scholarly journals THE INFLUENCE OF STOCK CHARACTERISTICS ON RETURN IN CONSUMER GOODS INDUSTRY COMPANIES

2018 ◽  
Vol 17 (1) ◽  
Author(s):  
Ivan Alexander Nanlohy ◽  
Putu Anom Mahadwartha ◽  
Arif Herlambang
Keyword(s):  
Stock Returns ◽  
Consumer Goods ◽  
Stock Return ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Dividend Yield ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Consumer Goods Industry ◽  
Positive Effect

This study aims to determine the influence of stock characteristics with stock returns on consumer goods industry companies listed on the Indonesian Stock Exchange period 2011- 2015. Stock characteristics are illiquidity, size, beta, risk and dividend yield. This study uses quantitative approach by using multiple linear regression method in the form of panel data. This study uses a sample of consumer goods industry companies listed on the Indonesia Stock Exchange period 2011-2015. The number of samples used in this study is 125 years of observation consisting of 25 companies. The finding of this study indicates that the influence of stock characteristics with stock returns. Illiquidity has no significant positive effect on stock return. Size has no significant positive effect on stock return. Beta has a significant positive effect on stock return. Risk has a significant negative effect on stock return. Dividend yield has a significant negative effect on stock return.

scholarly journals PENGARUH LEVERAGE DAN UKURAN PERUSAHAAN TERHADAP NILAI PERUSAHAAN DENGAN PROFITABILITAS SEBAGAI VARIABEL MEDIASI

2019 ◽  
Vol 8 (5) ◽  
pp. 3028
Author(s):  
Ni Putu Ira Kartika Dewi ◽  
Nyoman Abundanti
Keyword(s):  
Firm Size ◽  
Consumer Goods ◽  
Firm Value ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Significant Positive Effect ◽  
Analysis Technique ◽  
Negative Effect ◽  
Consumer Goods Industry ◽  
Positive Effect

The purpose of this study was to determine the effect of  leverage and  firm size on firm value with profitability as intervening variable on consumer goods industry  in the Indonesian Stock Exchange. The population in this study are companies in the consumer goods industry Indonesian Stock Exchange amounted to 46 companies 2014-2017. Sampling technique used was purposive sampling, so that the final sample that is obtained is 21, a company incorporated in consumer goods industry in Indonesian Stock Exchange 2014-2017. Data analysis technique used in this research is path analysis and Sobel test. The result shows that leverage has significant negative effect on profitability  and firm size has significant positive effect on profitability. Leverage, firm size, and profitability have significant positive effect on firm value. Profitability mediates the effect of leverage on firm value significantly and profitability also mediates the effect of firm size  on firm value significantly.

scholarly journals Fundamental Factor Analysis on Stock Returns Based on the Panel Data of LQ'45 Index

2020 ◽  
Vol 3 (3) ◽  
pp. 132
Author(s):  
Sumani Sumani
Keyword(s):  
Stock Returns ◽  
Stock Return ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Significant Positive Effect ◽  
Fundamental Factor ◽  
Negative Effect ◽  
Positive Effect

This study aims to investigate the influence of fundamental factors on stock returns on the companies listed in the LQ’45 index in the Indonesia Stock Exchange. This research uses explanatory research design. The population consists of 45 companies listed in the LQ'45 index. The purposive sampling technique is used and collected a total of 23 companies as the sample. The number of samples was 23 companies because these companies consistently formed the LQ'45 index for the 2014-2018 periods. Those companies are fulfilling the criteria which are continually included in the LQ’45 index throughout the analysis period. Thus, the data panels used in this study were as much as 115 observations. Fundamental factors proxies by TATO, MBV, CR, DER, NPM, and EPS. The multiple linear regression analysis is used and the results showed that TATO has a significant positive effect on stock returns, MBV has a significant negative effect on stock returns, while CR, DER, NPM, and EPS have no significant effects on the stock return of LQ’45 index-listed companies.

scholarly journals An Analysis on the Effects of NPL, NIM, LDR on Profitability Level and Stock Returns in Conventional Banks Listed in the Main Board of Indonesia Stock Exchange in The Period of 2014-2018

SENTRALISASI ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 1
Author(s):  
Dewi Oktary ◽  
Rurin Pratiwi
Keyword(s):  
Data Analysis ◽  
Path Analysis ◽  
Stock Returns ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Conventional Banks ◽  
Positive Effect

To find out the effects of NPL, NIM, LDR on the profitability level and stock returns is the aim of this study. The samples used were 24 conventional banks listed on IDX main board in 2014- 2018. The techniques of data analysis were path analysis and Sobel test. The results obtained in this study were that NPL had a significant negative effect on profitability and stock returns, NIM had a significant positive effect on the profitability level and stock returns, while LDR had no significant effect on the profitability level but it had a significant negative effect on stock returns. Profitability level had no significant effect on stock returns. NPL, NIM, LDR simultaneously had a significant effect on profitability. In addition, NPL, NIM, LDR and Profitability Level simultaneously had a significant effect on stock returns. NPL, NIM, LDR had no significant effect on stock returns. NPL, NIM, LDR had no significant effect on stock returns through profitability. 

