Stock Prices Of Companies Research Articles

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.

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

Research on the Dynamics of Word-of-Mouth Influencing Stock Prices

Word-of-mouth (WOM) can be considered one form of public opinion, reflecting consumers’ views towards product or service quality. With the development of social media, WOM holds influence over investors and subsequently impacts the stock prices of companies. The purpose of this study is to uncover the dynamics encompassing the factors that influence WOM, its propagation mechanisms, and the consequential impact on reality illustrated through fluctuations in stock prices. The mathematical model to describe the whole process can be separated into two components: information propagation model and stock price fluctuation model. The cumulative abnormal return (CAR) is used to demonstrate fluctuations in stock prices. Utilizing a Lyapunov function, it is proven that the equilibrium point of the model is globally asymptotically stable. As for the real world, it suggests that WOM will eventually prevail online, leading to fluctuations in stock prices. Based on the event study method, the empirical examination of 43 real events shows that our model can effectively predict the CAR and reflect the influence on stock prices caused by WOM in real-world scenarios.

Analysis of Financial Ratios on Stock Prices with Profitability as a Moderating Variable for LQ45 Index Companies Listed on the Indonesia Stock Exchange

The objective of this study is to examine the influence of financial ratios on stock prices, with a particular focus on the role of profitability as a moderating factor among LQ45 index companies listed on the Indonesia Stock Exchange between 2020 and 2023. The independent variables employed in this study are liquidity ratio (CR), solvency ratio (DER) and market value ratio (PER), in addition to profitability (EPS) as a moderating variable. The dependent variable is stock price. This study employs a sample of 23 selected companies included in the LQ45 index. The data analysis method utilised is multiple linear regression. The findings indicate that the liquidity ratio and solvency ratio exert no significant influence on the company's stock price. Conversely, the market value ratio exerts a significant effect on stock prices. Furthermore, profitability does not serve as a moderating variable for the liquidity and solvency ratios, whereas it does for the market value ratios on stock prices.

Pengaruh Corporate Social Responsibility (CSR) dan Profitabilitas terhadap Harga Saham pada Perusahaan yang Bergerak di Subsektor Produksi Batu Bara yang Terdaftar di BEI Tahun 2019-2022

This study aims to determine the effect of Corporate Social Responsibility (CSR) and Profitability measured by Return On Asset on stock prices in companies operating in the Coal Production Sub-Sector listed on the Indonesia Stock Exchange (IDX). This research is quantitative in nature. The population in this study consists of manufacturing industries listed on the Indonesia Stock Exchange. The sample in this study was obtained using purposive sampling technique, which involves selecting samples based on predetermined criteria. Based on this purposive sampling technique, 11 samples were selected from 34 companies operating in the coal production sub-sector listed on the Indonesia Stock Exchange during the period of 2019-2022. The method used is multiple linear regression analysis using the SPSS program. The results of this study indicate that partially, Corporate Social Responsibility (CSR) has a significant positive effect on stock prices. Meanwhile, Profitability measured by Return On Asset has a significant negative effect on stock prices. However, simultaneously, Corporate Social Responsibility (CSR) and Profitability measured by Return On Asset have a positive effect on stock prices.

PENGARUH ARUS KAS INVESTASI, INVENTORY TURN OVER, DAN LABA AKUNTANSI TERHADAP RETURN SAHAM PADA PERUSAHAAN FOOD AND BEVERAGE YANG TERDAFTAR DI BEI TAHUN 2017 – 2021

This study aims to determine the effect both simultaneously and partially between Investment Cash Flow, Inventory Turnover, and accounting profit on stock returns of Food and Beverage companies. This research was conducted at Food and Beverage companies in the period 2017-2021. The data used in this study is secondary data in the form of financial statements and information on company stock prices. Research data obtained from www.idx.co.id. The sampling technique used is purpose sampling, which is based on certain criteria so that 15 companies are obtained as research samples. The analysis technique used is multiple linear regression analysis. The results of this study indicate that simultaneously Investment Cash Flow, Inventory Turnover, and accounting profit affect stock returns. Partially, Investment Cash Flow, Inventory Turnover, and accounting profit affect stock returns. The higher the Investment Cash Flow, Inventory Turnover, and accounting profit, the higher the return received by investors. Conversely, the smaller the Investment Cash Flow, Inventory Turnover, and accounting profit, the smaller the return that investors will receive.

