Stock Prices Of Companies Research Articles

Faktor-Faktor yang Memengaruhi Harga Saham pada Bisnis Subsektor Makanan dan Minuman yang Terdaftar di IDX

This study aims to investigate the effects of the Current Ratio (CRA), Debt-to-Equity Ratio (DERA), and Return on Equity (ROEQ) on the stock prices (HS) of companies in the food and beverage sector listed on the Indonesia Stock Exchange (IDX) during the period from 2017 to 2022. The analysis utilizes data sourced from the published annual financial statements of the relevant companies, employing a purposive sampling method to select 17 companies from the food and beverage subsector as the research sample. This research employs a quantitative descriptive approach and multiple linear regression analysis processed with Eviews Version 12. The findings indicate that CRA does not have a significant effect on stock prices when analyzed separately. Conversely, ROEQ has a positive and significant impact on stock prices, while DERA shows a significant negative effect. These findings affirm that the three variables, namely CRA, DERA, and ROEQ, contribute to stock price fluctuations both individually and collectively. Therefore, this research recommends that companies in the food and beverage sector enhance their financial performance, particularly through better debt management and increased profits, in order to strengthen the attractiveness of their stock prices in the market and attract greater interest from investors.

The Impact of Financial Ratios on Stock Prices of Healthcare Sector Companies Listed on the Indonesia Stock Exchange (IDX) in the 2020-2023 Period

In order to determine the impact that the Return On Asset (ROA), Current Ratio (CR), and Debt to Asset Ratio (DAR) have on the stock prices of health sector companies that are listed on the Indonesia Stock Exchange (IDX) between the years 2020 and 2023, this study will investigate the correlation between these three ratios. Secondary data are utilized in the research process. The approach of purposive sampling was utilized in order to identify ten businesses that met the requirements. The method of analysis that is utilized is called panel data regression, and it is realized through the utilization of the EViews 12 application. It has been determined that the fixed effect model (FEM) is the most effective model for panel data regression. In contrast to ROA, which did not have a significant relationship with stock price effects, the results showed that CR and DAR were marginally related to stock price influences (t test). It is also important to note that the three factors ROA, CR, and DAR all have an impact on stock prices simultaneously. With a value of 69.7%, the independent variable exerts a strong influence on the variable that is being studied. Due to the fact that these three factors are representative of the stock price of the company, the research was carried out with the intention of supporting investors in the process of decision-making and companies in the process of developing financial policies.

The Influence of Profitability and Dividend Policy on Company Stock Prices with Good Corporate Governance as a Moderating Variable (Study on IDX High Dividend 20 Period 2020-2022)

The research conducted aims to see the effect of profitability ratio, dividend policy on stock prices with good corporate governance as a moderating variable on the IDX High Dividend 20 index for the period 2020-2022. The analysis techniques used are descriptive statistics, classical assumption tests, moderated regression analysis (MRA) tests, and hypothesis tests with the SPSS version 29 program. The results of this study indicate that partially profitability has an effect on stock prices, dividend policy has no effect on stock prices and good corporate governance cannot moderate the relationship between profitability and dividend policy on stock prices on the IDX High Dividend 20 for the period 2020-2022.

CORPORATE DIVIDEND DECISION AND FIRM VALUE IN NIGERIA

Corporate dividend decisions play a significant role in managerial decisions, and is often considered as the fulcrum of financial management decisions. While making these decisions, corporate finance is single-minded about maximizing the value of the firm. But the raging issue has been the lack of consensus on the effect of dividend policy on firm. This study therefore undertakes a comprehensive review of dividend policy theories and empirical studies on dividend policy in relation to firm value, with particular focus on Nigeria. The paper adopts the exploratory research approach using secondary data sources involving extensive review of relevant articles, theoretical and empirical studies, as well as other relevant materials. The paper established that, despite the raging theoretical controversies and contradictions of past empirical findings, there is unanimity among many researchers that corporate dividend decisions exert significant influence on firm value- a position which validates the arguments in favour of the relevance of dividends policy in determining firm value. The paper therefore recommends that finance managers of firms should aim at finding an optimal dividend policy, which is the one that maximizes the company stock price that leads to the maximization of firm value.

