scholarly journals PENGARUH ANALISIS BETA, BOOK-MARKET RATIO, DEBT- EQUITY RATIO, EARNING-PRICE RATIO, FIRM SIZE DAN SALES-PRICE RATIO TERHADAP PENDAPATAN SAHAM PERUSAHAAN INDUSTRI DASAR DAN KIMIA DI BURSA EFEK JAKARTA 1992 - 1998

2016 ◽  
Vol 5 (2) ◽  
pp. 99
Author(s):  
Setyaningsih Setyaningsih
Keyword(s):  
Regression Analysis ◽  
Firm Size ◽  
Chemical Industry ◽  
Stock Return ◽  
Stock Exchange ◽  
Price Ratio ◽  
Study Analysis ◽  
Book Market ◽  
Sales Price ◽  
Equity Ratio

The aim of this study is to investigate the influence of some fundamental  variables towards stock return. Some fundamental variables in this study are beta, book-market ra-tio, debt-equity ratio, earning-price ratio, firm size, sales-price ratio. The study analysis 56 cases of firms classified in the basic and chemical industry listed in Jakarta Stock Exchange in the period of 1992-1998. Multiple regression analysis is used for analyzing the data. The result of this study shows that there is significant affect of the  three fundamental variables in the model as predictor of stock return (Y), which their contribution is 49.6%.

scholarly journals Does Financial Performance Matter? Evidence on the Impact of Liquidity and Firm Size on Stock Return in Indonesia

2020 ◽  
Vol 11 (4) ◽  
pp. 546
Author(s):  
Mochammad Chabachib ◽  
Ike Setyaningrum ◽  
Hersugondo Hersugondo ◽  
Intan Shaferi ◽  
Imang Dapit Pamungkas
Keyword(s):  
Stock Returns ◽  
Firm Size ◽  
Significant Relationship ◽  
Stock Return ◽  
Stock Exchange ◽  
Mediating Effect ◽  
Return On Equity ◽  
Stock Investment ◽  
Equity Ratio ◽  
The Impact

In the modern era, stock investment can attract domestic investors or foreign investors. The objective is to invest their funds at the capital market that expect higher stock returns. The study aims to analyze factors that can affect stock returns and know the mediating effect of return on equity. The object of this research is the property and real estate sector that is listed on the Indonesia Stock Exchange from 2013 to 2018. This research used debt to equity ratio, current ratio, total asset turnover, firm size as independent variables and stock returns as dependent variables. Path analysis is used as reseach method tools with SMART PLS.The result says that debt to equity ratio and return on equity has a positive significant relationship with stock return, meanwhile firm size has a significant negative significant relationship with stock returns. Furthermore, return on equity can mediate the relationship between debt and equity ratios to stock returns.

scholarly journals PENGARUH PERINGKAT OBLIGASI, TINGKAT SUKU BUNGA SERTIFIKAT BANK INDONESIA, RASIO LEVERAGE, UKURAN PERUSAHAAN, UMUR OBLIGASI, DAN TINGKAT INFLASI PADA IMBAL HASIL OBLIGASI KORPORASI DI BURSA EFEK INDONESIA (Studi pada semua obligasi korporasi di BEI periode tahun 2012-2014)

Media Ekonomi ◽  
2017 ◽  
Vol 17 (1) ◽  
pp. 13
Author(s):  
Puput Purwanti ◽  
Wida Purwidianti
Keyword(s):  
Regression Analysis ◽  
Interest Rate ◽  
Firm Size ◽  
Stock Exchange ◽  
Leverage Ratio ◽  
Insignificant Effect ◽  
Bond Yield ◽  
Bond Return ◽  
Equity Ratio

