PENGARUH RASIO PASAR TERHADAP RETURN SAHAM PADA SAHAM LQ-45 DI BURSA EFEK INDONESIA

The purpose of investors in investing is to maximize returns without forgetting the investment risk factors they must face. Return is one of the factors that motivate investors to invest and is also a reward for the courage of investors to bear the risk of investments made. This study was conducted to examine the effect of market ratios on stock returns in LQ-45 stocks that have positive earnings for the period 2014 to 2017. Twenty-seven (27) companies were selected through the census method. The data collection method used in this study is a nonparticipant observation method. Data analysis was done by multiple linear regression analysis techniques. Based on the results of analysis it was found that the market ratios proxied by PBV, PER, and PSR had a positive and significant effect on stock returns Keywords: stock return, market ratio, price to book value, price to earning ratio, price to sale ratio

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ANALISIS LIKUIDITAS, SOLVABILITAS DAN NILAI PASAR DAN PENGARUHNYA TERHADAP RETURN SAHAM PADA PERUSAHAAN SEKTOR PERBANKAN DI INDONESIA

10.31227/osf.io/sz6vu ◽

2019 ◽

Author(s):

Rizka Hadya

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Significance Level ◽

Book Value ◽

Equity Ratio ◽

Independent Variable ◽

Solvency Ratio

This study aims to determine the effect of Cash Ratio, Debt to Equity Ratio (DER) and the Price to Book Value (PBV) on stock returns banking companies listed in Indonesia Stock Exchange (IDX) period 2014-2017. The samples used were 23 banking companies listed in Indonesia Stock Exchange (IDX). In this study using two variables: the independent variable (Cash ratio, Debt to Equity Ratio and Price to Book Value) while the dependent variable is the stock return. The method used in this study is a multiple linear regression analysis using Eviews. The results showed a partial (1) Liquidity Ratio (Cash Ratio) had no significant effect on stock returns, it is shown on the significance level of X1 (Cash Ratio) of 0.7105 > 0.05. (2) Solvency Ratio (Debt to Equity Ratio) had no significant effect on stock returns, it is shown on the significance level of X2 (DER) of 0.9330 > 0.05. (3) Market Ratio (Price to Book Value) has a significant effect on stock returns, it is shown on the significance level of X3 (PBV) of 0.0112 < 0.05

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Pengaruh Kepemimpinan dan Disiplin Kerja Terhadap Kinerja Karyawan: Studi Kasus PT Sucofindo Palembang Indonesia

MBIA ◽

10.33557/mbia.v18i1.326 ◽

2019 ◽

Vol 18 (1) ◽

pp. 76-84

Author(s):

Muhammad Idris ◽

Dian Novita Sari

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Random Sampling ◽

Linear Regression Analysis ◽

Secondary Data ◽

Multiple Linear Regression Analysis ◽

Primary Data ◽

Collection Method ◽

Analysis Techniques ◽

Analysis Technique

The problem in this study is whether there is an influence of leadership and work discipline on the employees’ performance of PT.Sucofindo Palembang City. This research includes associative research. The sample in this study were 88 respondents, with propotionate random sampling analysis technique. The data used were primary data and secondary data. Data collection method through questionnare. Analysis techniques using multiple linear regression analysis, F test (Simultaneoys) and t test (partial) and determination coeffiecient. The results show that there is influence of leadership and work discipline on the performance of PT.Sucofindo Palembang City.

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PENGARUH ROE, DER, PER, DAN NILAI TUKAR TERHADAP RETURN SAHAM

E-Jurnal Manajemen Universitas Udayana ◽

10.24843/ejmunud.2019.v08.i07.p07 ◽

2019 ◽

Vol 8 (7) ◽

pp. 4183

Author(s):

Ni Nyoman Sri Jayanti Perwani Devi ◽

Luh Gede Sri Artini

Keyword(s):

Exchange Rate ◽

Stock Returns ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Investment Strategy ◽

Sampling Techniques ◽

Return On Equity ◽

Analysis Techniques ◽

Analysis Technique ◽

Negative Effect

The purpose of this study was to determine the effect of Return on Equity (ROE), Debt to Earning Ratio (DER), Price to Earning Ratio (PER), and Exchange Rate Against Stock Returns. This research was conducted on all Property and Real Estate companies listed on the IDX. The number of samples taken was 36 companies using saturated sampling techniques. The analysis technique used is multiple linear regression analysis techniques. Based on the results of the analysis it was found that ROE had a positive and significant effect on stock returns. DER has a negative and significant effect on stock returns, PER has a significant negative effect on stock returns. The exchange rate has a negative effect and is not significant to stock returns. Investors and other interested parties are expected to pay attention to changes to ROE, DER, and PER because they have an influence on stock returns, which will later consider investment strategy decisions to minimize risks and maximize returns obtained. Keywords: fundamental analysis, stock returns

