scholarly journals Pengaruh Dividend Per Share, Earning Per Share, Price Earning Ratio terhadap Harga Saham pada Perusahaan Manufaktur Non-Bumn yang Terdaftar di Bursa Efek Indonesi

Bharanomics ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 107-115
Author(s):  
Steffany Fernando Putra ◽  
Haryono Haryono ◽  
Susi Tri Wahyuni
Keyword(s):  

Penelitian ini bertujuan untuk untuk mengetahui dan menguji pengaruh Pengaruh Dividend Per Share, Earning Per Share, Price Earning Ratio Terhadap Harga Saham Pada Perusahaan Manufaktur non-BUMN yang Terdaftar di Bursa Efek Indonesia. Penelitian ini merupakan penelitian kuantitatif dengan menggunakan data sekunder berupa laporan keuangan tahunan. Perusahaan yang dijadikan sampel pada penelitian ini adalah perusahaan manufaktur non-BUMN yang terdaftar di Bursa Efek Indonesia. Teknik yang digunakan adalah purposive sampling.Penelitian ini menggunakan teknik regresi data panel, uji t untuk menguji pengaruh secara parsial. Variabel bebas dalam penelitian ini terdari dari Dividend Per Share (X1), Earning Per Share (X2), Price Earning Ratio (X3), sedangkan untuk variabel terikat yaitu Harga Saham (Y).Hasil penelitian ini menunjukkan Dividend Per Share (DPS) berpengaruh signifikan terhadap harga saham pada perusahaan manufaktur non BUMN yang terdaftar di Bursa Efek Indonesia, Earning Per Share (EPS) berpengaruh signifikan terhadap harga saham pada perusahaan manufaktur non BUMN yang terdaftar di Bursa Efek Indonesia, Price Earning Ratio (PER) tidak berpengaruh signifikan terhadap harga saham pada perusahaan manufaktur non BUMN yang terdaftar di Bursa Efek Indonesia, Diantara variabel Dividend Per Share (DPS), Earning Per Share (EPS) dan Price Earning Ratio (PER), variabel Earning Per Share (EPS) yang berpengaruh dominan terhadap harga saham pada perusahaan manufaktur non BUMN yang terdaftar di Bursa Efek Indonesia.

2006 ◽  
Vol 3 (2) ◽  
pp. 1 ◽  
Author(s):  
Ruslaina Yusoff ◽  
Shariful Amran Abd Rahman ◽  
Wan Nazihah Wan Mohamed

This study was carried out to examine the economic consequences ofvoluntary environmental reporting on shareholders' wealth among Malaysian Listed Companies that voluntarily disclosed environmental information in their financial report. One hundred andfifty two (152) companies of Bursa Malaysia (MSE) had been identified as a sample in the current study. Seventy six (76) companies were classified as environmental reporting companies while the remaining companies were classified as non-environmental reporting companies. The classification was done in order to determine the differences between share price, profitability and market equity for both types of companies. The study hypothesizes that voluntary environmental reporting leads to an improvement in the shareholders wealth. However, the results show that there is no significant difference between cumulative abnormal return for environmental and non-environmental reporting companies. Based on the results obtained, it can also be concluded that profitability and size of the companies do not have any significant roles in deciding whether or not to produce environmental reporting companies.


ProBank ◽  
2018 ◽  
Vol 3 (2) ◽  
pp. 17-21
Author(s):  
Heriyanta Budi Utama ◽  
Florianus Dimas Gunurdya Putra Wardana

The purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015. The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression. The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share priceThe purpose of this study was to obtain empirical evidence about the effect of leverage, inflation and Gross Domestic Product (GDP) of the share price at PT. Astra Autopart, Tbk. companies in Indonesia Stock Exchange in 2011-2015.The sampling technique in this study using a purposive sampling. With the technique of purposive  sampling, all the members of the research samples by criteria. Samples that meet the criteria are used research data. Then followed the classic assumption test and test hypotheses by linear regression.The results of this study demonstrate the regression results in regression equation that Y = 2605,424 + 1561,550 X1 + 2,338 X2 + 38,994X3. T test results showed that the leverage anda GDP (Gross Domestic Product) is positive and significant effect on stock prices, while inflation is not positive and significant effect on stock prices. F test results showed that jointly leverage variables, inflation and GDP variables affecting the stock price significantly. The test results R2 (coefficient of determination) found that the variable leverage, inflation and GDP able to explain 35,4% of the stock price variable, while the remaining 64,6% is explained by other variables.Keywords: leverage, inflation, GDP, and the share price


2019 ◽  
Vol 5 (1) ◽  
pp. 1-17
Author(s):  
Nuri Maulana Ikhsan ◽  
Yohanes Rully Dermawan

This study aims to determine the effect of financial ratios on stock prices. Financial ratios used in this study is the Current Ratio, Debt to Equity Ratio, Return On Equity, Total Asset Turnover, Earning Per Share, and Price to Book Value. The type of research used is quantitative to observe the effect of financial ratios on stock prices. This study used a purposive sampling method with a total sample of 20 companies registered in the LQ45 index for the period 2013-2017 and fulfilling the research criteria. The statistical method used is multiple linear regression analysis The results of this study indicate that partially, the variable debt to equity ratio, return on equity, total asset turnover, earnings per share, and price to book value have a significant partial effect on stock prices, while the current ratio variable does not have a partial significant effect on stock prices. Simultaneously the current ratio variable, debt to equity ratio, return on equity, total asset turnover, earnings per share, and price to book value have a significant simultaneous effect on stock prices. And the most dominant influential variable is earnings per share. Keywords:  Current Ratio, Debt to Equity Ratio, Return On Equity, Total Asset Turnover, Earning Per Share, Price to Book Value, and Stock Price.  


Author(s):  
Jan Walters Kruger ◽  
Vatiswa Mlonzi ◽  
Meiya Gert Nthoesane

2020 ◽  
Author(s):  
Marselinus Asri ◽  
Divine Yolanda ◽  
Feby Amely ◽  
Nieken Pirena philips

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