scholarly journals PENGARUH NILAI KURS (USD) DAN VOLUME PERDAGANGAN SAHAM TERHADAP HARGA SAHAM PADA PERUSAHAAN BANK BUMN YANG GO PUBLIC DI BURSA EFEK INDONESIA TAHUN 2010 s/d 2014

2016 ◽  
Vol 4 (1) ◽  
Author(s):  
Aznedra Rizky
Keyword(s):  
Exchange Rates ◽  
Stock Price ◽  
Trading Volume ◽  
Sampling Method ◽  
Stock Exchange ◽  
Descriptive Analysis ◽  
T Test ◽  
Share Price ◽  
Coefficient Of Determination ◽  
Stock Trading

From the year 2010 until 2014, the domestic currency (rupiah) declined against the US dollar is unstable, affecting the company's stock price at the state-owned banks to go public on the stock exchange Indonesia.This study was conducted to determine the effect of exchange rate value (USD) and the volume of shares trading on the stock price on the company's state-owned banks to go public on the stock exchanges in Indonesia empirical study period 2010 s/d 2014. This study uses data sequence (time series ) for a period of 5 years and the sample used is enterprise state-owned banks to go public on the Indonesian stock exchange that consists of only four banks, namely Bank Mandiri (BMRI), BRI (BBRI), BNI (BBNI), and BTN (BBTN). Sampling method used is purposive sampling method, while analysis in this research is descriptive analysis, the classical assumption test, multiple linear regression, t-test, f, and the coefficient of determination.            The results obtained in this study is a t test on the value of exchange rates (USD) has sig < a, that is 0.000 < 0.05, which means the value of exchange rates (USD) significantly influence the share price. While the t-test on stock trading volume has sig > a, namely 0.552 > 0.05, which means the volume of stock trading has no significant effect on the share price. In test F sig 0,000 less than 0.05, which means that the variable value of exchange rates (USD) and the volume of stock trading is jointly have a significant influence on the share price. Determination coefficient of 0.456 or 45.6 % shows that the percentage contribution of the variable value of exchange rates (USD) and the volume of shares trading on the stock price by 45.6 % while the remaining 54.4 % is influenced by other factors.

scholarly journals Pengaruh Earning Per Share Terhadap Harga Saham Perusahaan Manufaktur Sektor Barang Konsumsi yang Terdaftar Di Bursa Efek Indonesia Periode 2015-2018

2019 ◽  
Vol 9 (2) ◽  
pp. 1
Author(s):  
Mikha Q. H. M. Mantik ◽  
Dolina L. Tampi ◽  
Wilfried S. Manoppo
Keyword(s):  
Data Analysis ◽  
Consumer Goods ◽  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Share Price ◽  
Coefficient Of Determination ◽  
Manufacturing Company

This research aims to test the partially influence, direction, and the significance of EPS against stock prices in the sector of consumer goods manufacturing company listed in IDX 2015-2018 Period. Financial information functions as a means of information, management accountability tool to the owner of the company, success indicators against the depiction of the company and as a material consideration in decision making. One of the indicators measuring share price i.e.: Earning Per Share. Earnings Per Share (EPS) to measure the company's ability to generate profits per shares. And the stock price is the closing price of the stock market during the period of observation for each type of stock. This research method is associative causal. Of the total population, conducted the withdrawal of samples as many as 29 companies with purposive sampling method, a sampling method that takes an object with certain criteria. Data analysis was done of simple linear regression analysis and hypothesis testing using the analysis of the coefficient of determination and test results showed t. EPS positive and significant effect against the price of the shares, with a value of the coefficient of determination (R 2) 0.435 and value 0.000 probability less than 0.05. Based on the results of test data analysis research, it can be seen that the level of variable earnings per shares or Earning Per Share (EPS) have a positive influence significantly to stock prices in the sector of consumer goods manufacturing company in Indonesia Stock Exchange.

Effect Of Leverage, Inflation And GDP To Share Price Pt. Astra Otoparts Tbk.

