Faktor-Faktor Yang Mempengaruhi Return Saham Perusahaan Pertambangan Batubara Di Bei Periode 2008-2015

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%.

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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)

Jurnal Ilmiah Akuntansi Kesatuan ◽

10.37641/jiakes.v6i1.64 ◽

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.

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Analisis Faktor-faktor yang Mempengaruhi Return Saham pada Perusahaan Makanan dan Minuman (Food and Beverages) yang Terdaftar di Bursa Efek Indonesia (BEI) Tahun 2015 - 2018

Jurnal Manajemen Bisnis dan Kewirausahaan ◽

10.24912/jmbk.v5i1.10450 ◽

2021 ◽

Vol 5 (1) ◽

pp. 62

Author(s):

Junnei Liuspita ◽

Indra Widjaja

Keyword(s):

Stock Return ◽

Explanatory Power ◽

Profit Margin ◽

Linear Regression Method ◽

Return On Assets ◽

Return On Equity ◽

Independent Variables ◽

Net Profit ◽

Food And Beverage ◽

Equity Ratio

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.

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Liquidity, Solvability on Profibitality: A Study on Consumption Companies Listed at Indonesian Stock Exchange

JBMI (Jurnal Bisnis, Manajemen, dan Informatika) ◽

10.26487/jbmi.v17i1.9548 ◽

2020 ◽

Vol 17 (1) ◽

pp. 69-79

Author(s):

Gracia Naibaho ◽

Francis Hutabarat

Keyword(s):

Data Analysis ◽

Stock Exchange ◽

Coefficient Of Determination ◽

Working Capital ◽

Return On Assets ◽

Descriptive Data ◽

Current Ratio ◽

Independent Variables ◽

Equity Ratio ◽

Two Independent Variables

This study aims to examine the effect of Liquidity and Solvency on Profitability. The sample of this study was 10 consumption companies consisting of four cigarette companies (WIIM, GGRM, HMSP, RMBA) and six cosmetics companies (ADES, KINO, MBTO, MRAT, TCID, UNVR). Thus the research sample was found to be 40. The research variable used one dependent variable, namely profitability using the return on assets and two independent variables, namely liquidity using inventory to net working capital and current ratio and solvency using debt to equity ratio. This research uses descriptive data analysis, coefficient of determination analysis, regression analysis and data analysis using the SPSS application. The results showed that the Current Ratio did not significantly influence profitability. Inventory to Net Working Capital has a significant effect on profitability. Debt to Equity ratio has a significant effect on profitability. And Current Ratio, Inventory to Net Working Capital simultaneously have a significant effect on the profitability (ROA) of Consumption Companies listed on the Indonesia Stock Exchange (BEI) for the 2015-2018 period. significant value0.002 <0.05

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PENGARUH EPS, ROE, ROA DAN DER TERHADAP HARGA SAHAM PADA PERUSAHAAN SUB SEKTOR SEMEN YANG TERDAFTAR DI BEI

JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) ◽

10.34204/jiafe.v2i1.521 ◽

2016 ◽

Vol 2 (1) ◽

pp. 1-22

Author(s):

Asep Alipudin

Keyword(s):

Stock Prices ◽

Stock Exchange ◽

T Test ◽

Coefficient Of Determination ◽

Test Results ◽

Return On Assets ◽

Return On Equity ◽

Earnings Per Share ◽

Equity Ratio ◽

Positive Effect

The purpose of this study was to determine the effect of earnings per share (EPS), return on equity (ROE), return on assets (ROA) and debt to equity ratio (DER) to the price of shares in the sub-sector of cement which is listed on the Stock Exchange simultaneously. There is also the test used is the classic assumption test, test the coefficient of determination, t test, and F test results show earnings per share (EPS), return on equity (ROE), return on assets (ROA) and debt to equity ratio (DER) jointly positive effect on stock prices at a cement company listed on the Indonesia stock Exchange (BEI) in the period 2010-2014.Keywords: Earning per Share (EPS), Return on Equity (ROE), Return on Assets (ROA), dan Debt to Equity Ratio (DER)

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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 Dampak Rasio Profitabilitas dan Rasio Solvabilitas terhadap Harga Saham pada Sub Sektor Jasa Asuransi

Jurnal Ilmiah Ecobuss ◽

10.51747/ecobuss.v9i2.838 ◽

2021 ◽

Vol 9 (2) ◽

pp. 74-80

Author(s):

Umi Rahma Dhany ◽

Muhammad Rizki Yusuf ◽

Joni Hendra

Keyword(s):

Stock Prices ◽

Quantitative Research ◽

Stock Exchange ◽

Sampling Technique ◽

Return On Assets ◽

Return On Equity ◽

Independent Variables ◽

Equity Ratio ◽

Collection Methods ◽

Dominant Influence

This study has several objectives, namely to determine the simultaneous, partial and dominant influence between the variables of return on assets (ROA), return on equity (ROE), and debt to equity ratio (DER) on stock prices in insurance service sub-sector companies that listed on the Indonesia Stock Exchange. This type of research is associative quantitative research and data collection methods using documentation studies and literature studies. The sampling technique used purposive sampling by taking a sample of 5 years with 10 companies. The results showed that the independent variables had a simultaneous effect on profitability. The t-test shows that the ROA variable has a partial effect on Stock Prices and the ROE variable has a partial effect on Stock Prices and also the DER variable has a partial effect on Stock Prices.