scholarly journals PENGARUH CAR, NPL, DER DAN LAR TERHADAP ROA PADA BANK UMUM DI BURSA EFEK INDONESIA

2019 ◽  
Vol 8 (12) ◽  
pp. 7411
Author(s):  
Ayu Chintya Arie Zeuspita ◽  
I Putu Yadnya
Keyword(s):  
Data Analysis ◽  
Commercial Banks ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Bank Management ◽  
Significant Negative Effect ◽  
Observation Methods ◽  
Analysis Technique ◽  
Negative Effect ◽  
Positive Effect

ROA is a comparison between pre-tax profit and total bank assets. Factors that can influence ROA must be observed by bank management in order to obtain optimal ROA. Optimal ROA shows that banks are able to make good use of assets owned to generate profits. The purpose of this study was to determine the effect of CAR, NPL, DER and LAR partially on ROA in commercial banks on the IDX for the period 2013-2015. The sample in this study were banking companies listed on the Indonesia Stock Exchange for the period 2013-2015, which totaled 31 banking companies, which were taken using the census method. Data collection is done by nonparticipant observation methods. The data analysis technique used is multiple linear regression. The results showed that there was a significant positive effect between CAR and ROA. NPL shows a significant negative effect on ROA. DER shows a significant negative effect on ROA, and LAR shows a significant positive effect on ROA. Keywords: CAR, NPL, DER, LAR, ROA

scholarly journals PENGARUH LEVERAGE, PROFITABILITAS, FIRM SIZE, DAN LIKUIDITAS TERHADAP RETURN SAHAM PERUSAHAAN SEKTOR INDUSTRI BARANG KONSUMSI

2019 ◽  
Vol 8 (4) ◽  
pp. 2239
Author(s):  
Nindya Pradiana ◽  
I Putu Yadnya
Keyword(s):  
Stock Returns ◽  
Firm Size ◽  
Consumer Goods ◽  
Stock Return ◽  
Stock Exchange ◽  
Return On Equity ◽  
Insignificant Effect ◽  
Stock Investment ◽  
Analysis Technique ◽  
Consumer Goods Industry

Stock return is an advantage obtained by investors in stock investment. One sector whose stock returns fluctuate and has a high inventory turnover is the consumer goods industry. The existence of stock return fluctuations is the background of this study which aims to determine the effect of leverage, profitability, firm size and liquidity on stock returns on the consumer goods industry sector companies in the Indonesia Stock Exchange in the 2014-2016 period. The sample used in this study amounted to 33 companies. The method of determining the sample used in this study was purposive sampling method. The data analysis technique used in this study is multiple linear analysis. The results of this study are leverage variables proxied by DER which have a positive and significant effect on stock returns. Profitability proxied by ROE has a positive and insignificant effect on stock returns. Firm size has a positive and significant effect on stock returns. Liquidity which is proxied by QR has a negative and insignificant effect on stock returns. Keywords: debt to equity ratio, return on equity, firm size, quick ratio, stock return

Analisis Pengaruh Rasio Aktivitas, Leverage Keuangan Terhadap Nilai Perusahaan Dengan Profitabilitas Ssebagai Variabel Intervening Pada Perusahaan Perkebunan Yang Terdaftar Di Bursa Efek Indonesia “BEI” (Periode 2015-2017)

2018 ◽  
Vol 25 (2) ◽  
pp. 134
Author(s):  
Marli Marli
Keyword(s):  
Path Analysis ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Corporate Values ◽  
Financial Reports ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Asset Turnover ◽  
Equity Ratio ◽  
Positive Effect

This study aims to examine and analyze the effect of the proxied ratio of activities with Total Asset Turnover and Leverage proxied by the Debt to Equity Ratio on Corporate Values ​​proxied with Price to Book Value with Profitability proxied with Return On Assets as an intervening variable through Annual Financial Reports That Have Been Compiled By Plantation Subsector Companies listed on the Indonesia Stock Exchange. The Population In This Study Is Obtained By Using Purposive Sampling Methods In Plantation Companies Listed On The Indonesia Stock Exchange (IDX) During the 2015-2017 Period and based on the criteria that have been determined, a sample of 14 plantation companies is obtained. The analysis method used is Path Analysis, the development of multiple linear regression. By using multiple regression analysis, TATO has a significant positive effect on ROA. While DER has a significant negative effect on ROA. The TATO variable has a significant positive effect on PBV. DER variable has a significant negative effect on PBV and ROA has a significant positive effect on PBV. Based on path analysis and Sobel Test, it can be concluded that ROA mediates the effect of TATO on PBV. However, ROA does not mediate the effect of DER on ROA.

scholarly journals PENGARUH KEPEMILIKAN ASING DAN LEVERAGE TERHADAP KINERJA KEUANGAN

