scholarly journals PENGARUH FAKTOR-FAKTOR FUNDAMENTAL TERHADAP RETURN SAHAM PADA INDUSTRI OTOMOTIF DAN KOMPONENNYA DI BURSA EFEK INDONESIA PERIODE 2011-2016

2020 ◽  
Vol 22 (2) ◽  
Author(s):  
Andrea Alvionata Heryanda ◽  
Fajri Andrianto

The title of this research is “The effect Fundamental Factors  to Stock Return of Automotive and allied  Industry in Indonesia Stock Exchange period 2011-2016 ”. The aims of this research are to know are fundamental facktors have influence which is sigificant in simultan and partial to stock return, and to know which of the variable dominant have an effect which is significant to common price of Automotive and allied  Industries in Indonesia Stock Exchange period 2011-2016. In this Research there are 12 firms. This researches used secondary data collected by using library research method, and for analysis test the researches used Panel data method. Analysisi tools used are a “f” test, “t” test, and coeffisient of determination. Based on “t” test the research know that in partial only Return On Asset have influence which is sigificant to stock return. Based on coefficient of determination know that amount of current ratio, debt to equtity ratio, total asset turn over, return on asset dan price earning ratio have not influence which is significant in simultant  to stock return. We know that for return on asset most influences on Stock return. Keyword : Current  Ratio,  Debt to Equity Ratio,  Total Asset Turn Over,  Return On Asset, Price, Earning Ratio and Stock Return

2020 ◽  
Vol 3 (1) ◽  
pp. 62
Author(s):  
Adibah Yahya ◽  
Saepul Hidayat

The purpose of this study is to determine the effect of the variable Current Ratio, Total Debt to Total Assets, Total Assets Turnover, Return on Assets, on earnings persistence. This study used secondary data, namely the annual financial statements of automotive companies listed on the Indonesia Stock Exchange from 2014-2018. The sample selection used a purposive sampling method. The data source is the financial ratios of automotive companies listed on the IDX. Methods of data analysis used the classic assumption test, multiple linear regression, T-test, F-test, and the coefficient of determination. The results showed that partial earnings persistence expressed in financial ratios consisting of the Return on Assets (ROA) significantly affect earnings persistence, while the Current Ratio (CR), Total Debt To Total Asset (TDTA) and Total Asset variables and Total Assets Turnover (TATO) has no significant effect on earnings persistence. Results of the simultaneous test, financial ratios consisting of CR, TDTA, TATO, and ROA had no significant effect on earnings persistence. R Square value of 0.076 can be interpreted that CR, TDTA, TATO, and ROA of 7.6% while the remaining 82.4% is influenced by other variables not examined 


2021 ◽  
Vol 6 (1) ◽  
pp. 109
Author(s):  
Fadil Iskandar

This research aims, first to analyze how ts that affect the Current Ratio, and Total Asset TurnOver on Return on Asset of simultaneous empirical study on mining industry sub sector of oil and gas at listed in Indonesia Stock Exchange period 2015-2019. Secondly to analyze how that affect the Current Ratio, Total Turn Over Assets and Total Asset TurnOver on Return on Asset of partially empirical study on mining industry sub sector of oil and gas at listed in Indonesia Stock Exchange period 2015-2019. The research methodology is descriptive and quantitative analysis methods. Data used is secondary data. The population become object in this research is mining industry sub sector of oil and gas industries period 2015-2019. Amount sample the used is three industry company and still stand up during period of perception and also publicized of year of 2015-2019 by Indonesian Stock Exchange the analysis multiple regression, hypotesis test so determinant coefficient F test and t test. The object of this research is mining industry sub sector of oil and gas industries listed on the Stock Exchange Indonesia 2015-2019 have seven (7) emiten is PT Ratu Prabu Energi,Tbk (ARTI), PT Astrindo Nusantara Infrastruktur, Tbk, PT Elnusa Tbk PT Energi Mega Persada Tbk, PT Surya Esa Perkasa Tbk, PT Medco Energi Internasional Tbk, PT Radiant Utama Interinsco Tbk. Research results model of regression equation is Y = 2,300 - 0.837 X1 + 0.404 X2 +. F test result, it is known that variabels Current Ratio and Total Asset Turn Over simultaneously significant effect on Return on Asset. F count larger than F table (5,722 > 3,29) or comparing the significant level of 0.05 then (0.008 < 0.05) then Ho is rejected and Ha accepted. Based on the results of the t test, Current Ratio and Total Asset Turnover variable have significant effect on Return on Asset. Conclusion is the variable Current Ratio and Total Asset Turn Over variabels simultaneously and partially significant effect on Return on Asset


2021 ◽  
Vol 4 (2) ◽  
pp. 838-845
Author(s):  
Lusi Noviyanti ◽  
Moh. Wahyudin Zarkasyi

