Capturing the stock price movements at Karachi Stock exchange: Are macroeconomic variables relevant?

2012 ◽  
Vol 6 (8) ◽  
Author(s):  
Zahid Ahmad
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Macroeconomic Variables ◽  
Price Movements ◽  
Stock Price Movements

scholarly journals DETERMINANT ANALYSIS OF FINANCIAL RATIO ON STOCK RETURNS IN CONSTRUCTION COMPANIES REGISTERED AT INDONESIA STOCK EXCHANGE 2015-2019

2020 ◽  
Vol 2 (1) ◽  
pp. 67-80
Author(s):  
Muhammad Reza Alfianto Siregar ◽  
Pardomuan Sihombing
Keyword(s):  
Stock Returns ◽  
Stock Price ◽  
Stock Exchange ◽  
Secondary Data ◽  
Sampling Technique ◽  
Financial Ratio ◽  
Construction Companies ◽  
Price Performance ◽  
Price Movements ◽  
Stock Price Movements

The growth of the construction sector in Indonesia has indirectly contributed to the growth in the performance of construction companies. This construction performance growth has an impact on stock price movements, apart from the influence of demand and supply of shares. The condition of fluctuating stock price movements requires investors to analyze financial statements before making investment decisions. To find out how the stock price performance can be done by measuring stock returns. In connection with these conditions, the purpose of this study is to analyze the effect of ROE, DER, CR, PBV and TATO on stock returns in construction companies listed on the IDX in 2015 - 2019. This research is included in the category of comparative causal research. The number of samples used in this study were 13 sample companies, with the sampling technique using purposive sampling. The type of data in this study is secondary data taken by the documentation method at Yahoo Finance. The data analysis method uses panel data regression analysis assisted by the Eviews 9.0 software. The results of the study partially show that ROE; DER, CR, PBV, and TATO have a positive and significant effect on stock returns. In addition, ROE, DER, CR, PBV, and TATO simultaneously have a significant effect on stock returns.

scholarly journals Company fundamentals and stock price movements: The role of crude oil prices – Evidence from Nigerian Stock Exchange (NSE)

2020 ◽  
Vol 3 (1) ◽  
pp. 1-13
Author(s):  
Tijjani Bashir Musa
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Panel Study ◽  
Oil Prices ◽  
Secondary Source ◽  
Linear Regression Models ◽  
Price Movements ◽  
Stock Price Movements

This study analyzed company fundamentals on how it relates and predict stock price movements and the extent of the role of oil prices in moderating the influence of these company fundamentals in stock price movements. The study covered the period of 2014 to 2018. The study is a panel study. A total of 132 companies were sampled from 196 companies listed on the Nigerian Stock Exchange (NSE) as of December 2018. Data were collected from a secondary source. Multiple linear regression models were used to analyze the data. The study found that a relationship exists between selected companies' fundamentals and stock prices, and oil prices moderate the relationship. But EPS and Working Capital have high predictive power on stock price movements but moderating with oil prices the influence reduces significantly. The study recommends among others that Managers of companies in Nigeria should formulate policies and exert effort geared towards improving company fundamentals in the event of oil prices increases.

PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP PERUBAHAN HARGA SAHAM (Penelitian pada Saham Perusahaan Pertambangan Milik Pemerintah yang Go Public Di BEI Tahun 2003 -2012)

2017 ◽  
Vol 10 (19) ◽  
Author(s):  
Agie Hanggara
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Market Value ◽  
Estimation Result ◽  
Mining Company ◽  
Price Changes ◽  
Independent Variables ◽  
Price Movements ◽  
Solvency Ratio ◽  
Stock Price Movements

Based on the estimation result sindicate that simultaneous Liquidity Ratio (CR), Solvency Ratio(DER), Market Value Ratio(PER) and the profitability ratio (ROA) significant effect on changes instock prices. And partially variable Solvency Ratio (DER), Market Value Ratio(PER) and the profitability ratio (ROA) has asignificant positive effecton stock price changes, while for Variable Liquidity Ratio (CR) is nota significant positive effecton stock price movements Mining company Government Owned go public in Indonesia Stock Exchange (BEI) in the period 2003 to 2012 obtained from this study adjusted R Square of 0.609084, this means that 60.91% of the dependent variable can be explained by the independent variables and the remainderis equal to 39.09% explained by variables other than the equation.

An Empirical Study on Efficient Market Hypothesis with reference to FMCG Sector

GIS Business ◽  
2020 ◽  
Vol 15 (1) ◽  
pp. 109-126
Author(s):  
Nitin Tanted ◽  
Prashant Mistry
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Abnormal Returns ◽  
Weak Form ◽  
Efficient Market Hypothesis ◽  
Controversial Issues ◽  
Efficient Market ◽  
Price Movements ◽  
Run Test ◽  
Stock Price Movements

One of the highly controversial issues in the area of finance is “Efficient Market Hypothesis”. Efficient Market Hypothesis states that, “In an efficient market, all available price information is reflected in the stock prices and it is not possible to generate abnormal returns compared to other investors.” A lot of studies conducted previouslyto test the Efficient Market Hypothesis, confirmed the theory until recent years, when some academicians found it to be non-applicable in financial markets. According to them, it is possible to forecast the stock price movements using Technical Analysis. The results of various studies have been inconclusive and indefinite about the issue. This study attempted to test the efficiency of FMCG Sector stocks in India in its weak form. For the study, closing prices of top 10 stocks from Nifty FMCG index has been taken for the 5-year period ranging from 1st October 2014 to 30th September 2019. Wald-Wolfowitz Run test has been used to test the haphazard movements in the stock price movements. The results indicated that FMCG sector stocks does support the Efficient Market Hypothesis and exhibit efficiency in its weak form. Hence, it is not possible to accurately predict the price movements of these stocks.

A Utility-Based Model of Common Stock Price Movements

1986 ◽  
Vol 41 (1) ◽  
pp. 67-92 ◽  
Author(s):  
ROBERT H. LITZENBERGER ◽  
EHUD I. RONN
Keyword(s):  
Stock Price ◽  
Common Stock ◽  
Price Movements ◽  
Stock Price Movements
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