This research was aimed at analyzing the effect among bong rating, interest rate of Bank Indonesia certificate, leverage ratio, firm size, maturity, and inflation yield on corporate bonds. Yield to reseive from bond return always show fluctuation of moves. Therefore, follow up research was needed to do to use how significant the effect of the variables. The population used in this research was all companies disclosing bonds listed in Indonesia Stock Exchange 2012-2014. There were 67 bond of 35 companies as sample in this research. The data analysis used in research was multiple regression analysis. The result of this research showed that obligation rank, debt to equity ratio, and inflation had negative and significant effect on bond yield, that interest rate of Bank Indonesia Certificate had positive and significant effect on bond yield, firm size had negatif and insignificant effect on bond yield, maturity had positive and insignificant effect on bond yield. Keywords: bond yield, bond rate, interest rate, leverage ratio, firm size, maturity and inflattion.

scholarly journals PENGARUH DEBT TO EQUITY RATIO (DER), RETURN ON ASSET (ROA), EARNING PERSHARE (EPS), PRICE EARNING RATIO (PER) TERHADAP RETURN SAHAM PADA PERUSAHAAN JASA PERHOTELAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2019 ◽  
pp. 146-161
Author(s):  
Ria Veronica Sinaga
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Fast Food ◽  
Stock Return ◽  
Stock Exchange ◽  
Secondary Data ◽  
Return On Assets ◽  
Company Value ◽  
Equity Ratio

This study aims to determine the effect of Debt to Equity Ratio (DER), Return On Assets (ROA), Earning Per Share (EPS), Price Earning Ratio (PER) to Return of Stock at Hospitality Services Company listed on Indonesia Stock Exchange. The benefits of research is to provide information material to investors in making investment decisions. The number of companies to be sampled are 5 Hospitality Services Companies, namely: Bayu Buana Tbk (BAYU), Fast Food Indonesia Tbk (FAST), Grahamas Citrawisata Tbk (GMCW), Destination Tirta Nusantara Tbk (PDES), and Golden Eagle Energy Tbk SMMT). In this study used secondary data that is Financial Statements Hospitality Services Companies listed in Indonesia Stock Exchange 2010-2013 period that can be accessed via the internet. Method of data analysis used is multiple regression analysis (multiple regression analysis). Based on the result of research, the regression equation is obtained as follows: Return = 0,979 - 0,438 DER - 0,093 ROA + 0,002 EPS + 0,002 PER indicate that DER variable variable have negative and insignificant influence, ROA variable has negative and significant influence, EPS variable has positive and significant effect, and variable of PER have positive and insignificant effect to stock return. DER, ROA, EPS and PER simultaneously affect the stock return of hotel services company. value adjusted R2 of 0.909. This means that 90.9 percent of stock return variables can be explained by variations of DER, ROA, EPS and PER variables while the remaining 9.1 percent is explained by other variables outside the model.

scholarly journals Influence of Debt to Equity Ratio, Return on Asset Ratio, and Firm Size on Audit Delay

2021 ◽  
Vol 4 (4) ◽  
pp. 315
Author(s):  
Mutiara Lusiana Annisa ◽  
Ruth Samantha Hamzah
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Multiple Regression ◽  
Firm Size ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Listed Companies ◽  
Analysis Method ◽  
Mining Sector ◽  
Equity Ratio

This study analyses the effect of debt to equity ratio, return on asset ratio, and firm size toward audit delay. The population in this study is listed companies on mining sector at the Indonesia Stock Exchange circa 2017-2019, which consists of 13 companies. This study employed multiple regression analysis and purposive sampling as an analysis method and sampling technique, respectively. The result shows that debt to equity ratio and return on asset ratio do not have a significant effect on audit delay, meanwhile firm size significantly affects audit delay.

scholarly journals ANALYSIS OF ACCOUNTING INFORMATION TOWARDS STOCK RETURN IN FOOD AND BEVERAGE INDUSTRY LISTED ON INDONESIA STOCK EXCHANGE FOR THE PERIOD OF 2010-2014

2018 ◽  
Vol 3 (1) ◽  
pp. 1-15
Author(s):  
Meidisa Joane ◽  
Indra Pratama
Keyword(s):  
Firm Size ◽  
Global Economy ◽  
Stock Return ◽  
Stock Exchange ◽  
Accounting Information ◽  
Multiple Regression Model ◽  
Current Ratio ◽  
Beverage Industry ◽  
Food And Beverage ◽  
Equity Ratio

