Return Saham

Penelitian ini bertujuan untuk mengetahui pengaruh faktor fundamental bank berupa Bank Size, CAR dan LDR serta faktor makroekonomi berupa Inflasi, dan BI Rate terhadap NPL. Penelitian ini menggunakan teknik analisis data kuantitatif dengan metode Data Panel. Penelitian ini menghasilkan kesimpulan bahwa secara simultan berdasarkan hasil R 2 variabel Bank Size, CAR, LDR, Inflasi, dan BI Rate mampu menjelaskan 93% dari semua informasi dan selebihnya dijelaskan variabel lain yang tidak digunakan dalam penelitian. Serta secara parsial variabel NPL dipengaruhi oleh CAR, LDR, dan BI Rate dan tidak dipengaruhi oleh Bank size dan Inflasi. Kata Kunci:  NPL, Bank Size, CAR, LDR, Inflasi, BI Rate.

Laba dan saham merupakan dua konsep yang saling berkaitan erat dalam dunia keuangan dan akuntansi. Laba mencerminkan kemampuan suatu perusahaan untuk menghasilkan keuntungan dari operasionalnya selama periode tertentu, sedangkan saham menjadi salah satu instrumen utama yang mencerminkan kepemilikan atas perusahaan dan menjadi sarana bagi investor untuk memperoleh imbal hasil, baik dalam bentuk dividen maupun apresiasi nilai saham.

This study aims to analyze the influence of internal variables which include Loan To Deposit Ratio (LDR), Non Permofming Loan (NPL), Return On Asset (ROA), Capital Adequency Ratio (CAR) and external variable isGrowthGross Domestic Product (GDP) Inflation and Exchange Rate against the Interest Rate Spread (IRS). The data studied is quarterly data from 2004 quarter 1 -year 2017 quarter 2. The sample of this research is BUMN Bank in Indonesia with sampling technique that is census of sampling / saturated sample which amounted to 4 Bank. Data analysis method using panel data model and this type of research is associative causality. The results show that partially the internal variables (LDR, NPL, ROA and CAR) influence significantly while the external variables (GrowthGDP, Inflation and Exchange Rate) have no effect on the IRS Bank BUMN, simultaneously the dependent variable has significant influence on the IRS of 76.04 % and the rest, ie 23.96% influenced by other variables besides variables in this research.

Companies that have conducted an IPO will have many shareholders (investors). After conducting the IPO the Company will usually issue new shares. Investors who have entered the company have the right to buy new shares to be issued by the company in advance, rather than new investors. The rights granted to old investors are called rights issues. In 2017 PT Airline Reasuransi Indonesia Tbk. conducts rights issue to its shareholders. Investors are granted Pre-emptive Rights (HMETD). The main problem is whether the right issue will be carried out by PT Airline Reasuransi Indonesia Tbk. is in accordance with law number 8 of 1995 and other juridical regulations or not. And also whether the implementation of the right issue in Indonesia or that carried out by PT Airline Reasuransi Indonesia Tbk as stated above in the view of Islamic law. The research was conducted by means of literature by studying and examining written legal materials related to research material. This type of research is...

Dividend Payout Ratio (DPR) pada perusahaan makanan dan minuman mengalami fluktuasi selama 6 tahun terakhir, dalam hubungannya dengan pendapatan dividen, para investor umumnya menginginkan pembagian dividen yang relatif stabil, karena dengan adanya stabilitas dividen dapat meningkatkan kepercayaan investor terhadap perusahaan sehingga mengurangi ketidakpastian investor dalam menanamkan dananya di perusahaan tersebut. Penelitian ini dilakukan untuk mengetahui bukti empiris pengaruh total assets turnover (TATO) dan return on equity (ROE) terhadap dividend payout ratio (DPR) pada perusahaan makanan dan minuman yang terdaftar di bursa efek Indonesia. Sampel dalam penelitian ini merupakan laporan keuangan yang berupa Neraca, Laba/Rugi dan Dividen Tunai atau Dividen Kas dari PT Indofood Sukses Makmur Tbk, PT Mayora Indah Tbk dan PT Tunas Baru Lampung Tbk pada periode 2015-2016. Penelitian ini menggunakan teknik analisis data yang terdiri dari analisis deskriptif yaitu yaitu mean dan stand...

