Research on the Relationship between Macroeconomic Variables and Stock Price Index under Multiple Linear Regression Analysis

2020 ◽  
Vol 29 (3) ◽  
Author(s):  
Naiqian Li
Author(s):  
Muhammad Rois Rois ◽  
Manarotul Fatati Fatati ◽  
Winda Ihda Magfiroh

This study aims to determine the effect of Inflation, Exchange Rate and Composite Stock Price Index (IHSG) to Return of PT Nikko Securities Indonesia Stock Fund period 2014-2017. The study used secondary data obtained through documentation in the form of PT Nikko Securities Indonesia Monthly Net Asset (NAB) report. Data analysis is used with quantitative analysis, multiple linear regression analysis using eviews 9. Population and sample in this research are PT Nikko Securities Indonesia. The result of multiple linear regression analysis was the coefficient of determination (R2) showed the result of 0.123819 or 12%. This means that the Inflation, Exchange Rate and Composite Stock Price Index (IHSG) variables can influence the return of PT Nikko Securities Indonesia's equity fund of 12% and 88% is influenced by other variables. Based on the result of the research, the variables of inflation and exchange rate have a negative and significant effect toward the return of PT Nikko Securities Indonesia's equity fund. While the variable of Composite Stock Price Index (IHSG) has a negative but not significant effect toward Return of Equity Fund of PT Nikko Securities Indonesia


Media Ekonomi ◽  
2019 ◽  
Vol 26 (1) ◽  
pp. 47
Author(s):  
Nency Megawati ◽  
M. Noor Salim

<em>This study aims to analyze the macroeconomic variables that affect the Composite Stock Price Index </em>(<em>CSPI)</em>. <em>Data analysis using multiple linear regression analysis with 32 stock samples during the period of Quarter I 2009 to Quarter IV 2016. <em>The results showed that the Exchange Rate and Dow Jones Index had a positive and significant effect on the Composite Stock Price Index (CSPI), Inflation and the BI Rate had no significant effect on the Composite Stock Price Index (CSPI).</em></em><em></em>


SIMAK ◽  
2021 ◽  
Vol 19 (01) ◽  
pp. 69-100
Author(s):  
Ina Marice ◽  
Fransiskus E. Daromes ◽  
Suwandi Ng

This research was conducted to investigate the effect of banking performance on stock returns as moderated by corporate governance. The population used in the study were all banks listed on the IDX for the period 2015-2019. The sample in this study were 30 banks selected using purposive sampling method. The analysis was carried out with the help of SPSS 25 and hypothesis testing using multiple linear regression analysis and moderating regression analysis (MRA). The results of this study indicate that banking performance in the form of LDR, CAR, and ROA partially and simultaneously affects stock returns, NPL partially and simultaneously has no effect on stock returns, governance is able to moderate the relationship between LDR, CAR, and ROA on stock returns, but unable to moderate the relationship between NPL and stock returns.


Author(s):  
Jeongwoo Jeon ◽  
Jiyeon Lee ◽  
Jiheon Hong ◽  
Jaeho Yu ◽  
Jinseop Kim ◽  
...  

BACKGROUND: It is important for clinicians and researchers to perform dynamic postural control evaluation for predicting musculoskeletal conditions, injury prevention, and rehabilitation. OBJECTIVE: The purpose of this study was to investigate the relationship (1) between the eccentric strength of the knee extensors and star excursion balance test (SEBT), and (2) between the knee proprioception and SEBT. METHODS: Forty healthy young adults participated in this study. The eccentric peak torque (EPT) of the knee extensors, joint position sense, and force sense were measured. The participants also performed SEBT. Pearson’s product-moment correlation and multiple linear regression analysis were used to determine the relationship between the variables and SEBT. RESULTS: The posteromedial direction of the SEBT was positively and strongly correlated with EPT (r= 0.74, P< 0.01). The anterior and posterolateral directions were positively and moderately correlated with EPT (r= 0.46, P< 0.01, and r= 0.69, P< 0.01, respectively.). However, knee proprioception was not correlated with all the directions of SEBT (P> 0.05). According to the results of multiple linear regression analysis, EPT of the knee extensors significantly predicted SEBT reach distances. CONCLUSION: The eccentric strength of the knee extensors seems to be an essential factor in dynamic postural control. However, the knee proprioception did not show a significant correlation with SEBT.