ProBank ◽  
2018 ◽  
Vol 3 (2) ◽  
pp. 17-21
Author(s):  
Heriyanta Budi Utama ◽  
Florianus Dimas Gunurdya Putra Wardana
Keyword(s):  
Gross Domestic Product ◽  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Share Price ◽  
Domestic Product ◽  
Coefficient Of Determination ◽  
Test Results ◽  
Purposive Sampling

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

scholarly journals THE XBRL TECHNOLOGY AND MARKET EFFICIENCY IN BANKING COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE (IDX)

2020 ◽  
Vol 4 (1) ◽  
pp. 26
Author(s):  
Erni Jayani ◽  
Jumiadi Abdi Winata ◽  
Khairunnisa Harahap
Keyword(s):  
Information Asymmetry ◽  
Market Efficiency ◽  
Financial Reporting ◽  
Stock Prices ◽  
Trading Volume ◽  
Sampling Method ◽  
Stock Exchange ◽  
Institutional Ownership ◽  
Accurate Information ◽  
Stock Trading

The problem in this research is the need for fast and accurate information in the format of the presentation of financial statements resulting in the distribution of information, and data management can be problematic. Therefore, a format for financial reporting systems, namely Extensible Business Reporting Language (XBRL), was formed. The purpose of this study was to determine the effect of XBRL technology, stock prices, Return on Assets (ROA), and institutional ownership on market efficiency (information asymmetry and stock trading volume). The population and sample of this study are banking companies listed on the Indonesia Stock Exchange from 2015-2016. The sampling method using a purposive sampling method and obtained a sample of 42 companies. Data collection techniques are carried out by taking data from the Indonesia Stock Exchange website (www.idx.co.id) and the site http://finance.yahoo.com. Data were analyzed with multiple regression tests after being declared normal with the normality test and though using SPSS 20. The results of this study simultaneously stated that XBRL technology, stock prices, ROA, and institutional ownership together have an influence on information asymmetry and stock trading volume. From the results of the study, it can be concluded that XBRL technology, stock prices, ROA, and institutional ownership cause a decrease in the level of information asymmetry and trading volume. This result also states that the company is in excellent condition when the value of information asymmetry decreases, but it is not good when the trading volume of its shares also decreases. Keywords: XBRL Technology; Stock Prices; Market Efficiency; Information Asymmetry; Stock Trading Volume. 

scholarly journals Analisis Efek Ramadhan Terhadap Abnormal Return dan Trading Volume Activity pada Perusahaan Yang Masuk dalam Jakarta Islamic Index (JII) di Bursa Efek Indonesia Periode 2014-2018

AL-TIJARY ◽  
2019 ◽  
Vol 5 (1) ◽  
pp. 37-47
Author(s):  
Ahmad Faih ◽  
Rohmatun Nafiah
Keyword(s):  
Significant Influence ◽  
Stock Price ◽  
Abnormal Return ◽  
Trading Volume ◽  
Price Index ◽  
Stock Exchange ◽  
Secondary Data ◽  
T Test ◽  
Volume Activity ◽  
Stock Price Index

This study is a study of events aimed at knowing the effects of Ramadhan, to companies listed on the Jakarta Islamic Index on the Indonesia Stock Exchange period 2014-2018, using abnormal return and trading volume activity indicators. This study uses secondary data in the form of daily stock price index for the period 2014-2018 , Composite Stock Price Index (IHSG) and trading volume, with the population of companies entering the Jakarta Islamic Index on The Indonesian Stock Exchange , The statistical test used to test the hypothesis is the normality test, and the paired sample t-test. Result of T-test on Abnormal Return between year 2014-2018 know that there is no significant influence between Ramadhan month to abnormal return from year 2014 until 2018. While for T-test on trading volume activity between year 2014 until 2018 know that only in 2014, 2015, and 2017, 2018 there are significant influence which means the market responds to the event. The result of the test of Ramadhan event has the information even though it does not happen in every year of the research period, this is because Ramadhan is a routine event occuring in Indonesia so investors have been able to predict how the stock movemonts in Indonesia Stock Exchange.