Nur Annizah. Pengaruh Rasio Profitabilitas GPM dan EPS Terhadap Harga
saham Sebagai Dasar Investasi Jangka Panjang Pada PT. Unilever Indonesia
TBKPeriode 2021-2023. (Dibimbing oleh An Ras Try Astuti).
Harga saham merupakan harga yang ada di pasar bursa, ini dipengaruhi karna
adanya permintaan dan penawaran. Harga saham cenderung berfluktuasi ketika
banyak orang yang membeli maka harga saham akan cenderung naik. Dan
sebaliknya, ketika orang-orang menjual sahamnya maka harga saham akan cenderung
turun. Tujuan dari penelitian ini untuk melihat pengaruh rasio profitabilitas GPM dan
EPS sebagai dasar investasi jangka panjang terhadap harga saham pada PT Unilever
indonesia.
Pendekatan penelitian menggunakan pendekatan deskriptif. Metode penelitian
ini adalah kuantitatif dengan menggunakan bentuk pengukuran rasio profitabilitas
yaitu GPM dan EPS. Jenis penelitian menggunakan metode dekskriptif kuantitatif
dengan data yang dikumpulkan yaitu laporan keuangan Perusahaan PT. Unilever
Indonesia tahun 2021-2023. Jumlah sampel dalam penelitian ini sebanyak 12 sampel
dari 4 triwulan/tahun data laporan keuangan perusahaan. Teknik Pengolahan data
yang digunakan yaitu SPSS versi 26.
Hasil penelitian menunjukkan bahwa secara parsial GPM tidak berpengaruh terhadap
harga saham dengan hasil thitung 0,989 < 2,262 ttabel dan EPS secara parsial tidak
berpengaruh terhadap harga saham dengan hasil thitung -1.178 < 2.306 ttabel, dan
secara simultan GPM dan EPS tidak berpengaruh terhadap harga saham dengan hasil
fhitung 0,790 < 3,89 ftabel. Namun nilai beta dari GPM menunjukkan nilai positif
yang artinya ketika GPM mengalami kenaikan maka harga saham juga akan ikut
bergerak naik, begitupun sebaliknya. Sedangkan nilai beta dari EPS menunjukkan
nilai negatif menandakan bahwa, apabila EPS naik maka harga saham akan bergerak
turun.
Kata Kunci: Rasio Profitabilitas, GPM, EPS, dan Harga Saham.

Penelitian ini bertujuan untuk mengetahui besarnya pengaruh jumlah giro, tabungan dan deposito masyarakat baik secara parsial maupun secara simultan terhadap jumlah penyaluran kredit pada Perusahaan Perbankan Swasta Devisa Nasional yang terdaftar di Bursa Efek Indonesia. Data yang digunakanadalah data sekunder berupa data laporan keuangan pada Perusahaan Perbankan Swasta Devisa Nasional yang diperoleh dari Bursa EfekIndonesia periode tahun 2008 sampai 2012. Jumlah populasi dalam penelitian ini berjumlah 23 bank, dan kemudian dilakukan teknik purposive sampling sehingga terpilih sampelsebanyak 20 bank.Metode analisi data yang digunakan adalah analsis regresi data panel. Hasil penelitian ini menunjukan bahwajumlah giro, tabungan dan deposito masyarakat memiliki pengaruh yang positif baik secara parsial maupun simultan terhadap jumlah penyaluran kredit. Hal ini berarti semakin besar jumlah giro, tabungan dan deposito masyarakat yang dihimpun akan meningkatkanjumlah kredit yang disalurk...

