Pengaruh Beta Terhadap Return Saham Pada Perusahaan Sektor Perdagangan, Jasa Dan Investasi

Azhari, Fauzan; Suharti, Titing; Nurhayati, Immas

doi:10.32832/manager.v3i4.3925

Cited by 7 publications

(8 citation statements)

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“…positive relationship with MR so Ha is accepted. On those findings, this study is consistent with the findings of Budiarso andPontoh (2019), Suwito (2020), Azhari et al (2020), Rahmi (2022), Modeong et al (2022), andMallisa et al (2022). The final procedure is to check whether there is a difference between the event periods of R and β.…”

Section: Resultssupporting

confidence: 90%

“…Suwito (2020) examines the effect of market returns on the banking sector returns from 2007 until 2011 and finds that it plays significant roles. Azhari et al (2020) also report that the relationship between market returns and stock returns can be reflected by the positive and significant impact of each beta security. Rahmi (2022) finds that in the period 2015 to 2019, systematic risk has a significant positive impact on returns of the most firms.…”

Section: Literature Reviewmentioning

confidence: 98%

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The CPO's returns and multi-events in Indonesia

Rette¹,

Tipaka²,

Sinambela³

et al. 2023

CFABR

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During the period from January 2022 to June 2022, several events in Indonesia tend to have an impact on the palm oil business. This study aims to examine the relationship between CPO's return and market return with 24 firms as the sample. The findings show that the relationship between the returns of CPO's stocks and market returns is weak and unidirectional. It is also found that the systematic risk and return of CPO's stocks tend to be similar between event periods The findings also imply that the events do not result in a significant difference in returns and systematic risk.

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Section: Resultssupporting

confidence: 90%

Section: Literature Reviewmentioning

confidence: 98%

The CPO's returns and multi-events in Indonesia

Rette¹,

Tipaka²,

Sinambela³

et al. 2023

CFABR

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show abstract

“…The results of this study are in line with the research results of Azhari et al (2020) and Effendy & Pamungkas (2018) which show that stock beta has a positive and significant effect on stock returns.…”

Section: The Effect Of Beta On Stock Returnssupporting

confidence: 90%

The Effect of Fundamental Factors and Systematic Risk on the Return of LQ45 Shares Listed on the Indonesia Stock Exchange

Wibowo¹,

Alamsyah²,

Rafika³

2023

Quant. Econ. Manag. Stud.

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This study aims to find out the influence of fundamental factors which are represented by the Current Ratio, Total Asset Turn Over, Debt to Equity Ratio, Return On Equity and Price Book Value and Systematic Risk which is represented by beta toward stock returns of LQ45 stock that listed in Indonesia Stock Exchange period 2018 - 2021. Purposive sampling is used as the sampling technique with criteria: The stock of industry in LQ45 has always seen the annual financial report over the period 2018-2021 and could be made financial ratio from the annual report as used in this research. 28 samples of LQ45 stock were taken in this research. The partial regression coefficient was tested using multiple linear regression and hypothesis testing using the statistical t-test with a level of significance of 5%. The classic assumption test, which also included the normality test, multicollinearity test, autocorrelation test, and heteroscedasticity test, was also run. Based on the result of this research, classic assumption deviation has not founded, this indicated that available data has fulfilled the condition to use a multiple regression model. Empirical evidence of analysis showed as partially Price to Book Value and Systematic Risk have a positive dan significant effect on stock return, while CR, TATO, and DER have no significant effect on stock returns and ROE has a negative and significant effect on LQ45 stock returns for the 2018-2021 period. The result of this research indicated that PBV and Systematic Risk were used by the investor to predict the stock return of LQ45 company period 2018-2021.

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“…Return saham sudah banyak diteliti oleh peneliti sebelumnya diantaranya oleh (Nurdin & Emillia, 2018), (Chikmah, Lailatul, Yuliana, & Indah, 2020), (Azhari & Fauzan, 2020), (Fuad & Mughni, 2018), (Ferdianegara, 2020), (Purnama, Tubagus, & Asnawi, 2018), (Hariyanto & Dedi, 2017), dan (Purnamasari & Imas, 2011).…”

Section: Return Sahamunclassified

Determinasi Earning Per Share Dan Return Saham : Analisis Return on Asset, Debt to Equity Ratio, Dan Current Ratio

Balqis¹

2021

JIMT

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Pasar modal dapat didefinisikan sebagai pasar yang memperjualbelikan berbagai instrumen keuangan jangka panjang, baik surat utang (obligasi), saham, reksa dana, maupun instrumen lainnya. Return saham merupakan hasil yang diperoleh dari investasi. Tingginya pendapatan atau laba yang diperoleh perusahaan dapat meningkatkan kepercayaan investor terhadap perusahaan tersebut akan return saham yang diharapkan. EPS dapat dijadikan sebagai indikator tingkat nilai perusahaan dan merupakan salah satu cara untuk mengukur keberhasilan dalam mencapai keuntungan bagi para pemilik saham dalam perusahaan. Hasil dari literature review ini adalah: 1) ROA berpengaruh terhadap EPS; 2) ROA berpengaruh terhadap return saham; 3) DER berpengaruh terhadap EPS; 4) DER berpengaruh terhadap return saham; 5) CR berpengaruh terhadap EPS; 6) CR berpengaruh terhadap return saham; 7) EPS berpengaruh terhadap return saham

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Pengaruh Beta Terhadap Return Saham Pada Perusahaan Sektor Perdagangan, Jasa Dan Investasi

Cited by 7 publications

References 0 publications

The CPO's returns and multi-events in Indonesia

The CPO's returns and multi-events in Indonesia

The Effect of Fundamental Factors and Systematic Risk on the Return of LQ45 Shares Listed on the Indonesia Stock Exchange

Determinasi Earning Per Share Dan Return Saham : Analisis Return on Asset, Debt to Equity Ratio, Dan Current Ratio

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