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PENGARUH RASIO LIKUIDITAS DI UKUR DENGAN CURRENT RATIO (CR), QUICK RATIO (QR) DAN RASIO PROFITABILITAS DI UKUR DENGAN RETURN ON ASSETS (ROA), RETURN ON EQUITY (ROE) TERHADAP RETURN SAHAM DI PERUSAHAAN OTOMOTIF PERIODE 2012-2014 DI BURSA EFEK INDONESIA (

JEM17: Jurnal Ekonomi Manajemen ◽

10.30996/jem17.v1i1.664 ◽

2016 ◽

Vol 1 (1) ◽

Author(s):

Ida Ayu Sri Brahmayanti ◽

Elis Zunaini

Keyword(s):

Stock Returns ◽

Stock Return ◽

Stock Exchange ◽

Significance Test ◽

Coefficient Of Determination ◽

Current Ratio ◽

Return On Equity ◽

Independent Variables ◽

Simultaneous Test ◽

Negative Effect

In running the business of each company, especially companies that go publicrequire substantial capital. Therefore, the owner is directed to the capital markets toattract investors. Investors tend to choose stocks that can provide maximum benefit.This study aims to know the effect of the current ratio (CR), quick ratio (QR), return onassets (ROA) and return on equity (ROE), simultaneously and partially on stock returnsautomotive companies that go public in Indonesia Stock Exchange period 2012 - 2014.the research type used is explanatory, multiple linear regression, correlation coefficientanalysis, coefficient of determination analysis, F test and T. dependent variable stockreturns and independent variables CR, QR, ROA and ROE. Simultaneously, the analysisshows that CR, QR, ROA and ROE have influence on stock returns with a valueanalysis regression coefficient consecutive y = 0.139 + 0.004 Xâ‚ - 0.768 Xâ‚‚ + 0.009 Xâ‚ƒ+ 0.008 Xâ‚„ which means that the variable CR, ROA, and ROE has a positive influenceon stock returns. whereas for variable QR negative effect. Partial correlation coefficient(r) respectively for 0.127619; 0.253654; 0.213551; 0.050402 shows the relationshipbetween independent variables and the dependent variable is positive as it approaches +1. This means that research is able to sample that can be applied also to the population.The coefficient of determination (R Â²) of 0.378 = 37.8% of adjusted R square of 0.143 =14.3% means that all four independent variables have an influence of 14.3% and 85.7%influenced by other factors. Significance test (t test) for each variable of CR = 0642,0946 = ROE, ROA = 0.926 and QR = 0.500, which means no effect on stock returnsbecause of its significance> 0.05. meurut simultaneous test also showed that 0.292 <ofwhich 4.12. In addition it also shows the significance of greater value than alpha withalpha 0.05 then Hâ‚€ acceptable means independent variable has no effect on thedependent variable significantly with 95% confidence level. So it can be concluded thatthe variable (X) is CR, QR, ROA and ROE do not significantly affect stock return (Y).Keywords: (CR, QR, ROA, and ROE) (stock return)

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PENGARUH EPS, ROE, ROA DAN DER TERHADAP HARGA SAHAM PADA PERUSAHAAN SUB SEKTOR SEMEN YANG TERDAFTAR DI BEI

JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) ◽

10.34204/jiafe.v2i1.519 ◽

2016 ◽

Vol 2 (1) ◽

pp. 1-22

Author(s):

Asep Alipudin

Keyword(s):

Stock Prices ◽

Stock Exchange ◽

T Test ◽

Coefficient Of Determination ◽

Test Results ◽

Return On Assets ◽

Return On Equity ◽

Earnings Per Share ◽

Equity Ratio ◽

Positive Effect

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

The Winners ◽

10.21512/tw.v17i1.1808 ◽

2016 ◽

Vol 17 (1) ◽

pp. 37

Author(s):

Fangki A. Sorongan

Keyword(s):

Stock Return ◽

Stock Exchange ◽

Profit Margin ◽

Stock Company ◽

Return On Equity ◽

Factors Affecting ◽

Independent Variables ◽

Net Profit ◽

Equity Ratio ◽

Independent Variable

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.

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Analisis Pengaruh Profitabilitas, Solvabilitas, Dan Nilai Pasar Terhadap Return Saham Pada Perusahaan Go Publik Di Bursa Efek Indonesia (Studi Pada Perusahaan Jasa Sub Sektor Restoran, Hotel Dan Pariwisata)

JFRES Journal of Fiscal Regional And Economy Studies ◽

10.36883/jfres.v3i1.37 ◽

2020 ◽

Vol 3 (1) ◽

pp. 22-33

Author(s):

Sisilia Maria Parinusa

Keyword(s):

Regression Analysis ◽

Stock Return ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Multiple Linear Regression Analysis ◽

Predictor Variables ◽

Return On Assets ◽

Return On Equity ◽

Book Value ◽

Equity Ratio

Financial ratios are employed in this research to measure the influence of profitability, solvency and price to book value on stock return in restaurant, hotel and tourism companies which are listed on Indonesia Stock Exchange from period 2014 – 2018. The objectives of this study was to provide empirical findings whether profitability, solvency and price to book value have a significant influence on stock return. Multiple linear regression analysis was used to identify the strength of the effect of Return On Assets (ROA), Return On Equity (ROE), Debt to Equity Ratio (DER) and Price to Book Value (PBV) on stock return simultaneously and partially.The result of this study indicates that simultaneously ROA, ROE, DER and PBV have a significant effect on stock return and there is a positive significant effect of return on assets on stock return. Whereas price to book value has a negative significant effect on stock return in restaurant, hotel and tourism companies listed on IDX. Furthermore, return on equity and debt to equity ratio have no significant impact on stock return. Among the predictor variables, the data analysis showed that return on assets is the most important predictor variables in this regression model.

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