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

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

scholarly journals 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

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.

scholarly journals Earnings and Cash Flow Information on Its Value Relevance by The Book Value

2020 ◽  
Vol 5 (1) ◽  
pp. 46-53
Author(s):  
Andy Dwi Bayu Bawono ◽  
Mila Ramadhanti ◽  
Lintang Kurniawati
Keyword(s):  
Stock Returns ◽  
Cash Flow ◽  
Stock Prices ◽  
Value Relevance ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Annual Reports ◽  
Book Value ◽  
Independent Variable

This study aims to examine the relationship of earnings and operating cash flow as an independent variable on the value relevance of accounting information proxied by stock returns by using book value as a moderating variable. The utilitation of stock returns as an independent variable is choosed as previous research on value relevance tends to use stock prices as an independent variable. The sample of this study is all population of companies listed on the Jakarta Islamic Index (JII) in the 2016-2018 period June-November (issued from June 1st) using saturation sampling. The data used in this study is compound from annual reports in the Indonesia Stock Exchange (IDX) and stock prices from Yahoo Finance. Further, data were tested using multiple linear regression analysis. The results showed that earnings and cash flow have an effect on value relevance proxied by stock returns. However, book value neither strengthens nor weakens earnings and cash flow towards stock returns as a moderating variable. Keywords : Earnings, Operation Cash Flow, Stock Return, Value Relevance, Jakarta Islamic Index

scholarly journals PENGARUH EARNING PER SHARE, DEBT TO EQUITY RATIO, RETURN ON ASSET, PRICE TO BOOK VALUE, DAN PRICE EARNING RATIO TERHADAP RETURN SAHAM PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BEI PERIODE TAHUN 2014-2015

2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Adestia Saraswati ◽  
Abdul Halim ◽  
Ati Retna Sari
Keyword(s):  
Stock Returns ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Asset Price ◽  
Total Sample ◽  
Multiple Linear Regression Analysis ◽  
Manufacturing Companies ◽  
Return On Assets ◽  
Book Value ◽  
Equity Ratio

This study aims to examine and explain the effect of partial and dominant Earning Per Share (EPS), Debt to Equity Ratio (DER), Return On Assets (ROA), Price to Book Value (PBV) and Price Earning Ratio (PER) on return shares of manufacturing companies listed on the Indonesia Stock Exchange (IDX). The analytical method used in this study is a quantitative method by testing classical assumptions and statistical analysis, namely multiple linear regression analysis. The sampling method used was purposive sampling. The variables of this study consisted of EPS, DER, ROA, PBV and PER as independent variables, and stock returns as the dependent variable with a total sample of 36 manufacturing companies. The analysis shows that EPS, DER, PBV and PER affect stock returns while ROA does not affect stock returns. For further research, it is expected to be able to add other research variables such as Net Profit Margin and Current Ratio.

scholarly journals 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)

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.

scholarly journals Pengaruh Debt to Equity Ratio, Total Asset Turnover, Inflasi dan BI Rate terhadap Return Saham

2018 ◽  
Vol 11 (1) ◽  
pp. 106
Author(s):  
Vitri Hanivah ◽  
Indra Wijaya
Keyword(s):  
Stock Returns ◽  
Sampling Method ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Total Asset ◽  
Food And Beverage ◽  
Asset Turnover ◽  
Equity Ratio

The purpose of this study was to analyze the influence of the Debt to Equity Ratio, the Total Asset Turnover, the Inflation and the BI Rate to the Stock Returns. This research was conducted using secondary data. The population in this study was the Food and Beverage industries listed on the Indonesian Stock Exchange period 2011-2015, with the total of 14 companies. The sample in this study was taken by purposive sampling method, with the total of 9 companies. This study used multiple linear regression analysis to measure the influence of independent variables on the dependent variable. The results showed that the Inflation and the BI rate had significant effects on the Stock Returns.

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

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.

scholarly journals Pengaruh Modal Intelektual pada Rasio Price to Book Value

2018 ◽  
pp. 1085
Author(s):  
Erlangga Suryarahman ◽  
Dewa Gede Wirama
Keyword(s):  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Value Added ◽  
Secondary Data ◽  
Simple Random Sampling ◽  
Multiple Linear Regression Analysis ◽  
Significance Level ◽  
Book Value ◽  
Structural Capital ◽  
Analysis Technique

The purpose of this research is to examine the effect of intellectual capital consisting of value added capital employed (VACA), value added human capital (VAHU) and structural capital value added (STVA) on price to book value ratio. This study uses secondary data from all companies listed on the Indonesia Stock Exchange in 2016 with a population of 539 companies. The method of determining the sample is simple random sampling with the determination of the number of samples using Slovin formula that gives 230 companies. Hypothesis testing in this research is done by multiple linear regression analysis technique with a significance level of 5 percent (0.05). The analysis results show that VACA and STVA have a positive effect on price to book value ratio, while VAHU has no effect on price to book value ratio. Suggested for the company, should pay attention to the management of capital employed and structural capital so that resources are used effectively and can create value added for the company.

scholarly journals Perspektif Rasio Likuiditas, Rasio Solvabilitas dan Rasio Aktivitas terhadap Profitabilitas Perusahaan pada Sub Sektor Transportasi di Bursa Efek Indonesia

Jurnal EBI ◽  
2021 ◽  
Vol 3 (2) ◽  
Author(s):  
Anggi Tamarina Lubis ◽  
Seniwati Sembiring ◽  
Ferry Safriandi
Keyword(s):  
Sampling Method ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Current Ratio ◽  
Collection Method ◽  
Activity Ratios ◽  
Equity Ratio ◽  
Independent Variable ◽  
Turn Over

This study aims to analyze the liquidity ratios, solvency ratios, and activity ratios to the profitability of transportation subsector companies on the Indonesia Stock Exchange for the 2015-2018 period. The data collection method used is the purposive sampling method. This research is a quantitative study. In this study, the population is the transportation sub-sector companies listed on the Indonesia Stock Exchange for the 2015-2018 period. Based on the predetermined criteria, 9 companies were obtained. The analytical method used is multiple linear regression analysis through the F test and t-test to know the effect of the independent variable on the dependent variable. Partially, the current ratio (CR), debt to equity ratio (DER), does not affect profitability, while total assets turnover (tattoo) does not affect profitability. but simultaneously: Current ratio (CR), Debt to equity ratio (DER), and Total assets turn over (TATO) have a significant influence on the company's profitability. Keywords : Current ratio, debt to equity ratio, total assets turn over, and profitability 

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

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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