MEASURING THE FINANCIAL PERFORMANCE OF PHARMACEUTICAL COMPANIES LISTED ON THE INDONESIA STOCK EXCHANGE USING THE DUPONT SYSTEM

This research aims to analyze the influence of Return on Equity (ROE) on the stock prices of pharmaceutical companies listed on the Indonesia Stock Exchange (IDX) during the period from 2019 to 2022. The study employs a quantitative approach. Data collection is conducted through document analysis, involving the gathering of annual and quarterly financial reports of pharmaceutical companies listed on the IDX throughout the specified period. Relevant secondary data can also be obtained from credible alternative sources. The analytical method utilized is the DuPont System Analysis, breaking down ROE into its fundamental components such as Profit Margin, Asset Turnover, and Financial Leverage. The research findings indicate that ROE has a significant impact on stock prices.

ACCELERATING MARKET DYNAMICS: THE IMPACT OF GST ON STOCK PRICES AND PROFITABILITY OF LEADING AUTOMOBILE COMPANIES

In India, GST introduced in July 2017 was a major event for the Economy. It subsequently impacted all the business sectors and companies operating within the economy. In such cases, it is important to gauge the impact of this new taxation system to analyze the outcome. This research explores the effect of GST on the net profits and stock prices of Maruti Suzuki, Tata Motors, Mahindra & Mahindra, Honda, Ashok Leyland, Bajaj Auto, TVS Motors, Toyota, Hero Motor Corp, and Ford Motors. For this purpose, pre-GST and post-GST analysis was conducted through a paired t-test using SPSS for 2 variables i.e., net profits and stock prices. I have gathered data from the NSE and financial reports of the companies for a comparable period of 7 years before and 7 years after the GST implementation It was found that there is no significant effect on the net profits of the selected companies. The trends in stock prices of companies, except TVS Motors seemed to be unaffected due to the introduction of GST.

The Effect of Fundamental Factors and Earnings Growth on Stock Prices in Food and Beverage Subsector Companies on the IDX for the 2019-2023 Period

This study aims to determine and analyze the effect of Fundamental Factors consisting of Earning Per Share (EPS), Price to Book Value (PBV), Price to Earning Ratio (PER) and Earnings Growth on Share Prices in food and beverage subsector companies listed on the Indonesia Stock Exchange for the 2019-2023 period. The sample used in this study is the financial statements of food and beverage subsector companies for the period 2019 to 2023. The method used in determining the sample is by using purposive sampling method, and obtained as many as 13 companies. Data analysis used in research with the Eviews program. The results showed that EPS has a significant effect on stock prices, PBV has a significant effect on stock prices, PER has a significant effect on stock prices, earnings growth has no significant effect on stock prices. While simultaneously EPS, PBV, PER and earnings growth have a significant effect on stock prices. The implication in this study is that the signaling theory of the research results affects the rise and fall of stock prices. In view of the high fundamental factors, it shows a positive signal for the company, especially in stock prices. However, it does not apply to earnings growth because if earnings growth is high, it will have a bad effect on stock prices as well as for investors, but investors can look deeper into financial ratios.

The Effect of Dividend Yield on The Volatility of Stock Prices of IDX30 Index Companies Listed on the Indonesia Stock Exchange for the 2019-2023 Period

This study investigates the influence of Dividend Yield on Stock Price Volatility in companies included in the IDX30 index on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. Utilizing secondary data from annual reports of IDX30 companies, panel data regression analysis was conducted to examine the relationship between the variables. The findings reveal that Dividend Yield positively affects Stock Price Volatility, contradicting the initial hypothesis. The results indicate that an increase in Dividend Yield leads to higher Stock Price Volatility, while a decrease in Dividend Yield results in lower Stock Price Volatility. This research provides valuable insights for investors in understanding the dynamics between dividend policies and stock price fluctuations.