2020 ◽  
Vol 5 (1) ◽  
pp. 64
Author(s):  
Rafika Sari
Keyword(s):  
Financial Performance ◽  
Stock Exchange ◽  
Foreign Ownership ◽  
Significant Positive Effect ◽  
Manufacturing Companies ◽  
Independent Variables ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Equity Ratio ◽  
Positive Effect

The purpose of this study is to determine and analyze the effect of Foreign Ownership and Leverage Effects on Financial Performance in Manufacturing Companies Listed on the Indonesia Stock Exchange (IDX) Period 2014 - 2018 The results of this study simultaneously Fcount value of 5.808 with a probability of 0.04 smaller than 0.05 so it can be concluded that all independent variables (Foreign ownership and leverage) together have a significant effect on financial performance. Changes that occur in financial performance can be explained by the variable Foreign ownership and leverage of 73%, the remaining 27% is explained by other variables outside the model. partially foreign ownership has a significant positive effect on financial performance with a coefficient of t count 3.004 and a significance of 0.003. Debt Equity Ratio variable has a significant negative effect on financial

scholarly journals THE ANALYSIS OF FACTORS WHICH INFLUENCE THE MANAGERIAL AND INSTITUTIONAL OWNERSHIP ON BASIC INDUSTRY AND CHEMICAL SECTORS AT INDONESIA STOCK EXCHANGE 2010 - 2014

2015 ◽  
Vol 14 (1) ◽  
Author(s):  
Andrena Novita Santoso ◽  
Werner R. Murhadi ◽  
Endang Ernawati
Keyword(s):  
Dividend Policy ◽  
Stock Exchange ◽  
Institutional Ownership ◽  
Managerial Ownership ◽  
Significant Positive Effect ◽  
Significant Negative Effect ◽  
Policy Variable ◽  
Negative Effect ◽  
Debt Policy ◽  
Positive Effect

The purpose of this study is to determine the effect of the following corporation’s variables: value, size, debt policy, growth, liquidity, dividend policy on managerial and  institutional ownership in the base and chemical industry sector listed on the Indonesia stock exchange during 2010 through 2014. The findings showed that: (i) Corporation’s value and size variables have significant negative effect on managerial ownership; liquidity variable has significant positive effect on managerial ownership. On the other hand, debt policy, growth and dividend policy variables have non-significant negative effect on managerial ownership. (ii) Corporation’s value and size variables have significant positive effect on institutional ownership; debt policy variable has significant negative effect on institutional ownership, while growth, liquidity and dividend policy variables have non-significant positive effect on institutional ownership.

scholarly journals Does Financial Ratios and Company Size Affect Dividend Payout Ratio?

2020 ◽  
Vol 4 (1) ◽  
pp. 393
Author(s):  
Nuriatullah Nuriatullah
Keyword(s):  
Stock Exchange ◽  
Total Sample ◽  
Linear Regression Method ◽  
Analysis Tool ◽  
Significant Positive Effect ◽  
Return On Assets ◽  
Dividend Payout ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Positive Effect

The purpose of this study was to determine whether the Loan to Deposit Ratio (LDR), Debt to Equity Ratio (DER), Growth, Return On Assets (ROA), and Firm Size have an effect on the Dividend Payout Ratio (DPR). The data used in this research is secondary data in the form of banking financial performance data, and is obtained from the Annual Financial Statements of Commercial Banks listed on the Indonesia Stock Exchange 2015-2018. Banking used is 30 companies with a total sample of 120. The data is pooled data. The data were analyzed by using the multiple linear regression method with the SPSS analysis tool. LDR has a significant positive effect on the DPR, DER has a significant negative effect on the DPR, Growth has a significant negative effect on the DPR, Return on Assets (ROA) has a significant positive effect on the DPR, Bank Size has a significant positive effect on the DPR. Overall, the independent variables together have a significant effect on the DPR.

scholarly journals PENGARUH PERUBAHAN PENJUALAN, ASSET INTENSITY, PROFITABILITY, SIZE, DAN LEVERAGE TERHADAP COST STICKINESS

2019 ◽  
Vol 2 (2) ◽  
pp. 411
Author(s):  
Evelyn Evelyn
Keyword(s):  
Empirical Evidence ◽  
Firm Size ◽  
Stock Exchange ◽  
Significant Positive Effect ◽  
Debt Level ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
The Cost ◽  
Cost Stickiness ◽  
Positive Effect

This study aims to obtain empirical evidence on the effect of changes in sales, asset intensity, profitability, firm size, and debt level to cost stickiness on all companies listed in Indonesia Stock Exchange in period 2012-2016. The number of sample companies used in this study is 150 companies. The results of this study indicate that on the net sales condition increased, the increase of SGA cost is higher than the decrease of SGA cost at the time of net sales decrease, asset intensity have a significant positive effect to cost stickiness, profitability has no significant effect on cost stickiness, firm size has no effect significant to the cost stickiness, and the level of debt has a significant negative effect on the cost stickiness.  Keyword: Cost Stickiness, Asset Intensity, Profitability, Sales changes and Size

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