result show that simultant profitability ratio (NPM), solvability ratio (DER), activity ratio (TATO), and investment risk of significantly influence on stock return shares of 45,7. While partial only variable net profit margin and investment risk significantly influence toward stock return. Keyword: profitability, solvability, activity, investment risk, stock return.


2013 ◽  
Vol 3 (1) ◽  
pp. 65
Author(s):  
Setyaningsih Setyaningsih ◽  
Salamatun Asakdiyah

This research aimed to examine the effect of the financial performance of hte stock price. Company that the sample is a consumer goods company that has gone public listed on the Indonesia Stock Exchange 2006-2010 period by 30 companies. The dependent variable used is the stock price while the independent variable is Return On Equity (ROE), Net Profit Margin (NPM), Debt ti Equity Ratio (DER) and Earning Per Share (EPS). In this study using a multiple regression test, t test, and classical assumption. Assessement of the effect of independent variable on the dependent variable was partially and using the classical assumption test for normality, multicollinearity, heteroscedasticity, and autocorrelation. The research using multiple regression test showed that the Net Profit Margin (NPM) and Debt to Equity Ratio (DER) has a probability of 0.0715, respectively, and 0.4396 ata a significance level of 0.05 (5%), both variables no significant effect on stock price. While Return on Equity (ROE) and Earning Per Share (EPS) have respective probabilities 0.0000 and 0.0000 at tha significant level of 0.05 (5%), than two variables significant effect on stock prices because probability of 0,001 < 0.05. The coefficient of determination (R square is equal to 0.847. this means that the ability of the four independent variables explained 84.7% of the dependent variable. And of the results of the classical assumption states that the problem of test for normality and heteroscedasticity test, whereas the multicollinearity test and autocorrelation test no problems.


2019 ◽  
Vol 3 (2) ◽  
Author(s):  
Indrian Trifena Suriadi Dan Indra Widjaja

This study aims to determine the effect of financial performance on stock returns in food and beverage companies listed on the Indonesia Stock Exchange in 2015 to 2017 simultaneously or partially. The variables used in this study are Earning Per Share (EPS), Debt To Equity Ratio (DER), Price Earning Ratio (PER), Return On Equity (ROE) as independent variables and stock return as the dependent variable.  The data used are financial statements from food and beverage companies published through the website ww.idx.co.id. The results of the study show that the independent variables EPS, DER, PER, ROE do not significantly influence the dependent variable (stock return) simultaneously. While the results of the study are partial, it shows that only EPS and ROE variables have a significant effect on stock returns. Thus it can be concluded that all the independent variables studied cannot be used simultaneously to determine the amount of stock returns. The data analysis method used in this study is a quantitative method by testing classical assumptions, as well as statistical analysis, namely multiple linear regression analysis. The sampling method used was purposive sampling.


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