scholarly journals Risk and Return Analysis of Commercial Banks of Nepal (with reference to NABIL and NIBL)

Pravaha ◽  
2018 ◽  
Vol 24 (1) ◽  
pp. 109-119
Author(s):  
Laxman Raj Kandel
Keyword(s):  
Commercial Banks ◽  
Stock Exchange ◽  
Secondary Data ◽  
Common Stock ◽  
Risk And Return ◽  
Scientific Methods ◽  
The Past ◽  
Stock Investment ◽  
Beta Coefficient ◽  
Past Data

This paper analyze the risk and return on common stock investment of Nepalese stock market and it is focused on common stock of two commercial banks listed in Nepal stock exchange Limited. Investors have varying perception towards risk and enterprising activities. They invest in those opportunities which have certain degree of risk associated with it. This research study found that there is a positive relationship between risk and return. Most of the investors are risk averter. It suggest to construct appropriate portfolio instead of investment in a single security which would be able to reduce unsystematic or diversifiable risk. The secondary data which was collected from NEPSE website (www.nepalstock.com), previous studies, NRB publications and publication of selected commercial banks, website of security board of Nepal (SEBO), Journals and internet. Both quantitative and qualitative analysis has been analyzed by using scientific methods. After the analysis of risk and return of sample bank and based on the past data of their last five fiscal years i.e. (FY-2012/13 to FY-2016/17), it is concluded that all the commercial banks are very much risky with fluctuated rate of return. From the findings of beta coefficient of each sample bank, the C.S. of NABIL is seems very much volatile than NIBL stock. It was also found that both selected bank have a high proportion of unsystematic risk.Pravaha Vol. 24, No. 1, 2018, Page: 109-119

scholarly journals Kemampuan Net Income, Other Comprehensive Income terhadap Return dengan Moderasi Kualitas Laba (Studi pada Perusahaan Bank Umum di Bursa Efek Indonesia Periode 2013-2016)

2019 ◽  
Vol 6 (01) ◽  
Author(s):  
Yohana Pala Juni Damanik
Keyword(s):  
Sample Size ◽  
Commercial Banks ◽  
Stock Exchange ◽  
Secondary Data ◽  
Net Income ◽  
The Past ◽  
Comprehensive Income ◽  
Other Comprehensive Income ◽  
Future Income

ABSTRACT This research is to test and analyze the ability of net income and other comprehensive income to future profit with moderation of profit quality of commercial Banks listed on Indonesia stock exchange. This study uses secondary data. The research sample is a mommercial Bank listed on the Indonesia stock exchange in the period 2013 to 2016. The sample size is 22. The results show that net income past influential and significant to future income, other comprehensive income past influential and significant to future profit, net income year 2015 has no effect and not significant to return 2016, other comprehensive income 2015 influential and significant to return 2016, net income interaction of the past and quality of profit influential, significant and quasi-moderate to future profit, other comprehensive income interaction past and quality of earnings of the past has no significant and insignificant impact on future profit, net income 2015 interaction and 2015 profit quality effect, significant and quasi-moderate to return, other past comprehensive income interactions and past profit quality have a significant, significant and aerated effect on return. ABSTRAK Penelitian ini adalah menguji dan menganalisis kemampuan net income dan other comprehensive income terhadap return dengan moderasi kualitas laba bank umum yang terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan data sekunder. Sampel penelitian adalah bank umum yang terdaftar di Bursa Efek Indonesia pada periode 2013 sampai 2016. Jumlah sampel adalah 22. Hasil penelitian menunjukkan bahwa net income masa lalu berpengaruh dan signifikan terhadap return, other comprehensive income masa lalu berpengaruh dan signifikan terhadap return, net income tahun 2015 tidak berpengaruh dan tidak signifikan terhadap return 2016, other comprehensive income 2015 berpengaruh dan signifikan terhadap return 2016, interaksi net income masa lalu dan kualitas laba berpengaruh, signifikan dan bermoderasi semu terhadap return, interaksi other comprehensive income masa lalu dan kualitas laba masa lalu tidak berpengaruh dan tidak signifikan terhadap return, interaksi net income 2015 dan kualitas laba 2015 berpengaruh, signifikan dan bermoderasi semu terhadap return, interaksi other comprehensive income masa lalu dan kualitas laba masa lalu berpengaruh, signifikan dan bermoderasi semu terhadap return.

scholarly journals Kemampuan Net Income, Other Comprehensive Income terhadap Return dengan Moderasi Kualitas Laba

2019 ◽  
Vol 6 (01) ◽  
Author(s):  
Yohana Pala Juni Damanik
Keyword(s):  
Commercial Banks ◽  
Stock Exchange ◽  
Secondary Data ◽  
Jel Classification ◽  
Net Income ◽  
The Past ◽  
Comprehensive Income ◽  
Other Comprehensive Income ◽  
Future Income