Jika terdapat dua variabel atau lebih dalam Model Yector Autoregressive (VAR) orde p, maka tidak menutup kemungkinan bahwa antara variabel-variabel tersebut saling mempengaruhi. Hubungan ini dapat berupa pengaruh satu arahn dua arab, atau tidak terdapa antar variabel-variabel. Hubungan-hubungan semacam itu disebut hubungan kausalitas. Untuk membuktikan keberadaan hubungan kausalitas dalam suatu model VAR dapat digunakan Uji Kausalitas Granger.Penelitian ini menguji keberadaan hubungan kausalitas antma harga saham dengan kinerja keuangan perusahaan PT Indofood Sukses Makmur Tbb periode 1998-2005. Penelitian ini akan menyelidiki beberapa variabel yang terlibat dalam model simultan harga saham, yaitu harga saham (Yr) dan kinerja kuangan perusahaan yang diwakili oleh variabel-variabel Return of Assets atau ROA (Y2), Debt to Equity Ratio atau DER (Y3), dan Earning Per Share atau EPS (Yr). Hasil penelitian menunjukkan variabel-variabel dalam model tidak stasioner dan terintegrasi pada derajat I, serta residualnya benifat independen dan berdistribusi normal. Dengan AIC dan SC disimpulkan bahwa masing-masing persamaan memuat 4 lag.Dengan uji kausalitas Granger disimpulkan bahwa terdapat hubungan satu amh antara variabel harga saham terhadap ROA dan EPS, sedangkan hubungan satu arah juga ditunjukkan variabel DER terhadap harga saham. Hal ini menuqiukkan bahwa antara harga saham dan kinerja keu?ngan penrsahaan tidak terdapat hubungan dua arah. Kats kunci : model simultan, Voctor Autoregressive (VAR), Uji Kausalitas Granger, Harga Saham, Return of Assets (ROA), Debt to Equrty Ratio (DER), dan Earning Per Share (EPS).

Stock price is very determined by supply and demand for stock it self. While, the more investors are, the stock price will move forward and vice versa. Therefore, this research aimed to examine the effect of Return on Asset (ROA), Return on Equity (ROE), Inflation and exchange rates on stock price of pharmaceutical companies which were listed on Indonesia Stock Exchange 2014-2018. Meanwhile, all population was taken as sample, i.e. 7 pharmaceutical companies which were listed on Indonesia Stock Exchange 2014-2018. Moreover, the data were secondary, which taken from STIESIA Surabaya Stock Exchange Gallery. Furthermore, the data analysis technique used multiple linear regression s with SPSS 24. The research result concluded Return On Asset (ROA) had significant effect on stock price. This indicated the size of asset owned by the company could get the maximum profit. Likewise, Return On Equity (ROE) had significant effect on stock price as it reflected the level of effectiveness and effeciency in managing capital return for investors. On the other hand, Inflation had insignificant effect on stock price. It meant, when there was inflation, people would still need drugs even the price of them rose. Likewise, the exchange rate had insignificant effect on stock price as the public would still need drugs even though its prices rose. Keyword: stock price, return on asset, return on equity, inflation, exchange rate ABSTRAK Harga saham sangat ditentukan dari penawaran dan permintaan akan saham itu sendiri. Semakin banyak investor maka harga saham akan bergerak naik begitu pula sebaliknya. Penelitian ini bertujuan untuk menguji pengaruh Return On Assets (ROA),

This research aims to analyze the influence of Return on Assets (ROA) and Return on Equity (ROE) on Dividend Policy at the Company PT. Indofood Sukses Makmur Tbk in the 2018-2022 period. This research focuses on the company's financial ratios ROA and ROE using quantitative descriptive methods and using a quantitative approach. The data source for this research comes from the official website of PT. Indofood Sukses Makmur Tbk. Data processing uses multiple linear regression analysis with the help of the Eviews 12 program. The research results show that simultaneously financial ratios including ROA and ROE do not have a significant effect on Dividend Policy at PT.

Economic value added, financial value added and firm value, have been identified as factor that influence stock returns. However, past studies have not examined the issue of why the financial value added may influence the stock returns. This study extends prior studies of further understands the indirect between economic value added and financial value added to firm value through the mediating role of stock returns. Based on the criteria used in this research, the subject's research received as many as 16 companies from 2010 until 2014 study period. Variable used is economic value added and financial value added as independent variable, stock return as dependent variable, and firm value as mediating variable. This study finds that economic value added and financial value added relates positively with stock return. This study also find that financial value added relates positively with firm value and find not significant role of firm value between on the relationship between financial value added and stock return. The result of the study also contribute to understanding of the role of the firm value in influencing the impact of capital economic value added and financial value added on the stock return.

Economic value added, financial value added and firm value, have been identified as factor that influence stock returns. However, past studies have not examined the issue of why the financial value added may influence the stock returns. This study extends prior studies of further understands the indirect between economic value added and financial value added to firm value through the mediating role of stock returns. Based on the criteria used in this research, the subject’s research received as many as 16 companies from 2010 until 2014 study period. Variable used is economic value added and financial value added as independent variable, stock return as dependent variable, and firm value as mediating variable. This study finds that economic value added and financial value added relates positively with stock return. This study also find that financial value added relates positively with firm value and find not significant role of firm value between on the relationship between financia...

