scholarly journals ANALYSIS OF THE EFFECT OF FIXED ASSETS ON THE STOCK PRICE OF THE COMPANY INDEXED LQ45 ON THE INDONESIA STOCK EXCHANGE

2021 ◽  
Vol 3 (3) ◽  
pp. 48-51
Author(s):  
Dwi Urip Wardoyo ◽  
Liana Suci Karnila Manurung ◽  
Novia Egita Br. Tarigan

The purpose of this research is to examine the effect of fixed assets and the impact of these variables on stock prices. The population used are companies that are included in the LQ45 index contained in the IDX with a period of 3 years (2018-2020). The number of samples used were 15 companies and used a purposive sampling method using the SSPS (Statistical Package for Social Science) program testing program. The results of this study are fixed assets in the company have a positive effect on shares.

2020 ◽  
Vol 9 (3) ◽  
pp. 968
Author(s):  
I Made Angga Adikerta ◽  
Nyoman Abundanti

The stock price is important for the company because it reflects the value of the company. Stock prices can change because of the influence of various factors, including: inflation, Return on Assets (ROA) and Debt to Equity Ratio (DER). This study aims to determine the effect of inflation, ROA, and DER on stock prices. This research was conducted on companies listed in the LQ-45 index on the Indonesia Stock Exchange during 2016-2018. The number of samples used in this study amounted to 34 companies with a purposive sampling method. The analysis technique used is multiple linear regression. The results of the analysis in this study indicate that inflation has no effect on stock prices, ROA has a positive effect on stock prices, and DER has a positive effect on stock prices. Keywords: Stock Prices, Inflation, Return on Assets, Debt to Equity Ratio.  


2020 ◽  
Vol 12 (2) ◽  
pp. 71
Author(s):  
Lia Dama Yanti ◽  
Rina Aprilyanti

This lookup ambitions to determine the have an impact on of income information, dividend coverage and inflation on inventory prices via the ride of organizations on the LQ45 index of the Indonesian Stock Exchange from 2017 to 2019. Several previous studies on stock fees have proven extraordinary results. Therefore, every other learn about is needed to re-evaluate the stock fee theory. The populace of this study is the LQ45 index of 45 companies. In order to obtain the 3-year commentary period (2017 to 2019) and 57 remark effects of 19 pattern companies, the sampling approach used is a purposeful sampling method. Research facts comes from sample businesses that can be downloaded from the Indonesian Stock Exchange website, and inflation information can be downloaded from the internet site of the Central Bureau of Statistics. The facts analysis techniques used are descriptive statistical analysis and more than one regression analysis. The first facts analysis technique completed is descriptive facts and classical speculation testing. The a couple of regression evaluation continues with speculation testing. The consequences of this study partly show that, as shown via the t-test of zero <0.05, data about profits and dividend coverage will affect the stock price, while the t-test of 0.726 <0.05 indicates that inflation will now not affect the inventory price. The end result of this study is that, at the identical time, earnings information, dividend coverage and inflation will all have an effect on the inventory price, while trying out zero <0.05 (5%).


2015 ◽  
Vol 21 (86) ◽  
pp. 1
Author(s):  
ارشد فؤاد مجيد ◽  
وفاء حسين ابو سمرة

Although a great deal of works has been done on the area of capital structure and dividend policy, there is still insufficient knowledge of how these policies affect stock prices. This shortcoming may have been originated from the separation between both policies when investigating their effect on stock prices. Based on this point, this research adopts a new technique (completely randomized design), to combine the effect of capital structure and dividend policy on stock prices rather than separating between them. The study used panel based regression analysis depending on the sample of 30 service and industrial Jordanian firms for the period of 2001-2010. The result of test hypotheses found the following; 1) dividend payout has a positive effect on firm stock prices. 2) Firm leverage has a negative effect on firm stock prices. 3) Combined level of capital structure and dividend policy has an effect on stock prices. 4) Different levels of combined level of capital structure and dividend policy affect stock prices in a different way


2019 ◽  
Vol 8 (6) ◽  
pp. 3930
Author(s):  
Septia Wulandari Suarka ◽  
Ni Luh Putu Wiagustini

The purpose of this study is to analyze the significance of the influence of inflation, ROE, DER, and EPS on stock prices. This research was conducted at Concern Goods Companies that are listed on the Indonesia Stock Exchange (IDX) for the 2015-2017 period. The number of samples of this study were 31 companies. Data collection is done by the method of non-participant observation. Based on the results of the analysis found that inflation, ROE. DER, and EPS simultaneously have a significant effect on stock prices. Partially Inflation and DER have no significant effect on stock prices, this indicates that investors do not see Inflation and DER as a decision to buy shares. While partially ROE and EPS have a significant positive effect on stock prices, this shows that investors pay attention to ROE and EPS in deciding to invest. The higher the ROE and EPS, the higher the investor's interest in investing in the company's capital, so that the share price will go up. Keywords: Inflation, ROE, DER, EPS, stock price    


2021 ◽  
Vol 4 (1) ◽  
pp. 406-414
Author(s):  
Amir Hamzah

The purpose of this research is to analyze the short term and long term relationship between ROI, EPS, PER ,inflation, SBI, exchange rate,and GDP on Stock Price. The data in this research is company financial statements which included Compas 100 Index on the Indonesia Stock Exchange. statistical analysis in this research used stasionarity test, The Classical Assumptions Test, Cointegration Test, Error Correction Model Test. This research found that partially ROI, EPS, PER variables a positive effect on stock prices in the short term and long term, KURS and SBI a positive effect on stock prices in the short term, but there is no effect in the long term, inflation and GDP do not affect the stock price both in the short term and long term. Simultaneously affected the stock prices significantly affect on stock price both in the short term and long term.