scholarly journals ANALISIS PENGARUH KINERJA KEUANGAN TERHADAP HARGA SAHAM PADA PERUSAHAAN PERBANKAN

2019 ◽  
Vol 4 (2) ◽  
pp. 151-156
Author(s):  
Nailal Husna
Keyword(s):  
Financial Performance ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Share Price ◽  
Return On Assets ◽  
Earnings Per Share ◽  
Equity Ratio

The object of this study is a banking company whose shares are listed in Indonesia Stock Exchange 2011-2014 period, and the sampling method was census. The purpose of this study was to determine the effect of the financial performance of banking shares. And the research variables are Stock Price (Y), Return on Assets (X1), Debt to Equity Ratio (X2), Price Earning Ratio (X3), Earning Per Share (X4). Based on the analysis and discussion of the results of testing the hypothesis then the conclusion is Price Earning Ratio and Earning Per share, positive and significant impact on the share price, while Return on Assets, Dept To Equity Ratio, Earnings Per share no significant effect on stock price. Keywords : Stock Price, Return on Assets, Debt To Equity ratio, Price Earning Ratio, Earnings Per Share, Bank

scholarly journals PENGARUH VOLUME PERDAGANGAN SAHAM DAN HARGA SAHAM TERHADAP BID-ASK SPREAD STUDI PADA PERUSAHAAN-PERUSAHAAN MANUFAKTUR YANG TERDAFTAR DI BURSA EFEK INDONESIA

2017 ◽  
pp. 62-74
Author(s):  
Ruminsar Nainggolan ◽  
Donalson Silalahi
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Multiple Regression Equation ◽  
Manufacturing Companies ◽  
Stock Trading ◽  
Bid Ask Spread ◽  
Bid Ask Spreads

ABSTRACT The purpose of this study is to determine the effect of stock trading volume and stock prices on bid-ask spreads on manufacturing companies listed on the Indonesia Stock Exchange. The population in research is 155 companies and by using purposive sampling as sampling technique, then the sample in this research is 46 company. The data used are secondary data and use multiple regression equation as an analytical tool. Based on the results of the research it can be argued that, trading volume and stock prices have a negative and significant effect on the bid-ask spread both before and after the data grouping. The results also show that stock trading in Indonesia Stock Exchange is liquid. Investors or potential investors who want to invest in the capital market should make trading volume and stock price as a reference in making investment decisions, because simultaneously these two variables have a significant effect on bid-ask spreads.

scholarly journals Analisis Pengaruh Pertumbuhan Penjualan dan Kepemilikan Manajerial terhadap kondisi Financial Distress pada Perusahaan Manufaktur yang ada di Indonesia

2019 ◽  
Vol 4 (01) ◽  
pp. 54-63
Author(s):  
Rita Dwi Putri
Keyword(s):  
Financial Distress ◽  
Sampling Method ◽  
Stock Exchange ◽  
T Test ◽  
Coefficient Of Determination ◽  
Managerial Ownership ◽  
Sales Growth ◽  
Manufacturing Companies ◽  
Significance Level

This study aims to determine the effect of Sales Growth and Managerial Ownership on the condition of Financial Distress in manufacturing companies in Indonesia in 2015-2017. The sample of this study were 13 manufacturing companies listed on the Indonesia Stock Exchange, with a purposive sampling method. Based on the results of statistical analysis by using the t test with the value of t arithmetic equal to -1,249 ≤ value of t table 2.028 and significance of 0.220 ≥ from the significance level of 0.05, partially Managerial Ownership does not affect the condition of Financial Distress in the manufacturing company studied. This is proven by using the t test with the value of t count equal to 1.419 19 t table value 2.028 and significance 0.165 ≥ from the significance level of 0.05. Simultaneously Sales Growth and Managerial Ownership do not affect the condition of Financial Distress in the manufacturing companies studied with F count of 1.789 ≤ from the value of F table 3.32 and significance of 0.182 ≥ from the significance level of 0.05. The results of the coefficient of determination of the value of R Square are obtained at 0.090 or 9%. This means that the independent variables namely Sales Growth (X1) and Managerial Ownership (X2) have an influence on the dependent variable, namely the Financial Distress (Y) condition of 9% while the remaining 91% is influenced by other variables.