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DETERMINANT MODELS AFFECTING FINANCIAL PERFORMANCE AND STOCK RETURN COMPANIES REGISTERED IN INDONESIA STOCK EXCHANGE

Jurnal Aplikasi Manajemen ◽

10.21776/ub.jam.2021.019.04.18 ◽

2021 ◽

Vol 19 (4) ◽

pp. 905-924

Author(s):

Sudarno Sudarno ◽

◽

Suyono Suyono ◽

Yusrizal Yusrizal ◽

Johannes Tambunan ◽

...

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Secondary Data ◽

Predictive Ability ◽

Multiple Linear Regression Analysis ◽

Capital Adequacy ◽

Operating Income ◽

Independent Variables

This research aims to analyze the effect of Capital Adequacy Ratio (CAR), Operating Expenses to Operating Income Ratio (BOPO), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM), and Non-Performing Loan Ratio (NPL) variables on ROA and Stock Return of Banks That Listed in the Indonesia Stock Exchange. The population in this research is all banks listed on the Indonesia Stock Exchange. At the same time, the samples are 30 companies. The sampling uses the purposive sampling method. Secondary data was obtained in the Indonesia Stock Exchange and Yahoo! Finance. The independent variables used are CAR, BOPO, LDR, NIM, and NPL. The data analysis technique used is multiple linear regression analysis by SmartPLS software. This research indicates that the LDR, NIM, and NPL variables have a significant effect on ROA. The CAR, BOPO, and NPL variables have a significant effect on Stock Return. The predictive ability of the independent variables (CAR, BOPO, LDR, NIM, and NPL) on ROA is 59.5%, as indicated by the value of Adjusted R Square is 59.5%, while the remaining is 40.5% influenced by other variables not included in this research. The independent variables (CAR, BOPO, NIM, and NPL) on Stock Returns have 13.3% of Adjusted R Square while the remaining is 86.7% influenced by other variables.

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Pengaruh Profitabilitas, Leverage, dan Kepemilikan Manajemen pada Pengungkapan CSR dengan Ukuran Perusahaan sebagai Variabel Kontrol

E-Jurnal Akuntansi ◽

10.24843/eja.2019.v29.i01.p24 ◽

2019 ◽

Vol 29 (1) ◽

pp. 372

Author(s):

Putu Mira Ayu Ariswari ◽

I Gst Ayu Eka Damayanthi

Keyword(s):

Sampling Method ◽

Linear Regression Analysis ◽

Control Variable ◽

Multiple Linear Regression Analysis ◽

Collection Method ◽

Management Ownership ◽

Analysis Technique ◽

Observation Method ◽

Csr Disclosure ◽

Corporate Social

The form of the company's responsibility for its environment is by disclosing CSR. Disclosure of CSR is required by law but there are still companies that do not disclose CSR. The purpose of this study was to determine the effect of profitability, leverage, and management ownership on CSR disclosure with company size as a control variable. The number of samples is 48 observations using the nonprobability sampling method. The data collection method used is a nonparticipant observation method. The data analysis technique is multiple linear regression analysis. This study concludes that profitability and management ownership have a positive and significant effect. Meanwhile, leverage does not have aeffect on disclosure of CSR. The results of this study form the basis for management in increasing CSR disclosure for the sustainability of the company. Keywords : Profitability; Leverage; Management Ownership; Disclosure Of Corporate Social Responsibility.

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The Effect of Financial Ratios Toward Sharia Stock Return in Jakarta Islamic Index (JII)

QIJIS (Qudus International Journal of Islamic Studies) ◽

10.21043/qijis.v5i1.1971 ◽

2017 ◽

Vol 5 (1) ◽

pp. 129

Author(s):

Azizah Maulina Erzad ◽

Afrizal Maulana Erzad

Keyword(s):

Regression Analysis ◽

Linear Regression ◽

Multiple Linear Regression ◽

Stock Return ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Financial Ratios ◽

Analysis Model ◽

Analysis Techniques ◽

Equity Ratio

<em>This research aimed to analyze the significance effect of financial ratios toward sharia stock return on companies listed in Jakarta Islamic Index (JII) either simultaneously or partially. Sample in this study is 12 (twelve) companies listed in Jakarta Islamic Index (JII) period of 2011-2015. The analysis model in this study using multiple linear regression analysis model and analysis techniques to test the hypothesis using the F test, t test, and R<sup>2</sup> test. The results of testing hypothesis and discussion is Return On Asset (ROA), Debt To Equity Ratio (DER), and Earning Per Share (EPS) simultaneously have significant effect toward sharia stock return. Earning Per Share (EPS) partially have positive and no significant effect toward sharia stock return, Return On Asset (ROA) partially have positive and significant effect toward sharia stock return, and Debt To Equity Ratio (DER) partially have negative and significant effect toward sharia stock return.</em>

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

Hasanuddin Economics and Business Review ◽

10.26487/hebr.v3i3.2195 ◽

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.

