scholarly journals PENGARUH KINERJA KEUANGAN DAN FAKTOR EKONOMI MAKRO DALAM MEMPREDIKSI VOLATILITAS HARGA SAHAM PERUSAHAAN SUBSEKTOR INDUSTRI FOOD AND BEVERAGES

2017 ◽  
Vol 3 (1) ◽  
pp. 35-48
Author(s):  
Agung Fajar Ilmiyono
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Interest Rate ◽  
Financial Performance ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Stock Price Volatility ◽  
Food And Beverages ◽  
Analysis Technique

ABSTRACTThis study aims to analyze and test the effect of financial performance and macro economic to stock price volatility in food and beverages companies listed in the Indonesia Stock Exchange period 2012-2016. Thirtyfive samples are tested by classical assumption using multiple regression analysis technique. The result shows that the financial performance partially has no significant effect on stock price volatility and macro economic partially has no significant effect on stock price volatility. Keywords: ROA, DER, Net Cash Flow, Inflation, Exchange Rate, Interest Rate, and Volatility Stock Price

scholarly journals Pengaruh Devidend Payout Ratio, Devidend Yield, Ukuran Perusahaan, Volume Perdagangan, Nilai Tukar, Inflasi, dan Tingkat Suku Bunga Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Yang Tercatat Di Bursa Efek Indonesia Tahun 2012-2016

2019 ◽  
Vol 2 (1) ◽  
pp. 73-82
Author(s):  
Syarifah Nur Azura ◽  
Myrna Sofia ◽  
Nurhasanah Nurhasanah ◽  
Firmansyah Kusasi
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Price Volatility ◽  
Sampling Technique ◽  
Company Size ◽  
Manufacturing Companies ◽  
Stock Price Volatility

The aims of this study is to look at the effect of Devidend Payout Ratio, Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation, Interest Rate Against Stock Price Volatility. With a purposive sampling technique, this study took 7 companies as samples of 153 manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016. Data analysis was performed using Multiple Regression. The results of the study show that the Devidend Payout Ratio has an effect on Stock Price Volatility, while the Devidend Yield, Company Size, Trading Volume, Exchange Rate, Inflation and Interest Rate do not affect the Stock Price Volatility. While simultaneously all the independent variables tested showed a significant effect on Stock Price Volatility in Manufacturing companies listed on the Indonesia Stock Exchange in 2012-2016.

scholarly journals Pengaruh Kurs, Suku Bunga, dan Dividen Pershare Terhadap Harga Saham Pada Sektor Perbankan yang Terdaftar di Bursa Efek Indonesia Tahun 2013– 2017

2018 ◽  
Vol 10 (1) ◽  
pp. 21-33
Author(s):  
Atika Riziqyani ◽  
Gunistiyo ◽  
Niken Wahyu C
Keyword(s):  
Regression Analysis ◽  
Exchange Rate ◽  
Interest Rate ◽  
Linear Regression ◽  
Stock Prices ◽  
Stock Price ◽  
Banking Sector ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Share Price

The effect of exchange rate, interest rate and dividend of share price on banking sector which is listed in Indonesia Stock Exchange year 2013-2017. Essay. Tegal: Faculty of Economics and Business Universitas Pancasakti Tegal,2018. The purpose of this study is to determine the ability of investors in considering stock prices in the banking sector in 2013-2017. Hypothesis in this research is 1) exchange rate effect on stock price. 2) interest rates affect the stock price. 3) dividend pershare effect on stock price. 4) exchange rate, interest rate and dividend pershare simultaneously affect the stock price. The population used in this study is a banking company that publishes stock prices listed on the Indonesia Stock Exchange in 2013-2017. The sample in this research are 21 banking companies. With technique of sampling using purposive sampling. The data in this research is quantitative data. Sources of data in this study are secondary sources obtained from the share price of an annual banking company published in Indonesia Stock Exchange period 2013-2017. Data collection techniques using documentation techniques. Data analysis method using descriptive statistic, classical assumption test, simple linear regression analysis, multiple linear regression analysis and coefficient of determination, then obtained the result of research that the exchange rate does not have a significant effect on stock prices, the interest rate does not significantly influence the stock price, against stock price, exchange rate, interest rate and dividend pershare have significant effect to stock price.

