Stock Prices Of Food Companies Research Articles

The Effect Financial Performance on Stock Price (Case Study of Food Company Listed on Indonesia Stock Exchange BEI)

This study aims to identify the factors that influence the stock price of food companies on the Indonesia Stock Exchange (IDX) during the 2018-2021 period, and data analysis was carried out using multiple linear regression tests using data from published financial reports of food companies and stock price data from the platform. IDX stock trading. The results of the analysis show that Earning Per Share has a significant effect on stock prices. This is because an increase in EPS can increase the potential income for shareholders, make shares more attractive, and increase the demand for these shares. In addition, Net Profit Margin also has a significant effect on stock prices because it shows higher efficiency and company profitability. This attracts investors and demonstrates the company's ability to generate significant profits. Furthermore, the Current Ratio also has a significant effect on stock prices because it can show a company's ability to pay short-term obligations easily. This gives confidence to investors that the company is able to overcome financial challenges and operate properly. However, Debt to Equity Ratio does not have a significant effect on stock prices because other factors such as company growth, industry performance, and market sentiment have a greater influence on stock prices than debt to equity ratio. Finally, the Price Earning Ratio also has no significant effect on stock prices because stock valuation is influenced by other factors such as company growth, industry conditions, and market sentiment, which are more important than the PER itself.

Does extreme rainfall lead to heavy losses in the food industry?

PropósitoO gerenciamento de riscos associados à produção mundial de alimentos é um desafio importante para governantes. Diversos fatores, entre eles os eventos climáticos extremos, têm ameaçado a produção de alimentos nos últimos anos. Neste artigo nós analisamos o impacto de eventos de chuvas extremas na indústria de alimentos no Brasil, um dos maiores produtores mundiais.Diseño/metodología/enfoqueEmpregamos a metodologia híbrida AR-GARCH-GPD para verificar se chuvas extremas afetam o preço das ações das empresas de alimentos. Para isso, coletamos os preços de fechamento diário de 16 empresas do setor de alimentos listadas na Bolsa de Valores do Brasil [B]3, em janeiro de 2015.ResultadosOs resultados sugerem que esses eventos exercem impacto significante sobre o retorno das ações: em mais da metade dos dias imediatamente posteriores à chuva extrema ocorrida entre 28/02/2005 e 30/12/2014, os retornos foram significantemente baixos, levando a perdas médias diárias próximas de 1,97%. Esses resultados apontam para a relevância da necessidade de instrumentos para proteção contra riscos climáticos, particularmente na indústria de alimentos.Originalidad/valorTendo em vista que eventos climáticos extremos têm ocorrido com uma frequência cada vez maior, a literatura de finanças tem documentado tentativas de avaliar os impactos econômicos das mudanças climáticas. No entanto, nota-se a carência de pesquisas para avaliar os impactos desses eventos no nível das empresas.

The Relationship Between Financial Ratios and the Stock Prices of Selected European Food Companies Listed on Stock Exchanges

Stock prices can be influenced by many factors. It is possible to determine two categories of variables that can affect stock prices: macroeconomic and microeconomic variables. The paper is focused on microeconomic factors, specially financial ratios that reflect business activities of the companies. According to the study of Drummen and Zimmermann (1992) the individual characteristics of companies affect up to 50 % of stock prices. The object of this paper is to examine the relationship between selected financial ratios and the stock prices of food companies listed on selected European Stock Exchanges. Time series on annual frequency are used to examine the relationship between stock prices of selected companies and financial ratios with using the Generalized Method of Moments (GMM). Based on previous research we expect to find some linkages especially between stock prices and the profitability ratios.

Do Agricultural Commodity Firm Stock Price and Agricultural Commodity Price Move Together

The researh aims at explaining stock performance of processing companies in function of commodity performance on commodity markets. The results show that stock prices of food companies do not significantly depend on agricultural market prices. So, risks of agricultural market price volatility cannot be hedged using food firm stocks, whose markets are more liquid. Objective The objective is to explain stock performance of processing companies in function of commodity performance on commodity markets. If results are robust, onet could be able to hedge commodity price fluctuations in using stocks whose markets are a lot more liquid. The paper is organized as flows. First, it roots the the research in theoretical foundations. Second, the methodology is presented. Third, results are shown and analyzed. Fourth, conclusion is drawn.