This study investigates the correlations of the accounting information: current ratio, debt-to-equity ratio, total assets turnover, price-to-earnings ratio, and firm size towards stock return. This is to respond the economic condition and improvement of Asian market towards the global economy, and increasing consumer spending in food and beverage in Indonesia. Some previous studies found that there is a correlation between the variables and the stock return. This study then reveals a significant correlation of current ratio, debt-to-equity ratio, total asset turnover, and firm size when they are put as a single variable, towards the stock return. However, the price-to-earnings ratio is found to have an significant correlation towards the stock return, and so do all the accounting information as independent variables when combined in multiple regression model.

scholarly journals Analisis Pengaruh Profitabiltas dan Ukuran Perusahaan terhadap Stock Return dengan Income Smoothing sebagai Variabel Moderasi

2019 ◽  
Vol 1 (1) ◽  
pp. 1-12
Author(s):  
Bernadetta Dian Novita ◽  
Abriandi Abriandi
Keyword(s):  
Regression Analysis ◽  
Firm Size ◽  
Stock Return ◽  
Goodness Of Fit ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Income Smoothing ◽  
Manufacturing Companies ◽  
Goodness Of Fit Test

This research aimed to determine the effect of the profitability which is measured using Return On Assets (ROA) and Firm Size measured using total assets to stock return with income smoothing as moderating variable. The object in this research is manufacturing companies listed in Indonesian Stock Exchange period 2012-2016. The research using Indeks Eckel as income smoothing indicator. The technique of sampling using purposive sampling so 70 companies have been selected as sample. The multiple linear regression analysis and moderated regression analysis are used as the data analysis , also used  t test (partial) and F test (simultaneously) to Goodness of fit test on SPSS 23. The result of this research shows that partially profitability has positive and significant effect to stock return, while firm size has negative and not significant effect to stock return. Simultaneously,  profitability and firm size have significant effect to stock return. Income smoothing can not moderate the relationship of profitability and firm size to stock return.  

scholarly journals ANALISIS FINANCIAL DISTRESS PADA PERUSAHAAN PERTAMBANGAN BATU BARA YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2017-2018

2020 ◽  
Vol 6 (1) ◽  
pp. 36-45
Author(s):  
Reza Septian Pradana
Keyword(s):  
Logistic Regression ◽  
Regression Analysis ◽  
Coal Mining ◽  
Logistic Regression Analysis ◽  
Firm Size ◽  
Financial Distress ◽  
Stock Exchange ◽  
Financial Report ◽  
Equity Ratio ◽  
Annual Financial Report

This study aims to identify financial distress for coal mining firms registered in Indonesia Stock Exchange and analyze the factors that influent. This study uses methodological logistic regression analysis. The result of analyzing annual financial report 23 coal mining firms registered in Indonesia Stock Exchange period 2017-2018 is that 5 firms get financial distress. The result of estimation using logistic regressionshows that firm size and Debt to Equity Ratio (DER) significantly influent to the opportunity of coal mining firms gets financial distress. Thus, coal mining firms registered in Indonesia Stock Exchange period 2017-2018 need to enhance asset and use equity more than debt for firm’s funding.

Pengaruh Kepemilikan Institusional, Price To Book Value Dan Ukuran Perusahaan Terhadap Return Saham Pada Perusahaan Manufaktur Sektor Food And Beverages Yang Terdaftar Di Bei.

