Analisis Faktor-faktor yang Mempengaruhi Volatilitas Harga Saham pada Perusahaan yang Terdaftar di Bursa Efek Indonesia

Sari, Evie Mustika (2019) Analisis Faktor-faktor yang Mempengaruhi Volatilitas Harga Saham pada Perusahaan yang Terdaftar di Bursa Efek Indonesia. Undergraduate thesis, Universitas Internasional Batam.

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Abstract

Penelitian ini bertujuan mengetahui penyebab yang dapat mempengaruhi volatilitas harga saham. Variabel independen pada penelitian meliputi dividend yield, payout ratio, ukuran perusahaan, volatilitas laba, debt, serta pertumbuhan aset. 130 perusahaan non-keuangan dari periode 2013-2017 menjadi sampel perusahaan. Penelitian ini dengan mengambil laporan keuangan tahunan yang dipublikasi di IDX. Metode analisis data yang digunakan merupakan regresi panel. Kesimpulan dari penelitian menerangkan bahwa volatilitas laba memiliki pengaruh secara positif dengan volatilitas saham. Sedangkan variabel dividend yield dan ukuran perusahaan berpengaruh signifikan secara negatif dengan volatilitas harga saham. Sementara variabel lainnya seperti payout ratio, debt, serta pertumbuhan aset tidak ditemui pengaruh yang signifikan. ********************************************************************** The purpose of this report is to find out what factors can influence the volatility of stock prices on the Indonesia Stock Exchange. Independent variables in the study include dividend yield, payout ratio, company size, earnings volatility, debt, and asset growth. 130 non-financial companies from the period 2013-2017 became a sample of companies in the study. Annual reports and financial reports published on IDX are data taken for research. Panel regression is a data analysis method used. The conclusion of the study explains that earnings volatility variable has a positive significant on stock price volatility. While the dividend yield variable and size have a negative significant effect on stock price volatility. While other variables such as the payout ratio, debt, and asset growth were not found to have a significant effect.

Item Type: Thesis (Undergraduate)
Additional Information: Similarity: 22
Uncontrolled Keywords: Share price volatility, dividend yield, dividend payout ratio
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HF Commerce > HF5601 Accounting
H Social Sciences > HG Finance
Divisions: School of Economic and Business > Accounting
SWORD Depositor: Admin Repository Universitas Internasional Batam
Depositing User: Admin Repository Universitas Internasional Batam
Date Deposited: 21 Oct 2019 11:00
Last Modified: 05 Oct 2020 09:00
URI: http://repository.uib.ac.id/id/eprint/1995

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