This research aimed to examine the effect of banking health measurement on the investors response. The research was quantitative. While, the population was some banking companies which were listed on Indonesia Stock Exchange 2013-2017. The sampling collection technique used purposive sampling. The data analysis technique used multiple linear regression. In line with the research result, it concluded as follows: (a) Non-Performing Loan did not affect on the investors response. It meant, this aspect was not considered since it did not influence the profit decline, (b) Good Corporate Governance did not affect on the investors response. It meant, Good Corporate Governance could not guarantee the inverstors with the expected return, (c) Return On Asset had positive effect on the investors response. It meant, the higher the Return On Asset, the higher profit the investors would get, (d) Net Interest Margin did not affect on the investors response. It meant, as the company was not afficient of spending, the investors would not have the expected return, and (d) Capital Adequecy Ratio did not affect on the investors response. It meant, the increase of Capital Adequecy Ratio, which was acquired by the bank, could not influence the amount of shares return.

Investasi merupakan penundaan konsumsi pada saat ini yang bertujuan untuk mendapatkan tingkat pengembalian (return) yang akan diterima di masa yang akan datang."Tujuan dari penelitian ini menganalisis investasi untuk mendapatkan tingkat pengembalian (return) yang akan diterima di masa yang akan datang. Penelitian ini dilakukan dengan metode kuantitatif, yang melibatkan pengumpulan data dengan alat peneliti dan analisis data kuantitatif atau statistik untuk mendeskripsikan dan mengevaluasi hipotesis yang telah dibuat. Hasil penelitian menunjukan BI Rate berpengaruh signifikan dengan arah negatif terhadap return saham. Berdasarkan hasil pengujian analisis regresi, didapatkan nilai t hitung 0.634 dan tingkat signifikansi sebesar 0.528 (p > 0.05) dengan nilai koefisien regresi yaitu-18.264 maka dapat disimpulkan bahwa BI Rate tidak berpengaruh terhadap return saham. Sedangkan inflansi berpengaruh signifikan dengan arah negatif terhadap return saham. Berdasarkan hasil pengujian analisis regresi di atas, didapatkan nilai t hitung-0.464 dan tingkat signifikansi sebesar 0.644 (p > 0.05) dengan nilai koefisien regresi yaitu-0.304 maka dapat disimpulkan bahwa inflasi tidak berpengaruh terhadap return saham. Kemudian Kurs berpengaruh signifikan dengan arah negatif terhadap return saham. Berdasarkan hasil pengujian analisis regresi di atas, didapatkan nilai t hitung-5.438 dan tingkat signifikansi sebesar 0.0000 (p < 0.05), serta nilai koefisien regresi yaitu-2.098 maka dapat disimpulkan bahwa kurs berpengaruh signifikan dan dengan arah negatif terhadap return saham."

Based on the analysis of financial statements on the property and real estate sector listed on the Indonesia Stock Exchange, a phenomenon can be identified at PT. Bekasi Fajar Industrial Estate Tbk current assets increased in 2014-2015 but net income decreased. PT.

Setiap perusahaan bertujuan untuk mensejahterakan pemegang saham dengan cara meningkatkan nilai perusahaan.  Komite Audit merupakan komponen penting yang perlu diperhatikan oleh setiap perusahaan. Tujuan Penelitian ini untuk  mengetahui pengaruh  komite audit terhadap nilai perusahaan dan kualiats audit sebagai varibel yang memoderasi hubungan komite audit dan nilai perusahaan. Obyek penelitian  Perusahaan Manufaktur sub sektor Industri Dasar dan Kimia yang terdaftar di BEI tahun 2016. Metode penelitian dengan menggunakan analisa kuantitatif dengan analisis regresi linear dengan variable moderating. Analisis kuantitatif dilakukan untuk data tahunan selama 2 Tahun (2013- 2014). Adapun hasilnya Komite Audit) tidak berpengaruh siginifikan terhadap nilai perusahaan baik begitu juga dengan kualitas audit bukan merupakan variable yang dapat memoderasi hubungan komite audit dan nilai perusahaan.

