Estimating Volatility of Market Risk of Viet Nam Consumer Good Industry after the Low Inflation Period 2015-2017

2020 ◽  
Vol 12 (SP3) ◽  
pp. 818-826
Author(s):  
Dr. Pham Tuan Anh
Author(s):  
Mahruzal Mahdi ◽  
Muammar Khaddafi

This study aims to analyze the effect on stock prices. Company profit information which includes gross profit margin, operating profit margin, and net profit margin are variables that are thought to affect the 2012-2014 stock prices. The unit of analysis used is the Consumer Good Industry Company. Testing of this research was carried out using the classic assumption test, which consisted of 3 basic assumptions, namely normality, multicollinearity, and heteroscedasticity. After that, a multiple linear regression test is performed to determine the regression equation that shows the relationship of the dependent variable that is determined by two or more independent variables. The F-test is carried out to find out whether the three independent variables together have a significant effect on the dependent variable. And the last t-test is used to see the significance of the influence of individual independent variables on the dependent variable by assuming other variables are constant. The results showed simultaneously a positive and significant influence from net profit margin, operating profit margin, and gross profit margin on stock prices in Good Consumer Industry Company listed on the Indonesia Stock Exchange, while partially net profit margin and gross profit margin were not there is a positive and insignificant influence on stock prices on Good Consumer Industry Company listed on the Indonesia Stock Exchange, while operating profit margin, partially there is a positive and significant effect on stock prices on Good Consumer Industry Company listed on the Indonesia Stock Exchange on 2012-2014.


2019 ◽  
Vol 14 (1) ◽  
Author(s):  
Beta Asteria ◽  
Dyah Ayu Widiastuti

Determination of dividend policy related to profit sharing decisions obtained by the company. Management will make a decision whether management will share profits with shareholders as dividends or retain profits for investment funding to be made in the future. Dividend policy is important to study because it has an impact on company value reflected in stock prices. This study aims to analyze the effect of Return on Assets (ROA), Debt to Equity (DER) and Current Ratio (CR) to Dividend Payout Ratio in Consumer Good Industry stocks listed on the Indonesia Stock Exchange in 2014-2017. The sampling technique in this study is Purposive Sampling. Of the 49 Consumer Good Industry shares, only 8 were included in the criteria for the study sample from 2014-2017, so the number of research samples was 36. The regression analysis method was used in this study, namely 1. T test to examine the effect of independent variables on the dependent variable Partial; and 2. F test to examine the effect of independent variables on the dependent variable simultaneously. The results of the study prove that Return on Assets (ROA) has a significant effect on Dividend Payout Ratio in Consumer Good Industry shares listed on the Indonesia Stock Exchange in 2014-2017. Whereas Debt to Equity (DER) and Current Ratio (CR) were not proven to influence partially to the Dividend Payout Ratio in Consumer Good Industry shares listed on the Indonesia Stock Exchange in 2014-2017. As well as the results of the study prove that Return on Assets (ROA), Debt to Equity (DER) and Current Ratio (CR) simultaneously have a significant effect on Dividend Payout Ratio (DER) in Consumer Good Industry shares listed on the Indonesia Stock Exchange in 2014- 2017.


Author(s):  
Ni Wayan Dian Irmayani

Penelitian ini bertujuan untuk meneliti Dampak Pandemic COVID-19 sebagai bencana darurat nasional terhadap return pada saham sub sektor Consumer Good Industry di Bursa Efek Indonesia yang dilihat dari perbedaan average abnormal return saham sebelum dan sesudah Pandemic COVID-19 ditetapkan sebagai bencana darurat nasional pada tanggal 2 Maret 2020. Populasi dalam penelitian ini adalah perusahaan sub sektor Consumer Good Industry di Bursa Efek Indonesia dengan jumlah 44 perusahaan sub sektor Consumer Good Industry. Dengan menggunakan metode census sampling meliputi keseluruhan populasi. Penelitian difokuskan pada periode jendela, yaitu 10 hari sebelum dan 10 hari sesudah tanggal peristiwa. Data dianalisis dengan menggunakan uji paired sample t-test. Dari penelitian yang dilakukan diketahui bahwa tidak terdapat perbedaan sebelum dan sesudah Pandemic COVID-19 ditetapkan sebagai bencana darurat nasional terhadap return saham perusahaan sub sektor Consumer Good Industry di Bursa Efek Indonesia. Hal ini dapat diketahui dari adanya penurunan average abnormal return pada periode jendela sesudah ditetapkannya Pandemic COVID-19 sebagai bencana darurat nasional. Adapun nilai average abnormal return periode jendela sebelum peristiwa adalah 0,00949 dan periode jendala sesudah adalah peristiwa -0,00252.


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