DETERMINAN VOLATILITAS HARGA SAHAM (STUDI PADA PERUSAHAAN YANG TERDAFTAR PADA LQ45)

DETERMINAN VOLATILITAS HARGA SAHAM (STUDI PADA PERUSAHAAN YANG TERDAFTAR PADA LQ45)

Stock Price Volatility, Profitability, Firm Size, Leverage, Dividend Payout Ratio, Public
Ownership, Inflation, Interest Rates

Abstract: The research objective was to determine the influence of micro factor swhich consists of
Profitability, Firm Size, Leverage, Dividend Payout Ratio, Public Ownership, and macro factors
consisting of Inflation and Interest Rates on the volatility of the stock price of companies listed on
the LQ 45 index. The research sample consisted of 28 companies listed on the LQ45 index in the
period 2015 - 2019. Research methods Panel data regression with Eviews 10. Research result denotes
Micro Factors, that is Firm Size has a significant effect on score stock price volatility, seducate
Profitability, Leverage, Dividend Payout Ratio, and Public Ownership, does not have a significant
effect on scorestock price volatility. Meanwhile, Macro Factors, namely Inflation and Interest Rates
does not have a significant effect on score stock price volatility

Susan Andriana, Desty Wana, Soraya , Agus Widodo

ISAS Publishing

Oktober 2021

Fajar bagus W

PDF

Indonesia

Text