AbstractThis research was conducted with the aim to: 1) knowing a foreign institutional ownership in conjunction with variable control (domestic government ownership, size, turnover, and leverage) effect on stock return volatility. 2) partial ownership know foreign institutions, domestic government ownership, size, turnover, and leverage effect on stock return volatility. The data used in this research is secondary data. The population used in this study are all the manufacturing companies listed on the Indonesia stock exchange (BEI) in 2014-2017. The selection of the sample using a purposive sampling. Based on the criteria, obtained 39 companies sampled in this study are then analyzed using regression data panel. Based on the results of the analysis can be put forward some conclusions as follows: 1) F test results show that foreign institutional ownership in conjunction with variable control (domestic government ownership, size, turnover, and leverage) have significant effects agai...

Jakarta Islamic Index is an index comprised of stocks that meet various criteria sharia. Islamic stocks beta is a measure of the risk of the shares belonging to sharia. This study aims to examine and determine the influence of fundamental factors to Islamic stock beta. Object of this research is the company that makes the Jakarta Islamic Index years 2011-2013, with purposive sampling technique gained 12 companies as the study sample. The independent variabel in this study is dividend payout ratio (DPR), financial leverage (FL) and profitability. This research using multiple regression analysis to test the hypotesis. Result showed that the variables dividen payout ratio has no effect on beta Islamic stock. Variable financial leverage and profitability variables significant positive effect on beta Islamic stock. Simultaneous dividen payout ratio, financial leverage and profitability significantly to the beta having an Islamic stock

Panel data analysis is a method of studying pooling observations on a cross-section of subjects over several time periods. There are several types of panel data analytic models, constant coefficients models, fixed effects models, and random effects models. Fixed effects models would have constant slopes but intercepts that differ according to the cross-sectional (group) unit. While the intercept is cross-section (group) specific, it may or may not differ over time. To show how to test for the presence of statistically significant group and/or time effects, i-1 dummy variables are used to designate the particular group, so we use Least Squares Dummy Variable method. In this paper, we use this method for testing the relationship between risk and stock return at farmation sector data in Indonesia for the time period 2007-2008. The empirical results showed that the model is statistically significant time effects.

Satu hal yang perlu diketahui adalah bahwa investasi pada saham merupakan investasi yang berisiko. Harga saham sewaktu-waktu bisa naik dan juga bisa turun, karena sifat komoditinya yang peka terhadap perubahan-perubahan faktor eksternal ataupun faktor internal perusahaan. Sehingga diperlukan analisis risiko terhadap portofolio yang ada agar investor tidak sampai mengalami kerugian. Ketika seseorang memutuskan untuk investasi pada aktiva keuangan seperti saham, maka dia mengharap pada masa yang akan datang memperoleh keuntungan yang diperoleh dari kegiatan investasi disebut sebagai return. Jika seorang investor ingin membentuk portofolio maka investor harus benar-benar dapat menganalisa secara tepat. Didalam portofolio terdapat portofolio yang jumlahnya tidak terbatas atau banyak sekali dalam pembentukan portofolio itu investor akan memilih mana yang tepat dari sekian banyak portofolio yang ada.. Penelitian ini termasuk dalam jenis penelitian explanatory; sebab penelitian ini mencoba...

The purpose of this research is to examine about the existence of a January Effect in the Indonesia stock exchange. Research samples used purposive sampling. Sample consists 30 companies based on sampling criteria. Analysis of data used one sample kolmogorov-smirnov to test data normality and to test hypotheses using one sample t-test. The result shows January Effect didn’t exist in Indonesia stock exchange in the period 2011- 2012. This can be seen that although the value of average return in January showed significant but the average return was not the highest, the highest average return was occurred on June.

The purpose of this study was to determine the effect of the Beneish M-Score Model variables from aspects of Days Sales in Receivable Index (DSRI), Gross Margin Index (GMI), Asset Quality Index (AQI), Sales Growth Index (SGI), Depreciation Index (DEPI) , Sales General and Administrative Expenses Index (SGAI), Leverage Index (LVGI), Total Accruals to Total Assets (TATA) and Ratio Analysis from aspects of Liquidity Ratios, Profitability Ratios, Activity Ratios, Leverage Ratios to the detection of Financial Report Fraud. The method of data collection is documentation. The sample used was a publicly listed company listed on the Indonesia Stock Exchange 2015-2016 and received suspensions from the Indonesia Stock Exchange in 2018 as many as 32 companies. The results of this study are that publicly listed companies that get suspensions from the IDX in 2015-2016 are classified as manipulators, there are 94.54% and non manipulators 5.46%. Keywords: Beneish M-Score Model, Ratio Analysis, Frau...

