Rasio keuangan dan variasi harga saham: Bukti empiris dari perusahaan perbankan di bursa efek Indonesia

The stock price volatility of banking companies listed on the Indonesia Stock Exchange (IDX) is the subject of this study, which examines the possible influence of various factors on the level of volatility. Values such as Return on Assets (ROA), Dividend Payout Ratio (DPR), debt-to-equity ratio (DER), and loan-to-deposit ratio (LDR) are some of the criteria considered in this analysis. Various linear regression approaches collect and evaluate data methodically over time. The study's findings indicate that ROA and DPR significantly impact company prices; however, there is no definite relationship between LDR and DER and stock price performance. The regression model shows a strong correlation between the independent variables and stock prices, as evidenced by the R-squared value of 36%, indicating that including additional factors can improve the model's accuracy. This study aims to provide insight into managerial decision-making and underscores the need for further investigation into other factors influencing stock share prices.

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Publication Details

Journal
Journal of Accounting and Digital Finance
Published
2024-12-31
DOI
https://doi.org/10.53088/jadfi.v4i3.1413
Primary Topic
Financial Analysis and Corporate Governance
Type
article
Field-Weighted Citation Impact
0.00
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article

Rasio keuangan dan variasi harga saham: Bukti empiris dari perusahaan perbankan di bursa efek Indonesia

Daniel Elfresh Gunawan, Kathryn Sugara
Journal of Accounting and Digital Finance
Financial Analysis and Corporate Governance
article

Rasio keuangan dan variasi harga saham: Bukti empiris dari perusahaan perbankan di bursa efek Indonesia

Daniel Elfresh Gunawan, Kathryn Sugara
article en

Abstract

The stock price volatility of banking companies listed on the Indonesia Stock Exchange (IDX) is the subject of this study, which examines the possible influence of various factors on the level of volatility. Values such as Return on Assets (ROA), Dividend Payout Ratio (DPR), debt-to-equity ratio (DER), and loan-to-deposit ratio (LDR) are some of the criteria considered in this analysis. Various linear regression approaches collect and evaluate data methodically over time. The study's findings indicate that ROA and DPR significantly impact company prices; however, there is no definite relationship between LDR and DER and stock price performance. The regression model shows a strong correlation between the independent variables and stock prices, as evidenced by the R-squared value of 36%, indicating that including additional factors can improve the model's accuracy. This study aims to provide insight into managerial decision-making and underscores the need for further investigation into other factors influencing stock share prices.

Journal of Accounting and Digital FinanceVol. 4(3)
Universitas Palembang (ID)
Openalex Percentile: Top 59%
Financial Analysis and Corporate Governance
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