ABSTRACT This research is to test and analyze the ability of net income and other comprehensive income to future profit with moderation of profit quality of commercial Banks listed on Indonesia stock exchange. This study uses secondary data. The research sample is a mommercial Bank listed on the Indonesia stock exchange in the period 2013 to 2016. The sample size is 22. The results show that net income past influential and significant to future income, other comprehensive income past influential and significant to future profit, net income year 2015 has no effect and not significant to return 2016, other comprehensive income 2015 influential and significant to return 2016, net income interaction of the past and quality of profit influential, significant and quasi-moderate to future profit, other comprehensive income interaction past and quality of earnings of the past has no significant and insignificant impact on future profit, net income 2015 interaction and 2015 profit quality effect, significant and quasi-moderate to return, other past comprehensive income interactions and past profit quality have a significant, significant and aerated effect on return. ABSTRAK Penelitian ini adalah menguji dan menganalisis kemampuan net income dan other comprehensive income terhadap return dengan moderasi kualitas laba bank umum yang terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan data sekunder. Sampel penelitian adalah bank umum yang terdaftar di Bursa Efek Indonesia pada periode 2013 sampai 2016. Jumlah sampel adalah 22. Hasil penelitian menunjukkan bahwa net income masa lalu berpengaruh dan signifikan terhadap return, other comprehensive income masa lalu berpengaruh dan signifikan terhadap return, net income tahun 2015 tidak berpengaruh dan tidak signifikan terhadap return 2016, other comprehensive income 2015 berpengaruh dan signifikan terhadap return 2016, interaksi net income masa lalu dan kualitas laba berpengaruh, signifikan dan bermoderasi semu terhadap return, interaksi other comprehensive income masa lalu dan kualitas laba masa lalu tidak berpengaruh dan tidak signifikan terhadap return, interaksi net income 2015 dan kualitas laba 2015 berpengaruh, signifikan dan bermoderasi semu terhadap return, interaksi other comprehensive income masa lalu dan kualitas laba masa lalu berpengaruh, signifikan dan bermoderasi semu terhadap return. JEL Classification: M41, M48

Risk and Return of Retail Sukuk and Retail Bond in Indonesia Period 2008-2017 (Comparative Study)

2020 ◽  
Vol 15 (1) ◽  
Author(s):  
Rahma Yudi Astuti ◽  
Asad Arsya Brilliant Fani
Keyword(s):  
Standard Deviation ◽  
Comparative Study ◽  
Stock Exchange ◽  
Secondary Data ◽  
Bond Market ◽  
Bond Pricing ◽  
Risk And Return ◽  
Underlying Asset ◽  
The Real ◽  
The World

Sukuk and Bonds has differences and similarities. Fundamental differences between sukuk and bonds are first, underlying asset in every sukuk issuance, concept of profit loss sharing and the use of Islamic contracts. Whereas conducted research in practice of differences between sukuk and bonds are still an on-going discussion. This study aims to add the evidence in the discussion regarding whether there is differences between sukuk and bonds in the world of practice, provide investment preferences as well as educating investors in choosing sukuk or bonds as a sustainable and smooth instrument. The method used is Mann Whitney U-Test to test whether there is a different between yield to maturity (return) and standard deviation (risk) of both instruments. Using secondary data of Retail Sukuk (SR) and Retail Bonds (ORI) period 2008-2017 obtained from Indonesia Stock Exchange, Indonesia Bond Market Directory and Indonesia Bond Pricing Agency. The result shows that there is no significance difference of retail sukuk return and risk with retail bonds in Indonesia. Besides retail bonds are show higher return than retail sukuk because of higher coupon and longest mature date. While, retail sukuk is more stable rather than bonds as it backed up by the real underlying asset. Keywords: Retail Sukuk (SR), Retail Bonds (ORI), Yield to Maturity

scholarly journals PENGARUH RASIO CAPITAL ADEQUACY, LOAN TO DEPOSIT, NET INTEREST MARGIN TERHADAP PERTUMBUHANLABA (STUDI KASUS PADA BANK UMUM KONVENSIONALYANG TERDAFTAR DI BURSA EFEK INDONESIA)

AKUNTABILITAS ◽  
2019 ◽  
Vol 11 (2) ◽  
pp. 115-126
Author(s):  
Bambang Suryadi ◽  
Lis Djuniar
Keyword(s):  
Commercial Banks ◽  
Stock Exchange ◽  
Secondary Data ◽  
Capital Adequacy ◽  
Test Results ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Research Population ◽  
Profit Growth ◽  
Interest Margin

