scholarly journals PENGARUH DIVIDEND YIELD, RETENTION RATIO, EPS, DAN ROE TERHADAP HARGA SAHAM

2021 ◽  
Vol 5 (1) ◽  
Author(s):  
Rista Puput Aryanti
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Mutual Effect ◽  
Least Square ◽  
Dividend Yield ◽  
Data Set ◽  
Partial Regression Coefficient ◽  
Retention Ratio ◽  
Return On Equity

This research intends to analyze the influence of Dividend Yield, Retention Ratio, Earnings per Share (or EPS), and Return on Equity (or ROE) on the Stock Price. It examines arrange of data set form Banks Company and in Indonesia Stock Exchange between 2012-2014. The researcher utilizes purposive sampling method with 25 Banks Company. The analysis technique used here is multiple regression with the least square difference and hypothesis test using t-statistic to examine partial regression coefficient and f-statistic to examine the mean of mutual effect with level of significant 5%. Keywords: Dividend Yield, Retention Ratio, EPS, ROE, and Stock Price

scholarly journals ANALISIS PENGARUH CASH POSITION, DEBT TO EQUITY RATIO, DAN RETURN ON ASSETS TERHADAP DIVIDEND PAYOUT RATIO PADA PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI

2011 ◽  
Vol 1 (1) ◽  
pp. 1
Author(s):  
Hedi Gustian ◽  
Utik Bidayati
Keyword(s):  
Stock Exchange ◽  
Hypothesis Test ◽  
Mutual Effect ◽  
Sampling Technique ◽  
Least Square ◽  
Return On Assets ◽  
Partial Regression Coefficient ◽  
Dividend Payout ◽  
Equity Ratio ◽  
Level Of Significance

This study is performed to examine the effect of Cash Position, Debt to Equity Ratio (DER), Return on Assets (ROA), and toward Dividend Payout Ratio (DPR) in companies that is listed in Indonesian Stock Exchange over period 2006-2008.The population of this research is 387 company that listed in Indonesian Stock Exchange period 2006-2008. Sampling technique used here is purposive sampling on criterion (1) the company that represent their financial report per 2006-2008, and (2) the company that continually share their dividend period 2006-2008. The data is obtained based on Indonesian Capital Market Directory (ICMD 2009) publication. It is gained sample amount of 12 companies. The analysis technique used here is multiple regression with the least square difference and hypothesis test using t-statistic to examine partial regression coefficient and F-statistic to examine the mean of mutual effect with level of significance 5%.This research results that Cash Position, Debt to Equity Ratio, and (DER) Return on Asset (ROA) gives are not significantly positive effect on dividend payout ratio (DPR). We suggest for investors in Indonesian Stock Exchange whose purpose to gain dividend should be pay attention for informations that issued by the company, because with those information they can make the best decision for their investments. On this research, Return On Asset (ROA) shows the most influencing variable toward DPR that pointed by the amount of beta standardized coefficients value 1,130, DER are 0,096, and Cash Position are 0.030

scholarly journals Stock Price And Performance Of Indonesian Banking, Case Study For Period Of 2015-2017

2019 ◽  
Vol 1 (1) ◽  
pp. 42-51
Author(s):  
Cornelius Candra Adi Wibowo
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Financial Statements ◽  
Positive Influence ◽  
Partial Least Square ◽  
Least Square ◽  
Return On Equity ◽  
Analytical Technique ◽  
And Performance

The purpose of this study is to analyze the effect of Return On Assets, Return On Equity and Earning Per Share to Price Book Value and stock prices of Banking Companies listed in Indonesia Stock Exchange (IDX) during 2015-2017. This study analyzes ratios of financial statements of banking companies and their impact on stock prices. The population of this research is Banking Companies listed in IDX during 2015-2017. Samples used are as many as 43 Banking companies with census method. The analytical technique used is Partial Least Square. The financial statements used are from the Indonesia Stock Exchange website and tested with the SmartPLS 3.0 application. Result of this study is ROE and EPS have a significant and positive influence on PBV. ROE, EPS and PBV have significant and positive influence on stock price. However DER has no significant effect on PBV and Stock Price.

scholarly journals PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PERUSAHAAN JASA TRANSPORTASI

2019 ◽  
Vol 6 (1) ◽  
pp. 94
Author(s):  
Siska Septina ◽  
Fifi Swandari
Keyword(s):  
Stock Return ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Least Square ◽  
Return On Equity ◽  
Book Value ◽  
Ordinary Least Square ◽  
Equity Ratio ◽  
F Statistics ◽  
Transportation Company