2015 ◽  
Vol 5 (1) ◽  
Author(s):  
Cut Fitrika Syawalina
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Firm Size ◽  
Analytical Method ◽  
Stock Return ◽  
Stock Exchange ◽  
Institutional Ownership ◽  
Target Population ◽  
Book Value ◽  
Food And Beverages

This research is aimed to investigate the effects of institutional ownership,price to book value, and firm size on stock return at the Indonesia Stock Exchange. The population examined in this research is food and beverages companies listed in the Indonesia Stock Exchange for three-years periods (2008-2010). This research uses a cencus method. After selected, there were 39 companies as target population. Meanwhile, the analytical method that is applied in this research is multiple regression analysis. In short, the findings of this research indicated that both simultaneously and partially, institutional ownership, price to book value, and firm size influence the stock return of food and beverages companies listed in the Indonesia Stock Exchange.

scholarly journals Analisis Pengaruh Kinerja Keuangan, Firm Size Dan Cash Flow Terhadap Return Saham Perusahaan Manufaktur Di Indonesia

2019 ◽  
Vol 1 (1) ◽  
pp. 19-26
Author(s):  
Farah Margaretha Leon ◽  
Ricky
Keyword(s):  
Regression Analysis ◽  
Stock Market ◽  
Cash Flow ◽  
Firm Size ◽  
Stock Exchange ◽  
T Test ◽  
Current Ratio ◽  
Book Value ◽  
Simultaneous Testing ◽  
Equity Ratio

The purpose of this study is to analyze how much influence financial ratios, firm size, cash flow from operations to EPS on companies listed in Indonesia Stock Exchange. Analysis of the data used in this study is to test the t test and the partial F test for simultaneous testing. Results of this study concluded that the data meets the classical assumptions. Partially, regression analysis showed that NPM, ROE, total assets, and firm size has a positive and significant impact on EPS. However, current ratio, debt to equity ratio, price -book value, and the variable cash flow from operations does not affect EPS. Results of this study can be used by investors as one of the basic decision to invest in the stock market, and the company can provide information that investors are interested to invest their capital.

scholarly journals PENGARUH DEBT TO EQUITY RATIO, EARNING PER SHARE DAN NET PROFIT MARGIN TERHADAP RETURN SAHAM PADA INDUSTRI FOOD AND BEVERAGES YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 20112016

2018 ◽  
Vol 1 (1) ◽  
pp. 7-11
Author(s):  
Adria Wuri Lastari
Keyword(s):  
Regression Analysis ◽  
Stock Return ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Profit Margin ◽  
Food And Beverages ◽  
Net Profit ◽  
Equity Ratio

The purpose of this study was to analyze the effect of Debt to Equity Ratio, Earning PerShare and Net Profit Margin Against Return of Food and Beverages Industry Stock Listed onIndonesia Stock Exchange Period 2011-2016. Stock return is the result of investment activity.The problem of this research is whether there is any influence of Debt to Equity Ratio (DER),Earning Per Share (EPS) and Net Profit Margin (NPM) partially or simultaneously to stockreturn.The population of this research is Food and Beverages company listed in IndonesiaStock Exchange. The sample in this research is Food and Beverages Industry Companywhich consistently listed on BEI 2011 until 2016 that is 9 companies. The data collected wereanalyzed by using multiple linear regression analysis with partial test hypothesis test (t test)and simultaneous test (Test F). Hypothesis test using t statistic to test the partial variableinfluence and F-statistic test to test the variables jointly to stock return with level ofsignificance 5%. In addition, a classical assumption test that includes normality test,multicollinearity test, heteroscedasticity test and autocorrelation test. The result of regressionanalysis of data shows the following equation Y = 5,663 - 0,173 X1 + 0,23 X2 + 0,32 X3.Based on multiple regression analysis, it shows partially that DER, EPS and NPM havenegative but not significant influence. And simultaneously (simultaneously) all the variablesalso have no significant effect. The magnitude of the effect of DER, EPS and NPM on Returnon Food and Beverages sector in Indonesia Stock Exchange period 2011-2016 is 3.10%while the rest of 96.0% is determined by other factors not specified in this research. Theconclusion of this research is that there is no partial and simultaneous influence offundamental factor that is ratio of DER, EPS and NPM to stock return. For investors it isadvisable to consider the external factors of the company in addition to fundamental factorssuch as economic conditions both nationally and globally, political and legal conditions forinvestment decisions in a company more appropriate.

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