2017 ◽  
pp. 26-36
Author(s):  
Binsar Sihombing

This study aimed to analyze the effect of dividend payout ratio, return on assets and sales of company stock at Indonesia Stock Exchange. To achieve these objectives, sampling in this study using purposive sampling method. Population used in this study are listed manufacturing companies in Indonesia PT.Bursa Securities in 2009 as many as 153 companies, of the population taken as a sample of 42 companies. Analyses were performed with multiple linear regression models. Note that the discussion of the results, the dividend payout ratio, return on assets and sales have a positive effect on stock prices. Dividend payout ratio has a regression coefficient of 0.180311 with a probability of 0.0847 or 8.47 percent. Return on assets has a regression coefficient of 0.54029 with a probability of 0.0093 or 0.93 percent. Sedangka sales have koefien regression of 0.428178 with a probability of 0.0000, or 0 percent.


Author(s):  
Jajang Badruzaman

This study aims to determine the effect of the Relative Strength Index and Earnig Per Share on Stock Prices. The research design used is a quantitative approach with a population of all companies in the Jakarta Islamic Index (JII) category listed on the Indonesia Stock Exchange for the 2013-2016 periods. The sampling technique used was purposive sampling. Based on the criteria set, 13 companies were obtained. The results showed that the Relative Strength Index and Earnig Per Share had a significant positive effect on Stock Prices in the Jakarta Islamic Index (JII) company on the Indonesia Stock Exchange for the Period 2013-2016.


SAGE Open ◽  
2019 ◽  
Vol 9 (4) ◽  
pp. 215824401988514
Author(s):  
Ghulam Hussain Khan Zaigham ◽  
Xiangning Wang ◽  
Haji Suleman Ali

The main objectives of this study are to examine the impact of stock price performance on firm’s investment and to investigate the counter impact of changes in investment expenditures on stock price performance. The random effects model was applied on the panel data of Chinese manufacturing firms listed at the Shanghai Stock Exchange and the Shenzhen Stock Exchange during the period 2002 to 2016. The sample contains 398 firms with 5,970 observations. Although there is a statistically significant and negative relationship between stock price and investment expenditures, the impact of stock price on investment expenditures is far greater than that of investment expenditures on stock price. Information asymmetry positively mediates both investment sensitivity to stock prices and stock prices sensitivity to investment. This study is a valuable contribution toward the analysis of investment decision making by manufacturing firms in China. It also provides guidelines for investors to assess the informational status of the capital market before making investment decisions and to comprehensively understand the different decisions made by firms with regard to the issue of new stocks and the indirect information attached with such issues.


2018 ◽  
Vol 19 (3) ◽  
pp. 707-721 ◽  
Author(s):  
Neeraj Nautiyal ◽  
P. C. Kavidayal

This study offers empirical findings on the impact of institutional variables on firm’s stock market price performance. In order to identify the influence of companies financial on NIFTY 50 Index, our sample consists of balanced panel of 30 actively traded companies (that becomes the study’s index representative) over a massive transition period, 1995–2014. Attempts have been made with a wide range of econometric models and estimators, from the relatively straightforward to (static) more complex (dynamic panel analyses) to deal with the relevant econometric issues. Results indicate that increasing debt in capital structure does not establish any significant relation with the stock prices. Earnings per share (EPS) shows a poor explanation of price variation. Economic value added (EVA) indicates a positive relation with current as well as previous year’s stock price performances. However, dividend payout (DIVP) and dividend per share (DPS) achieve negative relationship at moderately significant level. The present study confirms that performance of companies fundamental ratios will be essential and immensely helpful to investors and analysts in assessing the better stocks that belong to different industry groups.


2017 ◽  
Vol 18 (2) ◽  
pp. 365-378 ◽  
Author(s):  
Imtiaz Arif ◽  
Tahir Suleman

This article investigates the impact of prolonged terrorist activities on stock prices of different sectors listed in the Karachi Stock Exchange (KSE) by using the newly developed terrorism impact factor index with lingering effect (TIFL) and monthly time series data from 2002 (January) to 2011 (December). Johansen and Juselius (JJ) cointegration revealed a long-run relationship between terrorism and stock price. Normalized cointegration vectors are used to test the effect of terrorism on stock price. Results demonstrate a significantly mixed positive and negative impact of prolonged terrorism on stock prices of different sectors and show that the market has not become insensitive to the prolonged terrorist attacks.


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