scholarly journals RETURN ON ASSET, RETURN ON EQUITY, DAN EARNING PER SHARE BERPENGARUH TERHADAP RETURN SAHAM

2020 ◽  
Vol 9 (3) ◽  
pp. 1069
Author(s):  
Ni Putu Alma Kalya Almira ◽  
Ni Luh Putu Wiagustini
Keyword(s):  
Linear Regression ◽  
Stock Returns ◽  
Stock Return ◽  
Stock Exchange ◽  
Total Sample ◽  
Significant Positive Effect ◽  
Return On Assets ◽  
Asset Return ◽  
Return On Equity ◽  
Positive Effect

This study aims to determine the effect of Return on Assets, Return on Equity, and Earning Per share on stock returns in the Food and Baverage companies on the Indonesia Stock Exchange in the period 2015-2018. The population used in this study is the Food and Baverages Sub-sector company. This study uses saturated sampling (census) with a total sample of 13 companies. Multiple linear regression is a method used to analyze the data in this study. The results showed that Return on Assets, Return on Equity and Earning per Share had a significant positive effect on stock returns. Keywords: Return on Asset, Return on Equity, Stock Return, Dan Earning Per Share

scholarly journals PENGARUH INTELLECTUAL CAPITAL TERHADAP KINERJA KEUANGAN PERUSAHAAN PUBLIK DI INDONESIA (Studi Empiris Pada Perusahaan Manufaktur di BEI 2012-2014)

2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Dianing Ratna Wijayani
Keyword(s):  
Intellectual Capital ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Total Sample ◽  
Multiple Linear Regression Analysis ◽  
Significant Positive Effect ◽  
Manufacturing Companies ◽  
Return On Assets ◽  
Return On Equity ◽  
Positive Effect

The purpose of this research was to examine the effect of intellectual capital on Return On Assets, Earning Per Share and Return On Equity. The population of this research is manufacturing companies listed on the Stock Exchange the period 20122014, a total sample of companies amounted to 51 samples were taken by using purposive sampling method. The method of analysis in this research is multiple linear regression analysis. The results of this study indicate that intellectual capital significant positive effect on ROA. This condition occurs because if the human resource capacity the better, it is expected to produce profitability Return on Assets increased. Intellectual capital is significant positive effect on EPS. This condition occurs because when intellectual capital is getting better, the public trust in the company, the better, so that the products or services offered by the company is accepted by the community and increasing revenue. Intellectual capital is significant positive effect on ROE. This condition occurs because the intellectual capital increases, the company has been using its capital more effectively to improve human resources, so that the performance of employees to generate increasing profits. Keyword : Intellectual Capital, Financial Performance, Return on Assets, Earning Per Share and Return On Equity

scholarly journals INTELLECTUAL CAPITAL IMPACT PADA FINANCIAL PERFORMANCE PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA

2020 ◽  
Vol 2 (2) ◽  
Author(s):  
Yateno Yateno
Keyword(s):  
Financial Performance ◽  
Intellectual Capital ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Total Sample ◽  
Significant Positive Effect ◽  
Manufacturing Companies ◽  
Return On Assets ◽  
Return On Equity ◽  
Positive Effect

The purpose of this research was to examine the effect of intellectual capital on Return On Assets, and Return On Equity. The population of this research is manufacturing companies listed on the Stock Exchange the period 2016- 2018, a total sample of companies amounted to 72 samples were taken by using purposive sampling method. The method of analysis in this research is multiple linear regression analysis. The results of this study indicate that intellectual capital significant positive effect on ROA. This condition occurs because when intellectual capital is getting better, the public trust in the company, the better, so that the products or services offered by the company is accepted by the community and increasing revenue. Intellectual capital is significant positive effect on ROE. This condition occurs because the intellectual capital increases, the company has been using its capital more effectively to improve human resources, so that the performance of employees to generate increasing profits. Keyword: Intellectual Capital, Financial Performance, Return on Assets and Return On Equity

scholarly journals THE EFFECT OF RAMADAN MONTH ON STOCK RETURN AND VOLATILITY OF A SHARIA-BASED INDEX

2021 ◽  
Vol 2 (2) ◽  
pp. 119-133
Author(s):  
Arief Rahmatullah ◽  
Putu Anom Mahadwartha ◽  
Endang Ernawati
Keyword(s):  
Linear Regression ◽  
Stock Returns ◽  
Stock Return ◽  
T Test ◽  
Test Results ◽  
Significant Positive Effect ◽  
Dummy Variable ◽  
Average Return ◽  
Study Results ◽  
Positive Effect

This study aims to examine the effect of a religious-related calendar anomaly, namely Ramadan, on stock return and volatility of a Sharia-based index in Indonesia. This study used the GARCH (p,q) method and linear regression to examine the effect of Ramadan on stock returns and volatility, with Ramadan as a dummy variable. This study results show that Ramadan month has a significant positive effect on stock returns, or it can be said that an anomaly occurs during Ramadan month. Meanwhile, volatility during Ramadan month is negative and not significant. This study also exercised a T-test to support the GARCH regression (p,q) and linear regression results. The t-test results show that the average return during Ramadan is higher than in other months. Meanwhile, the average volatility during Ramadan is lower than in other months.

scholarly journals Pengaruh Return On Assets, Return On Equity, Debt To Equity Ratio, Inflasi, Dan Suku Bunga Terhadap Return Saham Pada Perusahaan Manufaktur Di Bursa Efek Indonesia (Studi Empiris Pada Perusahaan Secondary Sectors Periode 2010-2015)