Penelitian ini mempunyai tujuan untuk mengetahui rasio-rasio keuangan yang dapat digunakan dalam mengklasifikasi perusahaan yang berkinerja keuangan baik dan tidak baik, serta mengetahui rasio-rasio keuangan yang dominan dalam membedakan kinerja keuangan perusahaan pada industri barang konsumsi yang listed di Bursa Efek Jakarta. Jumlah populasi dalam penelitian ini 43 perusahaan, sedangkan sampel yang diambil sebanyak 27 perusahaan dengan metode purposive sampling berdasarkan kriteria rata-rata Price Earning Ratio (PER), Dari 27 sampel perusahaan  perusahaan berkinerja keuangan baik sebanyak 12 perusahaan dan perusahaan berkinerja keuangan tidak baik sebanyak 15 perusahaan,. Data yang dianalisis berupa rasio keuangan selama tahun 1999-2002. Hasil analisis menunjukkan bahwa rasio keuangan yang telah dirumuskan dapat menjelaskan secara nyata atas terjadinya perbedaan kelompok perusahaan yang berkinerja keuangan baik dan tidak baik. Dari kedelapan belas rasio yang terpilih secara Discr...

This research is to test and analyze the ability of net income and other comprehensive income to future profit with moderation of profit quality of commercial Banks listed on Indonesia stock exchange. This study uses secondary data. The research sample is a mommercial Bank listed on the Indonesia stock exchange in the period 2013 to 2016. The sample size is 22. The results show that net income past influential and significant to future income, other comprehensive income past influential and significant to future profit, net income year 2015 has no effect and not significant to return 2016, other comprehensive income 2015 influential and significant to return 2016, net income interaction of the past and quality of profit influential, significant and quasi-moderate to future profit, other comprehensive income interaction past and quality of earnings of the past has no significant and insignificant impact on future profit, net income 2015 interaction and 2015 profit quality effect, sig...

The purpose of this study is to examine the effect of inflation and liquidity ratio simultanously and partially on the risk level of syariah stocks of public companies registered in Indonesia Stock Exchange (BEI). The research population is all shariah companies listed in Jakarta Islamic Index (JII) from January 2004 to December 2005 continuously and they report their financial statement at that period. As a result, there are only 15 companies used for further analysis. The hypothesis testing confirms that the level of inflation and liquidity ratio affect simultaneously as well as partially on risk of syariah stocks with regression coefficient β1= 5,767 and β2=-0.018.

This study aims to determine the effect of asset structure, Return On Assets Ratio, and asset growth on capital structure. The population in this study are the property and real estate sub-sector companies for the 2016-2020 period. The sampling technique used purposive sampling and obtained as many as 12 samples of companies with a period of 5 years so that 60 samples of companies were obtained. The research method is quantitative with multiple linear regression analysis techniques. The results showed that the asset structure, Return On Assets Ratio, and asset growth simultaneously had a significant effect on the capital structure. The results of the study partially show that the asset structure has no significant effect on the capital structure. While the Return on Assets Ratio has a negative and significant effect on the capital structure. As well as asset growth which has a positive and significant effect on the capital structure.

Manipulasi laba (earnings management) yang dilakukan oleh pihak manajemen memiliki tujuan-tujuan tertentu, salah satunya adalah agar investor tetap tertarik untuk melakukan investasinya di perusahaan tersebut. Manajemen memiliki peluang untuk mencatat suatu ...

This research is aimed to find out and to prove empirically the influence of profitability, liquidity, and investment decision to the influence of profitability, liquidity, and investment decision to the firm value which has been done by using Price to Book Value (PBV).The research sample has been carried out by using purposive sampling technique with the predetermined criteria, i.e.: first, food and beverages companies which are listed in Indonesia Stock Exchange in 2013-2016 periods; second,food and beverages companies which are listed in the IDX and have ever published their financial statement which has been continuously audited and presented in rupiah currency. The population is 15 food and beverages companies, 8 food and beverages companies have been obtained as samples in 2013-2016 observation periods. The analysis technique has been carried out by using classic assumption test and hypothesis test also multiple regressions analysis with the application of SPSS (Statistical Pr...