scholarly journals Impact of Interest Rate on Stock Prices Volatility: A Case of Textile Sector of Karachi Stock Exchange

2021 ◽  
Vol 2 (2) ◽  
pp. 149-156
Author(s):  
MUHAMMAD SOHAIL KHALIL ◽  
MUHAMMAD AAMIR NADEEM ◽  
MUHAMMAD TAHIR KHAN
Keyword(s):  
Interest Rate ◽  
Stock Returns ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Stock Price Volatility ◽  
Relationship Of ◽  
The Relationship ◽  
Textile Sector

This study investigates the relationship between interest rate and stock price volatility in textile sector of Karachi Stock Exchange. Initially, EWMA model is used to calculate the volatility of stock prices. Stock returns are calculated as a proxy to stock prices. Afterwards, linear regression analyzes the relation between interest rate and stock price volatility. The significance F change is below the limit of 0.05 showing goodness-to-fit of the model to project the responses from predictor to be reliable. The research concludes the relationship of interest rate with volatility of stock prices as slightly inverse in nature.

scholarly journals VOLATILITAS HARGA SAHAM PADA SEKTOR PERTANIAN DI INDONESIA

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Dhistianti Mei Rahmawantari
Keyword(s):  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Price Volatility ◽  
Profit Margin ◽  
Stock Price Volatility ◽  
Return On Equity ◽  
Book Value ◽  
Analysis Technique ◽  
Net Profit

<em>This study aimed to analyze the influence of trading volume, dividend yield, debt to equity ratio and interest rate to stock price volatility companies listed on the Indonesia Stock Exchange in the period of year 2017-2019. The populations of this study are all agriculture companies listed in Indonesia Stock Exchange (IDX) in the period of year 2017 to 2019.  It obtained only seven companies samples from total population with technique purposive sampling method. The data analysis technique used is smartPLS software. The results showed that the volatility of the stock price can by earning per share, net profit margin, price to book value, price earning ratio, return on equity, and trading volum,. Net profit margin, price to book value and trading volume have significant effect on stock price volatility while the rest of variables stated otherwise.</em>

DETERMINANTS OF LQ 45 INDEX BANKING STOCK PRICE VOLATILITY

2020 ◽  
Vol 12 (2) ◽  
pp. 261-274
Author(s):  
Florentina Kurniasari ◽  
Juvy Reyes
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Price ◽  
Financial Institution ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
External Factors ◽  
Investment Fund ◽  
Analysis Model ◽  
Stock Price Volatility

As a developing country, Indonesia needs capital flow from investment to support country’s development growth. Capital market is one form of source investment fund. Of the several indexes listed in Indonesia Stock Exchange, the LQ 45 Index is one of the indexes of concern to investors, in which banking is one of financial institution to support country’s economic development. Investors is concerned about the stock price volatility which is influenced by internal and external factors. In this research there are three internal factors and two external factors as independent variable. This research measured the stock price volatility by analyzing the effect of some factors including dividend yield, return on asset, asset growth, interest rate, and exchange rate of banking industries which registered in LQ 45 Index for year 2012 –2019. The data will be analyzed using multiple linear regression analysis model. The research shows that interest rate had positive influence on stock price volatility. While return on asset and exchange rate have negative effect to stock price volatility.   Key Words: Stock Price Volatility, Dividend, ROA, Interest, Exchange Rate

scholarly journals SENSITIVITAS FAKTOR EKONOMI MAKRO DAN MIKRO DALAM MEMPREDIKSI VOLATILITAS HARGA SAHAM PERUSAHAAN SEKTOR INDUSTRI FOOD & BEVERAGES

2019 ◽  
Vol 4 (1) ◽  
pp. 85-100
Author(s):  
Abdul Kohar ◽  
Nurmala Ahmar ◽  
Suratno Suratno
Keyword(s):  
Exchange Rate ◽  
Interest Rates ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Share Price ◽  
Macroeconomic Factors ◽  
Stock Price Volatility ◽  
The Impact