This study aims to determine the effect of Net Profit Margin and Debt to Assets Ratio on Stock Return. The sampling method using purposive sampling, obtained a sample of 13 companies. The research data uses secondary data, namely from the financial statements of the food and beverage subsector companies listed on the Indonesia Stock Exchange for the 2014-2018 period eith miltiple linear regression analysis testing with the help of SPSS version 22 using teh normality test, multicollinearity test, heteroscedasticity test, autocorrelation test, t test, f test and the coefficient of determination. The examiner shows that partially NPM has no effect on stock returns and DAR has no effect on stock returns. And simultaneously NPM and DAR have no effect on stock returns. Keyboards: Net Profit Margin (NPM), Debt to Assets Ratio (DAR), Stock return


2015 ◽  
Vol 5 (2) ◽  
pp. 161
Author(s):  
Kukuh Fertion

Recent studies are paid attention to see whether there is a difference among the factors related to stock in companies listed in stock exchange. Therefore, it is also salient to do the same research so that more evidence can be gathered. The purpose of this research is to find the differences in stock return, corporate value, and risk between the compa-nies listed on SRI-KEHATI Index and those, which are not listed in SRI-KEHATI Index. This research uses secondary data taken from public companies listed on Indo-nesia Stock Exchange (BEI). The population consists of the companies listed on SRI-KEHATI Index to be compared with the companies listed in Indonesia Stock Exchange (BEI) from 2010 to 2013. The purposive sampling method is used in this study accord-ing to the criteria of assessment. The quantitative method is used to analyze this study. The signaling theory is the basic theory of this research. The analysis technique is using independent sample t-test. The result indicates that there is no difference in stock return, corporate value, and risk between the companies listed and those which are not listed on SRI-KEHATI index.


2014 ◽  
Vol 4 (1) ◽  
pp. 48
Author(s):  
Maryoto Maryoto ◽  
Salamatun Asakdiyah

This research wa carried out on companies that do the Initial Public Offering (IPO) in the period 2008-2009. With a population of 31 companies and get a sample of 27 companies with the technique of sampling using purposive sampling. In this study tested the hypothesis by using multiple regression and t test. After doing an analysis of 27 companies in initial public offering in 2008 until 2009 are listed in Indonesia Stock Exchange, obtained the results of the calculation of the coefficient of determination (R2) obtained a value 0f 0.170 is in a position of positive mean return on assets (ROA), earning per share (EPS), current ratio (CR), and financial leverage (FL) 1.7% to explain underpricing. Thus 98.3% underpricing is explained by other variables not examined in this study. By using the t test for variable return on assets (ROA), earnings per share (EPS), current ratio (CR), and financial leverage (FL) had no significant influence on underpricing with the test results significantly greater value than the alpha (5%).


2020 ◽  
Vol 1 (2) ◽  
pp. 142-155
Author(s):  
Susi Artati

This research was conducted on Consumer Goods companies listed on the IDX (Indonesia Stock Exchange) for the period 2011 - 2017, aiming to examine the effect of Return on Assets (ROA), Non debt tax shield (NDTS), Asset Growth (GROWTH) Company Size (Size) , and Current Ratio (CR) simultaneously or partially to Debt to Asset Ratio (DAR). The sampling technique used was purposive sampling. The sample used in this study amounted to 26 companies, a total of 182 data. The data analysis technique in this research is multiple linear regression analysis, classic assumption test (normality, multicollinearity, heteroscedasticity, and autocorrelation), hypothesis testing, and the coefficient of determination. The software used for data processing is SPSS 22.0. The results of multiple linear regression analysis show the equation Ln_DAR = 2.119 - 0.041Ln_ROA + 0.091 Ln_NDTS + 0.0003 Ln_GROWTH - 0.030 Ln_SIZE - 0.565 Ln_CR + e with an F test of 103.468. The t-test value for the Return on Assets (ROA) variable is -2.529; the t-test value for the Non debt tax shield (NDTS) variable was 2,629; t test value for asset growth variable (GROWTH) is -0.014. t test value for variable firm size (Size) is -0.172; Current Ratio (CR) variable t test value of -21,437. The coefficient of determination (Adjusted R Square) is 0.739 or 73.9%, while the remaining 26.1% is influenced by other factors outside of this research model.