Pergerakan harga saham pada dasarnya tidak dapat diprediksi secara pasti dan berfluktuasi seiring dengan bertambahnya waktu dan situasi yang berkembang, karena itu diperlukan model harga saham untuk periode yang akan datang. Salah satu metode yang digunakan untuk memprediksi harga saham di masa yang akan datang berdasarkan harga saham masa lalu adalah Jump Diffusion Model. Kesimpulan yang didapat dari penelitian ini adalah terbentuknya model jump diffusion untuk memprediksi harga saham Bank Negara Indonesia (persero) Tbk periode yang akan datang berdasarkan Persamaan Diferensial Stokastik (PDS) dan Proses Ito. Model dan prediksi harga saham yang diperoleh memiliki Mean Absolute Percentage Error (MAPE) sebesar 1,761%, sehingga akurasi prediksi atau peramalan harga saham termasuk ke dalam kategori sangat baik.

Penelitian ini bertujuan untuk mengetahui pengaruh pengungkapan CSR, kebijakan dividen, dan tingkat inflasi terhadap harga saham.Jenis penelitian ini adalah penelitian kuantitatif. Unit analisis pada penelitian ini adalah perusahaan perbankan yang terdaftar di Bursa Efek Indonesia tahun 2016-2018. Adapun populasi pada penelitian ini sebanyak 43 perusahaan dan jumlah sampel sebanyak 10 perusahaan, sehingga didapat 30 sampel. Metode sampling pada penelitian ini menggunakan purposive sampling. Analisis data yang digunakan pada penelitian ini adalah uji statistik deskriptif, uji asumsi klasik, uji analisis regresi berganda, dan uji hipotesis.Hasil penelitian ini menunjukan bahwa pengungkapanCSRtidak berpengaruh terhadap harga saham. Begitu juga denganvariabel kebijakan dividen tidak berpengaruhberpengaruh terhadap harga saham, adapuntingkat inflasi juga tidak berpengaruh terhadap harga saham. Hal ini cukup menarik karena fakta seperti itu menunjukkan terdapat kondisi dimana harga saham dapat dipengaruhi oleh banyak hal. Bukan hanya dari pengungkapan CSR, kebijakan dividen dan tingkat inflasi.

Penelitian ini bertujuan untuk menguji pengaruh antara faktor internal dan eksternal perusahaan yang terdiri dari komposisi dewan komisaris independen, CEO tenure, dan ukuran KAP terhadap praktik manajemen laba real yang diukur menggunakan abnormal CFO. Penelitian ini juga menggunakan variabel kontrol yaitu profitabilitas dan ukuran perusahaan. Penelitian dilakukan pada perusahaan manufaktur sektor barang konsumsi yang terdaftar di Bursa Efek Indonesia periode 2014-2018. Data yang digunakan berupa data sekunder yang diperoleh dari laporan keuangan dan laporan tahunan perusahaan dan dianalisis menggunakan teknik uji regresi liner berganda. Sampel dipilih dengan menggunakan teknik purposive sampling dengan beberapa kriteria dan terpilih 48 perusahaan. Hasil penelitian ini menunjukkan bahwa CEO tenure dan ukuran KAP tidak berpengaruh terhadap manajemen laba, sedangkan komposisi dewan komisaris independen dan profitabilitas berpengaruh positif terhadap manajemen laba, dan ukuran perusahaan berpengaruh negatif terhadap manajemen laba

Banking is a very important part in the economy; one of them is as intermediary that is to job collect funds from the public and distribute it back in the form of loans. This study tried to determine the factors that affect the distribution of funding to the Bank Persero. The purpose of this research is to determine the extent of the relationship of credit interest rate, non performing loan, return on asset and a rate of exchange rupiah to US dollar on the size of conventional banking financing. The sample used in this study is the PT Bank PerseroTbk. from 2007 to 2012 by using purposive sampling. Types of data used is secondary data obtained from published financial statements and downloaded via official website of Indonesian Bank. The analysis method used is multiple regression with a significance level of 5%. The results of the analysis indicated that partially,credit interest rate, non performing loan, return on asset and a rate of exchange rupiah to US dollar are significant on the capital work credit. This is evidenced by sig-LnSBK 0.014 sig-LnNPL 0.000 sig-LnROA 0.000 and sig-LnKURS 0.000 which is smaller than the 5% significance. Simultaneously variables ofcredit interest rate, non performing loan, return on asset and a rate of exchange rupiah to US dollar influence the capital work credit. This is evidenced by sig-F 0.000 which is smaller than the 5% significance. Predictive ability of the four variables of the financing is 91.5%, as indicated by the amount of the adjusted R-square, while the remaining 8.5% is influenced by other factors like third-party fund, inflation, capital adequacy ratio and export that are not included in the study variables.