scholarly journals Information on Income, Dividend Policy and the Impact of Inflation on Stock Prices

2020 ◽  
Vol 12 (2) ◽  
pp. 71
Author(s):  
Lia Dama Yanti ◽  
Rina Aprilyanti
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
T Test ◽  
Earnings Information ◽  
Purposeful Sampling ◽  
Analysis Technique ◽  
The Impact ◽  
Descriptive Statistical Analysis

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%).

scholarly journals ANALISIS RETURN ON EQUITY TERHADAP HARGA SAHAM DI PT. BEKASI ASRI PEMULA, TBK

PARAMETER ◽  
2021 ◽  
Vol 5 (1) ◽  
pp. 67-79
Author(s):  
Silvia Silvia
Keyword(s):  
Correlation Analysis ◽  
Stock Prices ◽  
Stock Price ◽  
Linear Regression Analysis ◽  
T Test ◽  
Share Price ◽  
Coefficient Of Determination ◽  
Return On Equity ◽  
Financial Conditions ◽  
Analysis Technique

Analysis of Return on Equity Against Stock Prices at PT. Bekasi Asri Pemula, Tbk. This study aims to find out how Return on Equity (ROE) on Stock Prices. The object of this research is PT. Bekasi Asri Pemula, Tbk for the period 2014 - 2017. This study used a qualitative method consisting of two variables, namely Return On Equity (ROE) as an independent variable and stock price as the dependent variable. The data analysis technique used is simple linear regression analysis, correlation analysis, coefficient of determination analysis, and t test. The results of testing the research show that return on equity has a significant influence on stock prices. This result can be seen in the correlation analysis (r) of 0.82 which means that the relationship is very strong. The results of the coefficient of determination analysis show that return on equity has an influence on stock prices of 67.24% and 32.76% influenced by other factors not examined. The constant value of this regression equation is positive. This shows that the dependent variable Y will increase constantly if the variable X is zero. While the value of 15.752.67 shows that if the variable X (Return On Equity) is ignored then the stock price will be worth a 15.752.67 from b of 653,812.04 indicating that each increase in the variable Return on Equity (ROE) of 1 unit will be followed by a share price increase of 2, 40935758%. Whereas partially t test because t count <t table is 2.03 <4.30 then Ho is accepted and Ha is rejected meaning there is no effect due to the fluctuating financial conditions.

scholarly journals Pengaruh Volume Perdagangan Saham, Leverage, dan Kebijakan Dividen Terhadap Volatilitas Harga Saham

2020 ◽  
Vol 2 (3) ◽  
pp. 149-162
Author(s):  
Mario Ascaryo Septyadi ◽  
Theresia Hesti Bwarleling
Keyword(s):  
Stock Price ◽  
Trading Volume ◽  
Dividend Policy ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
Secondary Data ◽  
Sampling Technique ◽  
Stock Trading ◽  
Stock Price Volatility

This study aims to determine the influence of Stock Trading Volume, Leverage, and Dividend Policy both simultaneously and partially from LQ45 Index companies listed on the Indonesia Stock Exchange in 2016-2018. The analysis technique used is multiple linear regression analysis using the IBM SPSS 26 program. This type of research is a quantitative study using secondary data, there are 18 companies as a sample of research data collected by purposive sampling technique. The dependent variable in this study is Stock Price Volatility, while the independent variables are Stock Trading Volume, Leverage, and Dividend Policy. The results showed that partially Stock Trading Volume has a positive and significant effect on Stock Price Volatility. Leverage and Dividend Policy have no significant effect on Stock Price Volatility. It is expected that the results of this study can be taken into consideration for investors to choose the right type of investment based on the level of stock price volatility that is influenced by various factors, especially stock trading volume..

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