Examining Leverage and Sales Growth: Their Influence on Stock Prices of Agricultural Firms on the Indonesia Stock Exchange

Information available in the capital market influences investor confidence, which in turn impacts market efficiency. Stock prices are a crucial factor for every investor to consider when investing in shares. Higher stock prices indicate better performance of the issuing company, and vice versa. This study aims to determine the effect of leverage and sales growth on stock prices of agricultural companies listed on the Indonesia Stock Exchange from 2018 to 2022. The research sample consists of 18 agricultural companies selected through purposive sampling. Data were analyzed using EViews 12 SV software. The study's findings reveal that leverage has a negative impact on stock prices. High leverage indicates a heavy reliance on debt, which increases the risk of bankruptcy and high interest burdens, thus reducing the attractiveness of the company's shares to investors. Meanwhile, sales growth does not have a significant impact on stock prices, as the probability value is above 0.05.

Effect of Current Ratio, Debt to Equity Ratio, and Return on Assets on Stock Prices of Property and Real Estate Companies on the Indonesia Stock Exchange (2018-2023)

Effect of Current Ratio, Debt to Equity Ratio, and Return on Assets on Stock Prices of Property and Real Estate Companies on the Indonesia Stock Exchange (2018-2023)

The Effect of Return on Assets, Current Ratio, Total Asset Turnover, and Debt to Equity Ratio on Stock Prices

The purpose of this study is to investigate the impact that ROA, CR, TATO, and DER have on the stock prices of oil and gas companies that are listed on the IDX between the years 2015 and 2022. In 2022, the stock prices of eleven oil and gas businesses that were included on the IDX fell. Those who suffered the most were Akra and Apexindo Pratama Duta. In spite of the fact that AKRA's ROA increase from 4.83% to 9.12% in 2021–2022, the company's shares fell. Between the years 2015 and 2022, the prices of petroleum and natural gas stocks on the IDX were impacted by carbon reduction (CR), taxation (TATO), and demand-to-recovery (DTR strategies). Some researchers, including Kasmir and Sumarsan, discovered that ROA increases stock prices whereas DER decreases them. There is a comparison made between mining stock prices, ROA, ROE, NPM, and DER. The abstract of the Indonesian oil and gas stock price demonstrates how the success of a company's finances influences market prices. A non-random selection of six organizations was made for the study based on certain criteria. Balance sheets, income statements, equity statements, and cash flow statements that have been audited are evaluated using descriptive and verification statistical analysis. It would appear that the ROA T-statistic of X1 does not have any effect whatsoever on the values of stocks. When it comes to the most important T-statistic, the value 422 is lower than the confidence level of 95%. X2 represents the current ratio, X3 represents the total asset turnover, and X4 represents the debt to equity ratio. All three of these ratios are related to stock values. This is due to the fact that their T-statistics are increased in comparison to the primary T-statistic.

The Effect of Capital Adequacy Ratio, Return on Asset, Loan to Deposit Ratio and Non Performing Loan on Stock Prices of Banking Companies Listed on the Indonesia Stock Exchange in the 2022 Period

This study aims to determine the effect of Capital Adequacy Ratio, Return On Assets, Loan To Deposit Ratio and Non Performing Loan on Stock Prices in Companies listed on the IDX for the 2022 Period. The research method used is a descriptive method with a quantitative approach. The population in this study is the financial statements of Conventional Banking. The data method used in this study is multiple linear regression analysis, classical assumption tests including normality tests, multicollinearity tests, heteroscedasticity tests. Significance tests include t-tests, as well as correlation coefficients and determination coefficients at a significance level of 5%. Data are processed and analyzed using the SPSS version 27 application program. The results of this study indicate that partially the Capital Adequacy Ratio has a significant negative effect on stock prices, with a Tcount value of -2.875 <0.05. Partially, Return On Assets has a significant positive effect on Stock Price, with a calculated T value (7.515) >< Ttable 2.034 with a significance value of 0.000 < 0.05. Partially, Loan to Deposit Ratio has a significant negative effect on stock price, with a calculated T value (- 3.684) < Ttable 2.034 with a significance value of 0.001 < 0.05. Partially, Non Performing Loan has a significant negative effect on Stock Price, with a calculated T value (-2.991) < Ttable 2.034 with a significance value of 0.005 < 0.05.