2018 ◽  
Vol 6 (1) ◽  
pp. 11
Author(s):  
Syaiful Bahri

Penelitian ini bertujuan untuk mengetahui ada tidaknya perbedaan kinerja keuangan sebelum dan sesudah right issue pada perusahaan manufaktur yang terdaftar di Bursa Efek Indonesia periode 2011-2015. Right issue adalah penawaran saham tambahan di luar saham awal. Periode pengamatan satu tahun sebelum dan satu tahun setelah right issue. Variabel penelitian adalah kinerja keuangan termasuk current ratio (CR), quick ratio (QR), debt ratio (DR), debt to equity ratio (DER), net profit margin (NPM), return on equity (ROE), return on asset (ROA), dan total asset turn over (TATO). Teknik pengambilan sampel menggunakan metode purposive sampling. Sampel mencakup delapan perusahaan yang melakukan right issue dari 2011-2015. Pengujian hipotesis menggunakan metode tes yang berbeda (paired sample t-test). Hasil analisis menggunakan paired sample t-test menunjukkan tiga perbedaan signifikan, yaitu current ratio (CR), debt to equity ratio (DER), dan total asset turn over (TATO) dengan nilai signifikansi current ratio (CR) sebesar 0,006, nilai untuk signifikansi untuk debt equity ratio (DER) sebesar 0,11, dan total nilai signifikansi untuk total asset turn over (TATO) sebesar 0,000 pada tingkat riil (α) = 0,05. Sementara quick ratio (QR), debt ratio (DR), net profit margin (NPM), return on equity (ROE), dan return on asset (ROA), tidak ada perbedaan yang signifikan sebelum dan sesudah right issue. Untuk peneliti berikutnya, dapat menggunakan objek penelitian yang lebih besar untuk hasil penelitian dapat digeneralisasikan, tambahkan periode pengamatan yang lebih spesifik, dan tambahkan variabel penelitian.


2020 ◽  
Vol 6 (1) ◽  
pp. 13
Author(s):  
Fitri Amalia Azzahra ◽  
Aftoni Sutanto

This study is entitled Analysis of the Effect of Financial Financial Ratios on Stock Returns on Consumer Goods Companies Listed on the Indonesia Stock Exchange in 2012-2014. The purpose of this study is to determine whether the variable Current ratio (CR), Debt to Equity Ratio (DER), Earning per Share (EPS), and Total Asset Turn Over (TATO) affect the stock return. The analytical tool used is multiple linear regression, t test, F test, and R2. T test results prove that the CR variable has no effect on stock returns with a probability value of 0.9755, the DER variable has no effect on stock returns with a probability value of 0.9442, the EPS variable has an effect on stock returns with a probability value of 0.0049, and TATO has no effect on stock returns with a probability value of 0.9809. The test results with the F test prove that the variables CR, DER, EPS, and TATO simultaneously have no effect on stock returns with a probability value of 0.050589. The R2 test result, 0.278689, shows that the dependent variable of stock returns can be explained by the independent variables CR, DER, EPS, and TATO by 27.8% while the remaining 72.2% is explained by other variables not examined in this study.


2011 ◽  
Vol 2 (2) ◽  
pp. 883
Author(s):  
Engelwati Gani ◽  
Almitra Indira

This study was conducted to test the variable Current Ratio (CR), Net Profit Margin (NPM), Operating Margin Ratio (OMR), Return On Equity (ROE), Return on Assets (ROA) and Total Asset Turn Over (tattoo) to changing profit. Data obtained by the method of purposive sampling criteria (1) Telecommunications Companies listed on the Indonesia Stock Exchange (IDX) and consistently throughout the study period (2003 to 2010) and Telecommunication Company that provides the data of financial statements during the study period (2003 to 2010). The analysis showed that the data used in this study have been normally distributed and satisfy the classical assumptions, which include: there is no autocorrelation, no symptoms of multicollinearity, and no symptoms hetereskedasitas. From the results of regression analysis showed that the variables Net Profit Margin (NPM) and Operating Margin Ratio (OMR) partially significant effect on change in earnings. While the variable Current Ratio (CR), Return on Equity (ROE), Return on Assets (ROA) and Total Asset Turn Over (TATTOO) no significant effect on changes in earnings. The six variables used in the study jointly affect changes in earnings. Predictive capability of the six variables simultaneously is equal to 36.4%. 


Riset ◽  
2020 ◽  
Vol 2 (1) ◽  
pp. 252-263
Author(s):  
Adibah Yahya ◽  
Saepul Hidayat

The purpose of this study was to determine the effect of the variable Current Ratio, Total Debt To Total Assets, Total Assets Turnover, Return On Assets, on earnings persistence. This study uses secondary data, namely the annual financial statements of automotive companies listed on the Indonesia Stock Exchange in the 2014-2018 period. The sample selection uses a purposive sampling method. The data source is the financial ratios of automotive companies listed on the IDX. Methods of data analysis using the classic assumption test, multiple linear regression, T-test, F-test and the coefficient of determination. The results showed that partial earnings persistence expressed in financial ratios consisting of the Return On Assets (ROA) variable significantly affected earnings persistence, while the Current Ratio (CR), Total Debt To Total Asset (TDTA) and Total Assets Turnover (TATO) has no significant effect on earnings persistence. While the results of the study simultaneously stated in financial ratios consisting of CR, TDTA, TATO, and ROA independent variables stated that together the independent variables had no significant effect on earnings persistence. R Square value of 0.028 can be interpreted that CR, TDTA, TATO and ROA of 2,8% while the remaining 97,2% is influenced by other variables not examined. Keywords: Current Ratio, Total Debt To Total Assets, Total Assets Turnover, Return On Assets, Earnings Persistence


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