This study is how Influence Ratio Capital Adequacy Ratio, Loan to Deposit Ratio, Net Interest Margin Against Profit Growth at Conventional Commercial Banks Listed on Indonesia Stock Exchange. the purpose of this study is to analyze the Influence of Capital Adequacy Ratio Ratio, Loan to Deposit Ratio, Net Interest Margin on Profit Growth at Conventional Commercial Banks Listed on Indonesia Stock Exchange. The type of research used is associative research. The research population is conventional commercial bank in Indonesia. The research variables are Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), and Profit Growth. The data used is secondary data. Data collection methods are quantitative. Partial test results show that NIM has a significant effect on Profit Growth, While CAR and LDR have no significant effect to Profit Growth.

scholarly journals ANALISIS PERBANDINGAN ANTARA RASIO KEUANGAN DAN METODE ECONOMIC VALUE ADDED SEBAGAI PENGUKUR KINERJA KEUANGAN PERUSAHAAN (STUDI KASUS PADA PERUSAHAAN ROKOK YANG TERDAFTAR DI BEI PERIODE TAHUN 2012 -2014

2016 ◽  
Vol 1 (01) ◽  
Author(s):  
Any Arisanti ◽  
IBK Bayangkara
Keyword(s):  
Financial Performance ◽  
Stock Exchange ◽  
Economic Value ◽  
Value Added ◽  
Secondary Data ◽  
Financial Ratios ◽  
Economic Value Added ◽  
New Approach ◽  
Financial Situation ◽  
The Past

This study aimed to describe and compare the company's financial performance as measured by the method of Economic Value Added (EVA) is a new approach which assesses the company's financial performance by taking into account the expectations of donors, particularly shareholders and creditors. Financial Ratios and analysis to assess the company's financial situation in the past, present and future. The research object is a cigarette company listed on the Stock Exchange in the period 2012 - 2014, that are PT. Gudang Garam Tbk, PT. HM Sampoerna Tbk, PT. Bentoel Internasional Investama Tbk, and PT. Wismilak Inti Makmur, Tbk. This type of research is comparative descriptive, while the data used is secondary data obtained from the Indonesia Stock Exchange. The Results of financial ratios calculation fluctuated every company each year. In the EVA calculation are the average of 2012 - 2014, PT. HM Sampoerna Tbk has the highest EVA value, then PT. Gudang Garam Tbk, hereinafter PT. Bentoel Internasional Investama Tbk and last PT. Wismilak Inti Makmur, Tbk. EVA is always positive (EVA> 0) in 2012-2014 means that the management company is able to create economic value for shareholders, and of course the company's financial performance is also good.Keywords: financial performance, financial ratios, EVA

scholarly journals Pengaruh CAR, NPL, LDR dan BOPO Terhadap Return ON Assets (ROA) pada Bank yang Terdaftar di Bursa Efek Indonesia Tahun 2017-2019

2021 ◽  
Vol 3 (2) ◽  
pp. 316-328
Author(s):  
Panji Maulana ◽  
Sany Dwita ◽  
Nayang Helmayunita
Keyword(s):  
Panel Data ◽  
Commercial Banks ◽  
Sampling Method ◽  
Stock Exchange ◽  
Secondary Data ◽  
Capital Adequacy ◽  
Sample Type ◽  
Return On Assets ◽  
Collection Method ◽  
Capital Adequacy Ratio

This research aims to determine the effect of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Non Peforming Loan (NPL), dan Operational Effeciency Ratio (OER) of commercial banks listed on the Indonesia Stock Exchange 2017-2019. Population in this research while sample was defined bu purposive sampling method and 28 Banks as sample. Type of data that we used was secondary data (panel data) from www.idx.com and company's website. Data collection method used documentation method and multiple regression analysist method. The result are Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR) have no effect on ROA.

scholarly journals The Determinants of Bank Profitability Empirical Evidence from Vietnamese Commercial Banks in The Periods Of 2013 To 2018

2020 ◽  
Vol 15 ◽  
pp. 176-184
Author(s):  
Dan Ngoc Minh Nguyen ◽  
Anh Vu
Keyword(s):  
Commercial Banks ◽  
Quantitative Methods ◽  
Stock Exchange ◽  
Balance Sheet ◽  
Secondary Data ◽  
Analysis Data ◽  
Financial Statement ◽  
Annual Reports ◽  
Panel Model ◽  
Data Tables

This research concentrates on the determinants of the profitability of the Vietnamese Commercial Banks. Both internal and external variables regarding the profitability of commercial bank sector will be focused in the analysis. Data over the period of 2013 to 2018 for 29 Vietnamese Commercial Banks[i] is obtained from via Stock Exchange or media. Fixed effect panel model are used to analyze the determinants of the profitability. By using this, we ensure for the effectiveness of the test result in terms of hypothesis along with size in order to get consistent results. The research is based on the scientific approach of quantitative methods to solve the problems posed, practical and effective service for the completion of the research purpose. The secondary data collected from the worldbank.org, vietdata.vn and annual reports (financial statement, balance sheet, etc.) of Vietnamese commercial banks in the 2013-2018 period to create asymmetric data tables will be processed on STATA software.