The Comparison of Stock Price Before and After Pandemic to Identify The Health of Sector Company

At the beginning of the Covid-19 outbreak in Indonesia, almost all activities in this country weredisrupted and economic activity was no exception. Indonesia's current economic growth is down2.07% in 2020 due to the Covid-19 pandemic which has caused it to be reduced to a low and middleincome country. Based on the gross domestic product (GDP), most sectors of the Indonesian economyexperienced a decline in growth in 2020. Only 5 economic sectors showed positive growth. The sectorwith the largest positive growth was the health services sector and social activities, which amountedto 11.60%. This growth affects the stock price of health sector companies. Grounded on the IDXIndustry category (IDXHEALTH) from 2018-2022, there was an increase of 41.28%. The HealthSector which continues to grow is driven by the payment of Covid- 19 incentives. This study wasconducted to identify the Difference in Stock prices of Health Sector Companies before and afterCovid- 19 with the supposition that the Covid- 19 pandemic occurred in March 2020 by observingstock price fluctuations two years before and after the Covid- 19 Pandemic. Based on the PairedSample T-test, the stock prices of 3 companies from 6 companies have significant differences in thespecified sample period, namely DVLA, PRDA, and MERK companies where the stock prices ofDVLA and PRDA have increased. In addition, PRDA's stock price has the largest stock price amongother health sector companies, meaning that PRDA companies have good performance.

BANKRUPTCY RISK AND SHARE PRICES: A CASE STUDY ON ENERGY COMPANIES IN KUWAIT

<p>This study aims to investigate how investors' perceptions of risk impact the stock prices of energy companies listed on the Kuwait Stock Exchange (KSE) from 2016 to 2023. Investors' belief in the future financial stability of the companies they invest in influences their risk perception. Therefore, if investors hold pessimistic views, they will decrease their investment in these companies, causing share prices to drop, and vice versa. The Zmijewski x-score model is utilized in this study as a measure of risk to assess the financial stability of Kuwaiti energy companies and its impact on their stock prices. The study employs ordinary least square regression (OLS) to analyze the correlation between the x-score and share prices. Results from this research indicated that there was no statistically significant relation between Zmijewski's x-score and stock price and that investors look at other factors when choosing their investments. This is evident because the company with the greatest bankruptcy risk in the following two years also had the second-highest share price.</p><p> </p><p><strong>JEL: </strong>G1, G4, M21</p><p> </p><p><strong> Article visualizations:</strong></p><p><img src="/-counters-/soc/0699/a.php" alt="Hit counter" /></p>

The Influence of Capital Expenditure, Nickel Exports, Nickel Prices, and Return on Equity on Stock Prices of Nickel Mining Companies in Indonesia

This research aims to investigate the effect of Capital Expenditure, Nickel Exports, Nickel Prices, and Return on Equity on Stock Prices of Nickel Mining Companies in Indonesia during the period of 2014-2023. The research design uses a causal approach. The population of this study is nickel mining companies in Indonesia that are registered by the Indonesia Stock Exchange throughout the research period, 2014-2023, with the total population of 8 companies. This study uses saturation sampling method. There are 8 companies as samples of this study, resulting in 66 financial report data. The data is analyzed using the multiple regression. The research findings indicate that capital expenditure has a significant and positive effect on the stock price of nickel mining companies (Significance value is 0.000 <α = 0.05). Nickel exports do not affect the stock price of nickel mining companies (Significance value is 0.064 > α = 0.05). Nickel prices do not affect the stock price of nickel mining companies (Significance value is 0.311 > α = 0.05). Return on Equity has a significant and positive effect on the stock price of nickel mining companies (Significance value is 0.015 <α = 0.05).