2018 ◽  
Vol 6 (1) ◽  
pp. 063-076
Author(s):  
Ningsih Hikmawati ◽  
Adi Wiratno ◽  
Suyanto . ◽  
Darmansyah .
Keyword(s):  
Interest Rate ◽  
Stock Returns ◽  
Stock Return ◽  
Quantitative Methods ◽  
Stock Exchange ◽  
Secondary Data ◽  
Manufacturing Companies ◽  
Return On Assets ◽  
Return On Equity ◽  
Equity Ratio

This study is aimed to ascertain and analyse the influence of return on assets, return on equity, debt to equit ratio, inflation, and interest rate, both partiall and simultaneously on the stock returns in manufacturing companies of secondary sectors listed in the Indonesian Stock Exchange. This research uses quantitative methods and EVIEWS panel 8 to analyse the regression. The population are manufacturing companies of secondary sector listed in the Indonesian Stock Exchange consisted of basic and chemical sectors, miscellaneous industry, and consumer goods sector in the period of 2010-2015. The sampling method used is pusposive sampling with the final number of 40 companies. The research required secondary data. The results show that return on assets has no negative effect on stock return, mean while, return on equity and interest rate have positive effect on stock return. Return on assets, return on equity, debt to equity ratio, inflation and interest rate all simultaneously have effect on stock returns.

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 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 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 RETURN SAHAM : PRICE TO BOOK VALUE (PBV), RETURN ON ASSETS (ROA), RETURN ON EQUITY (ROE) DAN UKURAN PERUSAHAN PADA PERUSAHAAN FOOD AND BEVERAGE

2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Siti Nur Azizah ◽  
Lilik Sri Hariani ◽  
Eris Dianawati
Keyword(s):  
Linear Regression ◽  
Multiple Linear Regression ◽  
Stock Returns ◽  
Stock Exchange ◽  
Company Size ◽  
Return On Assets ◽  
Return On Equity ◽  
Book Value ◽  
Regression Methods ◽  
Food And Beverage

The purpose of this study was to determine the effect of financial ratios, among others: Price to Book Value (PBV), Return On Assets (ROA), Return On Equity (ROE) and company size on stock returns, both simultaneous and partial balance. This research was conducted using a sample of 12 food and beverage companies on the Indonesia Stock Exchange by determining the sample taken (purposive sampling) because there were certain considerations over a 4-year period (2014-2017). This study uses multiple linear regression methods with the SPSS 22 program. The results of this study indicate that there is simultaneously an influence between Price to Book Value (PBV), Return On Assets (ROA), Return On Equity (ROE) and company size on stock returns. And partially Price to Book Value (PBV) and Return On Assets (ROA) have no effect on stock returns, while Return On Equity (ROE) and company size on stock returns have a significant effect on stock returns.

scholarly journals Pengaruh ROA, ROE Dan NIM Terhadap Return Saham Bank BUMN

2020 ◽  
Vol 17 (2) ◽  
Author(s):  
Aam Abdul Salam ◽  
Vivin Rahmawati ◽  
Widya Marviani ◽  
Iskandar Ahmaddien
Keyword(s):  
Linear Regression ◽  
Stock Returns ◽  
Statistical Methods ◽  
Stock Exchange ◽  
Share Price ◽  
Return On Assets ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Data Source ◽  
Interest Margin

AbstractFrom this research aims to find out return on assets, return on equity and net interest margin that affect simultaneously or in part against the share price on the Indonesia Stock Exchange.This research is a comparative causal data source used from bank aunual reports 2015 to 2019 from the Indonesia Stock Exchange. According to the criteria in this study, the sample is 4 i.e. state-owned banks. To analyze models and test research hypotheses, we used several statistical methods of linear regression analysis.Based on the results of hypothetical research and tests, we can conclude as follows:1) ROA, ROE and NIM have a significant effect on stock returns.2) ROA and ROE ratios, partially affecting stock returns, while NIM ratios have been shown to have no affect.

scholarly journals ANALYSIS ON THE EFFECT OF CURRENT RATIO, CASHFLOW FROM OPERATION TO DEBT, FIRM SIZE AND RETURN ON EQUITY ON STOCK RETURN

2017 ◽  
Vol 2 (3) ◽  
pp. 41
Author(s):  
Rochim Rochim ◽  
Nunung Ghoniyah2
Keyword(s):  
Linear Regression ◽  
Stock Returns ◽  
Cash Flow ◽  
Firm Size ◽  
Stock Exchange ◽  
Investment Decision ◽  
Total Sample ◽  
Positive Influence ◽  
Return On Equity ◽  
Analysis Technique

This research is to learn some financial finance factor that� can be used as a short prediction tool of return of investment decision in the form of stock. The object of research used in this study is a company incorporated in the Jakarta Stock Exchange during research periode 2012-2016. The variables studied were Profitability and� Solvency. The analysis technique used in this research is linear regression. This research is done by quantitative method to the company�s financial statements listed in Jakarta Stock Exchange during period 2012-2016. Total sample of research is 35 company, which determined by purposive sampling method. Hypothesis testing method was conducted using t-test different test and linear regression. The results of this study indicate that there is a positive influence between Current Ration (CR), Cash Flow from Operation to Debt (CFOD), Firm Size, Return on Equity (ROE) to stock returns listed in Indonesia Stock Exchange during 2012 -2016.Keywords: Current Ration (CR), Cash Flow from Operation to Debt (CFOD), Firm Size, Return on Equity (ROE)

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