<p><em>This research as “Effect Fundamental Factors toward stock return of Transportation’s Company”. Aims analyzed fundamental factors to haven influence stock return of transportation  company at Indonesia Stock Exchange (BEI). Fundamental factors such as Earning Per Share (EPS), Book Value Per Share (BVS), Price Earning Ratio (PER), Debt to Equity Ratio (DER), Return on Asset (ROA), and  Return On Equity (ROE).</em><strong></strong></p><p><em>Methodology research used purposed sampling with criteria as 1. Stock of Transportation company which listed  fm th. 2009-2013. 2.Stocked was trade at Indonesian Stock Exchange (BEI). Sample totally 13 and data analysis with multiple regression of ordinary least square and hypothesis test used F statistics and t statistic at level significance 5%.</em></p><p><em>Analysis result is fm totally 6 (six) of fundamental factors, only Price Earning Ratio (PER), Debt to Equity Ratio (DER) and Return on Asset (ROA) significance influance stock return of 13 (thirteen) transportation company at BEI, while others are not significance.</em></p><p><em>The future result suggested to expand other fundamental factors and suggested to add more variabels so can get better result. </em><em></em></p>

scholarly journals Influence of dividend policy on sharia stock price volatility

2020 ◽  
Vol 9 (7) ◽  
pp. 84-92
Author(s):  
Irton Irton
Keyword(s):  
Stock Price ◽  
Dividend Policy ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Price Volatility ◽  
Secondary Data ◽  
Stock Index ◽  
Dividend Yield ◽  
Stock Price Volatility ◽  
Dividend Payout

The main object of this research is to examine whether dividend policy in the form of dividend payout ratio and dividend yield influences the volatility of sharia stock price in the Indonesian Stock Exchange. This research uses the quantitative method by using the secondary data collected from the published Indonesian Stock Exchange. The sample in this research is 106 companies registered in the Indonesian Sharia Stock Index (ISSI) in 2016-2018. The dependent variable in this research is stock price volatility while the independent variables are dividend payout ratio, dividend yield, and data of earnings volatility, debt, and size that are collected and processed from the company financial report. Multiplied regression analysis is used for correlation test and hypothesis test using the SPSS software program version 15.0. The result of the research shows a shred of evidence that dividend per share and dividend payout ratio have no influence on the stock price volatility. The result of research can help the investors to select the sharia shares, and for companies, this research is useful to determine the dividend policy

scholarly journals Pengaruh DPS, EPS dan ROE Terhadap Harga Saham Syariah

2020 ◽  
Vol 6 (1) ◽  
Author(s):  
Irton Irton
Keyword(s):  
Regression Model ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Average Price ◽  
Return On Equity ◽  
Valuation Model ◽  
Single Regression ◽  
Observation Period

This objective of the study is to investigate effect of dividend per share (DPS) , earning per share (EPS), and return on equity (ROE) to syariah stock price in Indonesian Stock Exchange. The Hypothesis are tested applying single regression model, which stock price are regressed with dividend per share, earning per share, and return on equity. Stock price are independend variable and dividend per share, earning per share, and return on equity as a dependen variable. Stock price are measure using the valuation model, which average price from beginning and ending years for observation 2016-2018. The study uses the samples 109 syariah stock listed on the Indonesian Stock Exchange for observation period of 2016-2018. The classical test are developed to test Autocorellation test, multicollinearity test. The t-test and F-test used to hypothesis test. The result of this study supported the proposed hypothesis that show that hypothesis 1,2, are received and hypothesis 3 are rejected. This study show that dividend per share, earning per share, and return on equity have effect to syariah stock prices.

scholarly journals Analisis Faktor-Faktor yang Mempengaruhi Dividend Payout Ratio Pada Perusahaan Manufaktur yang Terdaftar di BEI Tahun 2008-2010

2019 ◽  
Vol 6 (2) ◽  
pp. 139
Author(s):  
G. Gunawan ◽  
Dina Febriana
Keyword(s):  
Firm Size ◽  
Manufacturing Industry ◽  
Hypothesis Test ◽  
Mutual Effect ◽  
Least Square ◽  
The Other ◽  
Manufacturing Companies ◽  
Partial Regression Coefficient ◽  
Dividend Payout ◽  
Equity Ratio

This research was written in order to find out the relation between cash ratio, debt to equity ratio, firm size and growth to a dividend payout ratio of the manufacturing industry. The samples consisted of 20 manufacturing companies from 2008 through 2010 and still listed on IDX. Research sample using purposive sampling of companies for the period ended 2008 - 2010 analyzed by using the two tail linear regression methodology. The analysis technique used here is multiple regression with the least square difference and hypothesis test using t-statistic to examine partial regression coefficient and F-statistic to examine the mean of mutual effect with level of significance 5%. The result showed that the factors that affect significantly to the dividend payout ratio were a debt to equity ratio and growth. The other factors such as cash ratio and firm size had no significant relations. But the other result of this research showed that cash ratio, debt to equity ratio, firm size and growth were simultaneously had a significant effect on dividend payout ratio.

scholarly journals Stock Price Adjustment to Corporate Accounting Disclosure: A Quantitative Study on Dhaka Stock Exchange (DSE), Bangladesh.