Pengaruh Rasio Profitabilitas & Solvabilitas terhadap Harga Saham Perusahaan SubSektor Makanan dan Minuman yang Terdaftar di BEI Periode 2017-2021

The purpose of this study is to investigate how debt to equity ratio and return on equity affect the stock price of publicly traded food and beverage companies on the Indonesia Stock Exchange between 2017 and 2021. This research technique takes a quantitative approach. For this investigation, eight food and beverage companies listed on the Indonesia Stock Exchange were carefully selected using a purposeful selection technique. From 2017 to 2021, sampling was carried out every three months. SPSS 27 software, which consists of a number of tests including traditional assumption tests, was then used to evaluate the data. Normality, multicollinearity, autocorrelation, and heteroscedasticity of the data were assessed with this test. Furthermore, the coefficient of determination, partial test, simultaneous test, and descriptive statistical test were run. The results of this study indicate that in the period from 2017 to 2021, the variables Return on Equity and Debt to Equity Ratio will partially and simultaneously affect the stock price of food and beverage companies listed on the Indonesia Stock Exchange.

Comparative Analysis Of Stock Prices, Stock Returns, And Stock Liquidity Before And After The Stock Split In Banking Companies Listed On The Idx In 2021-2023

This research seeks to compare stock prices, abnormal returns (as a proxy for stock returns), and trading volume activity (TVA) (as a proxy for liquidity levels) before and after a stock split. Utilizing an event study approach, observations were conducted on the average stock prices, abnormal returns, and TVA for five days before and five days after the stock split. Secondary data were employed with purposive sampling techniques. The data utilized in this study comprise the stock split announcement dates, which are treated as the event date (t+0), the daily closing stock prices of companies undergoing stock splits within the observation period, the daily traded share volume, the total shares outstanding, and the daily Composite Stock Price Index (IHSG). The sample consisted of three banking companies listed on the IDX that carried out stock splits between 2021 and 2023. The results reveal no significant differences in stock prices, abnormal returns, and TVA before and after the stock split.

Determinan Harga Saham pada Perusahaan Pertambangan Di Indonesia

Before making an investment, investors must analyze stock prices to avoid unfavorable situations. This study aims to determine the effect of Return on Asset (ROA), Return on Equity (ROE) and Current Ratio (CR) on stock prices in mining companies listed on the Indonesia Stock Exchange. This study uses quantitative research. The population in this study is mining companies listed on the Indonesia Stock Exchange. The sample selection used purposive sampling and obtained 42 data samples. The data in this study are secondary data obtained from the Indonesia Stock Exchange (IDX) and the company's official website. This study uses data analysis techniques, namely multiple linear regression analysis using IBM SPSS version 29. The results of this study indicate that return on assets does not affect stock prices in mining companies, return on equity has a positive and significant effect on stock prices in mining companies and current ratio does not affect stock prices in mining companies.

Effect of Price Earning Ratio, Earning Per Share, Projected Earning Growth, and Dividend Policy on stock prices of property and real estate sector companies listed on the Indonesian Stock Exchange in 2018-2022

This study's overarching goal is to quantify the impact on stock price of several financial variables such as price earnings ratio, earnings per share, projected earning growth, and dividend policy. Companies in the real estate and property industry that were listed on the Indonesia Stock Exchange between 2018 and 2022 make up the population of this study. To get a representative sample of seven businesses, use the purposive sampling technique. This is a study of deep data analysis approaches that use SPSS 26's multiple linear regression analysis. The research found that the price earnings ratio has a positive and statistically significant effect on stock prices, earnings per share has a positive and statistically significant effect on stock prices as well, projected earnings growth has a negative and statistically significant effect on stock prices, dividend policies has a negative and statistically insignificant effect, and all four of these factors have a positive and statistically significant effect on stock prices when taken together.

A Comparison of Parameters of Weibull Distribution on Nigeria Stock Prices

This paper compared 2-parameter and 3-parameter Weibull Distribution using monthly average stock price returns of five different bottling companies enlisted in the Nigerian Stock market comprising Nigerian Breweries PLC, Coca-Cola Bottling Company, Guinness Nigeria PLC, Seven Up Bottling Company and International Breweries from 2012 to 2016 obtained from www.market.ft.com/data/equities/tearsheet/historical. The parameters were obtained using the Method of Moments (MOM) and were compared by the means of minimum Mean Squared Error; the result shows that Coca-Cola bottling company stock price return performed better under 2-parameter Weibull estimate while International Breweries was a choice under 3-parameter Weibull estimate. Also, the goodness-of-fit test was conducted using Kolmogorov-Smirnov Test and the result reviewed that the price of the stock returns does not follow a Weibull Distribution (P-value<0.05).