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Pengaruh Likuiditas dan Profitabilitas Terhadap Return Saham (Studi Empiris Pada Perusahaan Manufaktur Sub Sektor Makanan dan Minuman di Bursa Efek Indonesia)

Kompartemen Jurnal Ilmiah Akuntansi ◽

10.30595/kompartemen.v17i1.4681 ◽

2020 ◽

Vol 17 (1) ◽

Author(s):

Siswadi Sululing ◽

Stefany Sandangan

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Sampling Technique ◽

Multiple Linear Regression Analysis ◽

Return On Assets ◽

Current Ratio ◽

Purposive Sampling ◽

Negative Effect

ABSTRACTThis study aims to examine the effect of current ratio and return on assets on stock returns. The dependent variable used in this study is stock returns as measured by average stock returns. While the independent variables are current ratio and return on assets. The population in this study was the food and beverage sub-sector company on the Indonesia Stock Exchange in the period of 2012-2016. The sampling technique used in this study is purposive sampling. The analysis technique used in this study was multiple linear regression analysis. The results of the analysis show that the current ratio have a negative effect on the company's stock return. While, return on assets have a positive effect on the company's stock return. ABSTRAKPenelitian ini bertujuan untuk menguji pengaruh current ratio dan return on assets terhadap return saham. Variabel dependen yang digunakan dalam penelitian ini adalah return saham yang diukur dengan return saham rata-rata. Sedangkan variabel independen adalah current ratio dan return on assets. Populasi dalam penelitian ini adalah perusahaan Sub Sektor Makanan dan Minuman di Bursa Efek Indonesia periode 2012 – 2016. Sampel dalam penelitian ini menggunakan purposive sampling. Teknik analisis yang digunakan dalam penelitian ini adalah analisis regresi linier berganda. Hasil analisis menunjukkan bahwa current ratio berpengaruh negatif terhadap return saham perusahaan. Sementara return on asset berpengaruh positif terhadap return saham perusahaan.

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Pengaruh Earning Per Share, Debt To Equity Ratio, Price Earning Ratio, Return On Equity Terhadap Harga Saham Perusahaan Makanan Dan Minuman Di Bei Periode 2015-2017

Jurnal Manajemen Bisnis dan Kewirausahaan ◽

10.24912/jmbk.v3i2.4956 ◽

2019 ◽

Vol 3 (2) ◽

Author(s):

Indrian Trifena Suriadi Dan Indra Widjaja

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Financial Statements ◽

Multiple Linear Regression Analysis ◽

Return On Equity ◽

Independent Variables ◽

Food And Beverage ◽

Equity Ratio

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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Analisis Kebangkrutan Dan Ukuran Perusahaan Terhadap Return Saham

Jurnal Ilmiah Manajemen Kesatuan ◽

10.37641/jimkes.v5i1.25 ◽

2018 ◽

Vol 5 (1) ◽

pp. 44-47

Author(s):

Eni Mia ◽

Heri Sastra

Keyword(s):

Stock Returns ◽

Stock Return ◽

Partial Correlation ◽

Linear Regression Analysis ◽

Financial Statements ◽

Multiple Linear Regression Analysis ◽

Careful Consideration ◽

The Public ◽

Independent Variables ◽

Independent Variable

Investments are now much in demand by the public. Various types of investments are being offered, one of them is investment in shares. Investors expect to benefit from the investment. But selecting which stocks worth to buy requires a careful consideration concerning informations about the company’s performance. To obtain such informations, investors may access the financial statements of the company concerned. This study uses research explanation (explanation research) with quantitative approach. This method of research is used to explain the causal relationship between the variables through hypothesis testing, i.e. test hypotheses based on theories that have been formulated beforehand and then the data that has been obtained. This research was conducted by way of explaining the symptoms caused by an object of research. The analysis is partial correlation analysis and multiple linear regression analysis, where the independent variable (X1) is a bankruptcy analysis, the independent variable (X2) is the size of the company and the dependent variable (Y) is the stock return. The results showed that the variables (X1) analysis of bankruptcy does not have a significant effect on stock returns, variable (X2) the size of the company has a significant effect on stock returns. Simultaneously, both independent variables (X1) analysis of the bankruptcy and the independent variable the size of the companies (2) have an influence on stock returns.

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