2015 ◽  
Vol 5 (2) ◽  
pp. 122 ◽  
Author(s):  
Protap Kumar Ghosh ◽  
Sutap Kumar Ghosh
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Random Effect ◽  
Weak Form ◽  
Least Square ◽  
Price Movement ◽  
Accounting Disclosure ◽  
Return On Equity ◽  
Asset Value ◽  
Net Asset Value

This study has been designed to detect whether corporate accounting disclosures through annual report influence stock price movement in Dhaka Stock Exchange. To conduct our study, we gathered a series of panel data from 2010 through 2014 of 25 private commercial banks. Least square regression analysis has been done by incorporating fixed effect and random effect models and six models have been developed through Hausman Test. The resulting output revealed that “Earning per share”, “Return on equity” and “Net asset value per share” (book value) positively influenced stock price movement during our study period but “Earning per share” and “Net asset value per share” jointly can explain highest variation in stock price movement in DSE. Although past few studies showed weak form of market efficiency in DSE , this study conveys a positive movement of  Banglidesh stock market from weak form towards strong form of efficiency.

scholarly journals The Dynamics of Relations Between Systematic Risk, Fundamental Variables and Stock Prices in Pharmaceutical Companies

2020 ◽  
Vol 1 (2) ◽  
pp. 102-116
Author(s):  
Sri Wahyuni Jamal ◽  
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Systematic Risk ◽  
Secondary Data ◽  
Share Price ◽  
Pharmaceutical Companies ◽  
Return On Assets ◽  
Return On Equity

This study aims to analyze systematic risk, earnings per share, price to earnings ratio, return on equity, and return on assets on stock prices in pharmaceutical companies listed on the Indonesia Stock Exchange. The method used in this research is quantitative method. Data collection techniques are carried out through secondary data that is data obtained indirectly by studying documents related to research. This study uses SPSS 22. Data analysis techniques with multiple linear regression. After conducting research with the hypothesis test found that partially the Return on Equity and Return on Assets variables significantly influence the stock price while the systematic risk variable, Earning per Share and Price Earning Ratio do not significantly influence the stock price. Then simultaneously using the F test, found systematic risk variables, Earning per Share, Price Earning Ratio, Return on Equity and Return on Assets simultaneously or simultaneously have a significant effect on stock prices on Pharmaceutical companies listed on the Indonesia Stock Exchange. This is a factor that should be considered by investors and companies alike, to pay more attention to the factors that contribute to the share price for the long-term sustainability of the company.

Effect of Enterprise Risk Management on Firm Value: Empirical Evidence from Non-Financial Firms in Pakistan

GIS Business ◽  
1970 ◽  
Vol 13 (2) ◽  
pp. 15-28
Author(s):  
Nouman Nasir
Keyword(s):  
Risk Management ◽  
Firm Value ◽  
Positive Impact ◽  
Stock Exchange ◽  
Enterprise Risk Management ◽  
Least Square ◽  
Return On Equity ◽  
Financial Firms ◽  
Enterprise Risk ◽  
Ordinary Least Square Regression

This research examines the effect of enterprise risk management on firm value in Pakistan. Further, this study empirically examines company characteristics that establish the execution of an enterprise risk management system. Using a sample of final dataset of 83 non-financial firms located in Pakistan. The sample included non-financial firms from the year 1999 to 2015 and so up to seventeen observation years per company. As in context of Pakistan, most of the organizations are already implement an ERM programs and establish specialized ERM departments because the ERM is now a global term and has become increasingly relevant because of the growing difficulty of risk and an additional development of regulatory frame works. For the empirical evidences, data collected from non-financial firms listed at the Pakistan Stock Exchange (PSX). Results of logistic regression shows that Capital Opacity, Profitability, Financial Leverage, Firm Size and Slack have positive impact on the implementation of an ERM system but Industrial diversification, Industry and Return on Equity are negatively related to an ERM engagement. The results of ordinary least square regression finds positive relationship between use of an ERM and firm value.

Pengaruh Reputasi Underwriter, Umur Perusahaan, dan Persentase Penawaran Saham 53 kepada Publik terhadap Underpricing

2016 ◽  
Vol 8 (1) ◽  
pp. 53-74
Author(s):  
Maria Jeanne ◽  
Chermian Eforis
Keyword(s):  
Initial Public Offering ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Secondary Market ◽  
Financial Statement ◽  
Data Set ◽  
Multiple Regression Method ◽  
Underwriter Reputation ◽  
Public Offering

The objective of this research is to obtain empirical evidence about the effect of underwriter reputation, company age, and the percentage of share’s offering to public toward underpricing. Underpricing is a phenomenon in which the current stock price initial public offering (IPO) was lower than the closing price of shares in the secondary market during the first day. Sample in this research was selected by using purposive sampling method and the secondary data used in this research was analyzed by using multiple regression method. The samples in this research were 72 companies conducting initial public offering (IPO) at the Indonesian Stock Exchange in the period January 2010 - December 2014; perform initial offering of shares; suffered underpricing; has a complete data set forth in the company's prospectus, IDX monthly statistics, financial statement and stock price site (e-bursa); and use Rupiah currency. Results of this research were (1) underwriter reputation significantly effect on underpricing; (2) company age do not effect on underpricing; and (3) the percentage of share’s offering to public do not effect on undepricing. Keywords: company age, the percentage of share’s offering to public, underpricing, underwriter reputation.

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