scholarly journals Pengaruh Likuiditas, Solvabilitas, dan Profitabilitas terhadap Earning Per Share pada Bank Umum yang Terdaftar di Bursa Efek Indonesia

2020 ◽  
Vol 1 (1) ◽  
pp. 72-82
Author(s):  
Rizki Muhammad Siddiq ◽  
Setiawan Setiawan ◽  
Ade Ali Nurdin
Keyword(s):  
Commercial Banks ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Total Sample ◽  
Financial Statement ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Analysis Technique ◽  
Data Regression

In conducting this research which aims to find out from the influence of Loan to Deposit Ratio (LDR), Debt to Assets Ratio (DAR), and Return on Assets (ROA) to Earning per Share (EPS) in Commercial Banks listed on the IDX period 2008-2017. In this study the type of data used is secondary data, which is from financial statement data that has been published by the website on the Indonesia Stock Exchange and the website of each company that will be examined in the period 2008-2017. The total sample used in this study is four bank companies in the banking sub-sector that have been listed on the Indonesia Stock Exchange from 2008-2017. The technique that will be used in the way of sampling is by purposive sampling technique is a technique of determining samples with certain considerations. The analysis technique in this study uses panel data regression analysis using the Eviews 10 program tool.

scholarly journals Deprived Sector Lending and Non-Performing Loans in Nepal

2021 ◽  
Vol 8 (4) ◽  
pp. 1
Author(s):  
Sudan Kumar Oli
Keyword(s):  
Commercial Banks ◽  
Empirical Relation ◽  
Secondary Data ◽  
Fiscal Year ◽  
Regression Result ◽  
Operational Cost ◽  
Nonperforming Loans ◽  
Lending Policy ◽  
Beta Coefficient ◽  
Direct Lending

This study investigates the empirical impact of deprived sector lending on the nonperforming loans of commercial banks in Nepal using secondary data collected from 27 commercial banks from the fiscal year 2009 to 2018 with 262 observations. The study employed the OLS regression method for the robustness test of the result. The study establishes empirical relation between deprived sector lending and nonperforming loan of banks which was the major motivation of this study. The basic regression result shows that beta coefficient of DSL is negative which indicates higher the ratio of deprived sector lending, the lower would be the NPL and vice-versa. Similarly, this study also examines the DSL movement's impact on NPL. The result shows that the beta coefficient of ∆DSL is significantly negative with ∆NPL. This indicates that the higher the growth of DSL, the lower would be NPL growth and vice-versa. This shows that the influence of DSL is very low as per this empirical result. Overall, the study shows there is an inverse relationship between deprived sector lending and nonperforming loan of banks. The result indicates that the remark of commercial bank’s on the deprived sector lending policy of NRB is not true. The operational cost might increase with direct lending to deprive sector and that leads to decrease in the bank’s overall profit but not increases their NPL.

scholarly journals Pengaruh Struktur Kepemilikan dan Dewan Komisaris Terhadap Kinerja Bank Umum Konvensional Yang Menyalurkan Kredit Pada UMKM: Dengan Pengungkapan Corporate Social Responsibility Sebagai Mediasi

2021 ◽  
Vol 1 (1) ◽  
pp. 64-75
Author(s):  
Ribka Gwijangge ◽  
Sri Ayem ◽  
Anita Prismatiwi
Keyword(s):  
Commercial Banks ◽  
Quantitative Research ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Institutional Ownership ◽  
Linear Regression Method ◽  
Public Ownership ◽  
Conventional Banks ◽  
Positive Effect

This research aims to examine the effect of institutional ownership, public ownership, board of commissioners, CSR on the performance of Conventional Commercial Banks that disburse loans to MSMEs and examine the effect of institutional ownership, public ownership, board of commissioners on CSR disclosure of Conventional Commercial Banks that disburse loans to MSMEs. This research used is associative quantitative research, the sample used is conventional banks that distribute MSME loans listed on the Indonesia Stock Exchange (IDX), using purposive sampling technique. The data used is secondary data, the data source comes from the documentation of the financial statements of conventional banks that channel MSME loans and are listed on the Indonesia Stock Exchange in 2017-2019. The data analysis technique used multiple linear regression method. The results of this research indicate that institutional ownership has no effect on bank performance. Public ownership, board of commissioners, CSR, have a positive effect on the performance of the Bank. Institutional ownership, public ownership, the board of commissioners have a positive effect on the Bank's CSR. Keywords: Institutional And Public Ownership, Board Of Commissioners, CSR, Performance Of Conventional Commercial Banks

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