2019 ◽  
Author(s):  
Bramma Kiswanjaya ◽  
Hanna H Bachtiar-Iskandar

Abstract Background The purpose of this study was to investigate the association between the severity of the mandibular inferior cortex (MIC) porosity and the number of remaining teeth in elderly Indonesian people.Materials and methods This cross-sectional study was conducted by measuring secondary data on panoramic digital examinations of patients aged 50 years and older. A total of 428 panoramic radiographs were measured from January 2017 to December 2018. The number of remaining teeth (including the third molars) was evaluated. Mandibular porosity was measured by using panoramic radiographs, according to the MIC classification: normal; mildly to moderately eroded; and severely eroded cortex.Statistical analysis used Data analysis was done using Mann-Whitney nonparametric tests to verify the relationship between the MIC classification and the number of remaining teeth. Multiple linear regression analysis was performed to investigate the relationship between confounding variables.Results A significant correlation was found between MIC classification and the number of remaining teeth on the Mann-Whitney test (P < 0.001). Multiple linear regression analysis showed that MIC classification was significantly associated with the value of the number of remaining teeth after controlling for gender and age (β = -0.37, R2 = 0.22, P < 0.001). Subjects with MIC class 3 were 7.14 times more likely to lose their teeth than subjects with MIC class 1 or class 2.Conclusions Our study demonstrated that there was an association between the severity of mandibular inferior cortex porosity and the number of remaining teeth in elderly Indonesian people.


2018 ◽  
Vol 3 (2) ◽  
pp. 195
Author(s):  
Hana Tamara Putri

The purpose of this studyis to find out how the influence of earnings per share (EPS) and price book value (PBV) simultaneously and parcial to stock prices in retail industry listed on the Stock Exchange Indonesia period 2013-2016. The ojek this analysis is the retail industry listed on the stock exchange indonesia period 2013-2016. Sampel used in this research is as many as 8 retail industry listed on the Stock Exchange Indonesia period 2013-2016. The method used is qualitative and quantitative method. . The analytical tool used in this research is multiple linear regression analysis, the classical assumption test (normality, multicolinearity, hetoroscedasicity, and autocorrelation) and coefficient of determination. Based on the results of multiple linear regression analysis showed the equation Log Y= 2.244 + Log 0,528EPS Log 0,018PBV + e , with F test value of 5,153. Value t test for earning per share (EPS) of 3,159 and the value of T test for price book value (PBV) of 0,113. Rated R Square 26,2%, while the remaining 73,8% explained other factors beyond the study models. And the R value of 0,512. The conclusion of this research indicates that simultaneously independent variable earnings per share (EPS) and price book value (PBV) have an effect on stock price variable. The parcial price (PBV) has no significant effect on stock price dependent and earnings per share (EPS) have a significant effect on stock price variables.


2016 ◽  
Vol 12 (2) ◽  
pp. 85
Author(s):  
Ayu Dwidyah Rini ◽  
Kazia Laturette

The effect of accounting attitude young SMEs and the use of accounting information to businesssuccess. This study aims to determine the relationship accounting attitude and use of accountinginformation businesses small and medium micro young to business success . Data was collectedthrough questionnaires with 100 young SMEs in Surabaya . The study uses a quantitative approachwith multiple linear regression analysis and snowball sampling to sampling . The results of the studyexplained that the accounting attitude young SMEs , accounting information has a significantrelationship in partial to business success. The results also explain that the accounting informationhas a dominant influence on the success of young SME business in Surabaya .Keywords: Accounting Information , Attitude, Business Success


2018 ◽  
Vol 1 (02) ◽  
pp. 47-54 ◽  
Author(s):  
Nurmala Alfiah ◽  
Lucia Ari Diyani

This study aims to test the Influence of Return on Equity (ROE) and Debt to Equity Ratio (DER) Against Stock Price. This study was taken because there is still a difference between previous researchers. The study used external secondary data, sample technique used Purposive Sampling from eight (8) companies which met the Sampling criteria existing from 23 companies. The method used is multiple linear regression analysis. The results of this study shows that Return on Equity (ROE) has no significant effect on Stock Price, while Debt to Equity Ratio (DER) has a significant effect on Stock Price. Simultaneously ROE and DER have a significant effect to the stock price that is equal to 22,5% while the rest 77,5% influenced by other factor.


2019 ◽  
Vol 7 (2) ◽  
pp. 128
Author(s):  
Ahmad Ridho Fachrizal Chaery

This research was conducted to test the influence of Internal Factors such as Liqudity, Activity, Solvability, Profitability and Company’s Growth to the Stock Price. The object of this research is a manufacturing company of food and beverage sectors listed in Indonesia Stock Exchange in the period 2013 to 2017. This study uses multiple linear regression analysis that begins with the classical assumption, using a sample of 11 companie of food and beverage sector. The results obtained from this study is partially Solvability and Profitability has an influence on Stock Price, While Liquidity, Activity and Company’s Growth do not affect significantly to Stock Price. Simultaneously the results obtained are all independent variables (Liqudity, Activity, Solvability, Profitability and Company’s Growth) jointly have a significant effect on Stock Price.


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