PENGARUH SOLVABILITAS, LIKUIDITAS, DAN HARGA KOMODITAS TERHADAP HARGA SAHAM MELALUI PROFITABILITAS SEBAGAI VARIABEL MEDIASI

This study aims to analyze the relationship between financial performance and commodity prices on the share prices of coal mining companies listed on the Indonesian Stock Exchange during the period 2015- 2022. The research method used is quantitative-descriptive with a multiple linear regression approach. This research focuses on Debt to Equity Ratio (DER), Current Ratio (CR), Return on Assets (ROA), and coal prices. Through path analysis, the research indicate that ROA significantly mediates the impact of DER, CR, and Coal Price on the Stock Prices of coal mining companies. These finding contribute to understanding the factors influencing the stock prices of coal mining companies and have implication for investors, providing information for consideration in making investment decisions

Predicting Stock Prices in the Electric Vehicle and Technology Sectors Using Long Short-Term Memory Models

Forecasting stock prices is a complex task because of the volatility and intricate temporal dependencies present in financial markets. Long Short-Term Memory (LSTM) networks, known for their proficiency in handling extended time-series data, offer an effective solution to these challenges. This paper delves into the applications in LSTM networks to forecast stock prices for various companies in the electric vehicle and related sectors, specifically examining data from Tesla, BYD, Panasonic, and NVIDIA. The study assesses the predictive accuracy and performance of these models using RMSE, MSE, MAE, and R metrics. By comparing these metrics across different companies, the paper provides an in-depth analysis of LSTM networks' effectiveness in financial forecasting. The findings indicate that when LSTM networks are optimized through hyperparameter tuning and architectural adjustments, they can accurately identify patterns in stock price data, offering valuable insights for investors and analysts in the electric vehicle, technology, and energy industries.

Pengaruh Earning Per Share, Return on Equity dan Price to Book Value Terhadap Harga Saham Periode 2019-2021 (Studi Kasus pada Perusahaan Sub Sektor Otomotif dan Komponenya di BEI)

The phenomenon that occurred during the Covid-19 pandemic that spread in Indonesia in early 2020 has an impact on all aspects of life, including the capital market. The spread of Covid-19 in Indonesia has caused fear for investors so that many of them choose to leave risky assets. This affects the movement of the Composite Stock Price Index (IHSG). The problem in this study aims to determine the effect of EPS (Earning Per Share), ROE (Return on Equity) and PBV (Price to Book Value) on stock prices in automotive companies listed on the IDX for the period 2019 - 2021. The type of research used is quantitative research with secondary data sources. The population in this study is automotive companies listed on the Indonesia Stock Exchange for the period 2019 - 2021 as many as 15 companies. Sampling using purposive sampling technique as many as 10 companies that meet the criteria. Data analysis techniques using multiple linear regression analysis techniques. The results of the study indicate that EPS can influence stock prices, and ROE also influences stock prices, and PBV influences company value. Simultaneously, the variables EPS (Earning Per Share), ROE (Return on Equity) and PBV (Price to Book Value) influence stock prices.

Pengaruh Return On Asset, Return On Equity, dan Earning Per Share terhadap Harga Saham

Capital markets help companies to finance their businesses. Investors invest in capital markets with the expectation of profit. Investors invest in capital markets with the expectation of profit. Investors consider financial performance in the form of financial metrics when investing capital. The purpose of this study is to examine the impact of Return on Assets (ROA), Return on Equity (ROE), and Earnings per Share (EPS) on stock prices of service sector companies listed on the Indonesian Stock Exchange (IDX). is to judge The period 2018-2021 is listed. The sample consists of 25 manufacturing companies selected using a targeted sampling method based on annual securities report data. Data were analyzed using multiple regression analysis using Eviews 10 for Windows. The results of this study show that the Return on Assets (ROA) and Return on Equity (ROE) variables have a negative impact and are insignificant. Earnings per share (EPS) has a positive impact and significant on stock prices