The aim of this research was to measure the risk of the IHSG stock data using the Value at Risk (VaR). IHSG stock index data typically indicates a jump. However, Geometric Brownian Motion (GBM) model can not catch any of the jumps. To view the jumps, it is necessary that the model was then developed into a Geometric Brownian Motion (GBM) model with Jumps. On the GBM model with Jumps, returns the data are discontinuous. To determine the value of VaR, the value of return to perform the simulation model of GBM with Jumps is required. To represent processes that contain jumps, discontinuous Poisson process using the Peak-Over Threshold is required. To determine the parameters of model, calibration of historical data using the Maximum Likelihood Estimation (MLE) method is performed. VaR value for GBM model with Jumps with a 95% and 99% confidence level are -0,0580 and -0,0818 while VaR value for GBM model with a 95% and 99% confidence level are -0,0101 and -0,0199. VaR for GBM model with...

The number of capital market investors in Indonesia is very minimal, as of July 2022 there were 8.88 million accounts consisting of Stock investors, with 42% of them being stock investors and 60.29% dominated by millennials. Fundamental factors are represented by liquidity ratios, solvency ratios, activity ratios, and performance ratios. The study was conducted using a quantitative approach, with a population of 24 oil palm plantation companies listed on the Indonesia Stock Exchange. The research sample consisted of 5 oil palm plantation companies selected using the purposive sampling method. The statistical method used in this study is multiple regression analysis. The results of this study indicate 1) the liquidity ratio expressed by Working Capital to Total Asset Ratio and the Quick Asset Ratio has no significant effect on stock market prices, 2) the solvency ratio expressed by the Debt to Asset Ratio has a significant effect on stock market prices, 3) the activity ratio which is...

Puji syukur kami panjatkan kehadirat Allah SWT, karena atas rahmat dan karunia-Nya, kami dapat menyelesaikan penyusunan makalah ini. Makalah ini disusun sebagai salah satu tugas akademis dalam rangka memenuhi persyaratan mata kuliah Statistik Ekonomi II yang kami tempuh. Penyusunan makalah ini tidak lepas dari bantuan dan dukungan berbagai pihak. Oleh karena itu, kami mengucapkan terima kasih kepada dosen pembimbing kami, Faizal Reza SE., S.T., M,Se yang memberikan bimbingan, arahan, dan masukan yang sangat berharga selama penyusunan makalah ini. Kami menyadari bahwa makalah ini masih jauh dari sempurna. Oleh karena itu, kritik dan saran yang bersifat membangun sangat kami harapkan untuk perbaikan di masa mendatang. Akhir kata, semoga makalah ini dapat memberikan kontribusi pemikiran yang positif dan inspiratif bagi pembaca. Terima kasih atas perhatian dan waktu yang telah diberikan.

The objective of this study is to accomplish an empirical assessment on the effects of fundamental and technical factors on stock return. Judgment sampling method was used in selecting samples. Factors relating to earnings and risk (i.e., systematic risks) along with ROA, DER, and BVS were analyzed using multiple linear regression analysis with ordinary least square. Results of the analysis showed that fundamental factors (i.e., ROA, DER, BVS) and technical factors (i.e., stock risks) were found to simultaneously have no significant effect on stock return. Factors that partially have significant effect on stock return were DER and stock risks.

The existence of the capital market in Indonesia has an important role in economic development. There are important factors that investors pay attention to, namely the condition of interest rates and stock returns, and these affect the value of the company. The research method is in the form of a literature study by reviewing various related studies recorded in Mendeley references and Google Schoolars both nationally and internationally. The results of this study were analyzed and used as material for discussion to determine answers to problems regarding the relationship between risk mitigation and rescue procedures in the people&#39;s credit system. All ideas from each study provide information about the methodologically desirable theory of the study being analyzed. The results explain that there is a positive relationship between interest rates and stock returns on firm value and it can influence investors to buy shares in the company. Keywords: Firm Value, Stock Returns, Interest...