The movement of macroeconomic factors can be used to predict the movement of the stock price, but different researchers are using different macroeconomic factors because there is still no consensus among them which macroeconomic factors that have an influence on stock prices. This study aimed to analyze and test the impact of macroeconomics factors which consisting of inflation, interest rates, exchange rate, and microeconomy factors, consisting of asset growth, growth earnings and sales growth to the volatility of stock prices on food and beverages companies listed in Indonesia Stock Exchange between 2011 and 2015 period. The study measure the sensitivity of inflation and interest rates and stock price volatility by regressing each variable with a share price which will produce the sensitivity value of each variable. A total of 66 samples are tested by using the classic assumption as the precondition for regression analysis techniques (multiple regressions). The results showed that inflation is partially affect the stock price volatility, Indonesia Interest Rate (SBI) is partially effect on stock price volatility, and exchange rate and microeconomics are partially no effect on stock price volatility.

Pengungkapan Corporate Social Responsibility (CSR) dan Kinerja Keuangan Perusahaan dengan Pengungkapan Anti Korupsi sebagai Variabel Moderasi

2019 ◽  
Vol 13 (2) ◽  
Author(s):  
Arief Hidayatullah Khamainy ◽  
Dessy Novitasari Laras Asih
Keyword(s):  
Regression Analysis ◽  
Financial Performance ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Analysis Technique ◽  
Study Population ◽  
Csr Disclosure ◽  
Corporate Social ◽  
The Impact

The research was carried out to find the influence of training material and methods of training toward workability. The study was conducted respectively from an employee of PD BPR Bantul Yogyakarta. The purpose of this research is expected to be useful for stakeholders in seeing CSR disclosure in the company in testing and analyzing its effect on the company's financial performance and with the presence of anti-corruption exposure, whether it will strengthen the impact of CSR disclosure on the company's financial performance. The study population in this study were all mining companies registered on the Indonesia Stock Exchange in 2016-2018 with a total of 63 companies. The research sample was taken using a random sampling technique that was calculated by the Slovin formula so that 54 samples were obtained for analysis. Linear Regression Analysis and Moderation Regression Analysis were chosen as the analysis technique used in this study. The results show that CSR disclosure does not affect the company's financial performance, and anti-corruption disclosure does not affect the relationship between the two.

scholarly journals Pengaruh Return On Assets (ROA Terhadap Harga Saham dengan Earning PerShare (EPS) sebagai Intervening (Studi Kasus pada Perusahaan Sub SektorTekstil dan Garmen yang terdaftar di Bursa Efek Indonesia Periode 2013-2016)

2018 ◽  
Vol 7 (1) ◽  
pp. 1
Author(s):  
Fiona Mutiara Efendi ◽  
Ngatno Ngatno
Keyword(s):  
Regression Analysis ◽  
Capital Markets ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Rapid Development ◽  
Linear Regression Analysis ◽  
Return On Assets ◽  
Analysis Technique ◽  
The Relationship

The rapid development of capital markets are now attracting the attention of people andcapital owners to invest in capital markets. During the year 2013-2016 the average stock price of the textile and garment enterprises sub-sector experienced a fluctuating condition. The financial ratios that are suspected to affect the ups and downs of stock prices are ROA and EPS. The population of this research are 15 Textile and Garment Sub-Sector Companies listed on Indonesia Stock Exchange in 2013-2016. The analysis technique used is linear regression analysis with SPSS program. This study aims to determine the effect of ROA on stock prices through EPS as a mediator. The results showed that ROA has no significant effect on stock prices, but ROA has a significant influence on the mediation variable that is EPS. EPS variable has positive and significant effect to stock price. ROA and EPS have a significant effect on stock prices. EPS is fully mediated variable and can significantly mediate the relationship between ROA and stock prices. Based on the analysis results, can be concluded that the variables that affect the stock price is EPS, while the ROA variable does not affect the stock price. As well as EPS variables can mediated the relationship between ROA and stock prices. The results of this research, it is expected the company further increase the profitability of the company in order to increase the stock price so that it can give benefit the company and investors.

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