Peer Review: The Company Fundamental Factors and Systematic Risk in Increasing Stock Price

Hatta, Atika Jauharia (2012) Peer Review: The Company Fundamental Factors and Systematic Risk in Increasing Stock Price. Journal of Economics, Business & Acountancy Ventura, Vol.15 (No.2). pp. 245-256. ISSN 2087-3735

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Abstract

Some factors in increasing stock price can be interesting when they are scrutinized. Whataffects the stock price so far has been the pursuit of any business recently. The research isaimed at identifying the effect of company fundamental factors (Earning per Share, PriceEarning Ratio, Debt to Equity Ratio, Current Ratio, Net Profit Margin, Dividend Payout Ratio,Return on Asset) to stock price and the extent of Beta (β) effect as measurement of systematicrisk in explaining the variance of prices in Indonesian Stock Exchange. Using regressionanalysis and McKinnon, White, and Davidson test (MWD test), the result found that thefunctional relational model is linier-log. According to the result of estimation to stock prices,it is discovered that EPS, PER, and HSM variables have positive and significant effects tostock prices, while DER and NPM variables have negative and significant effects. EPS is thedominant variable with strong relation to stock prices.

Item Type: Article
Uncontrolled Keywords: stock price, company fundamental factors, systematic risk, beta, MWD test
Divisions: Dosen STIE YKPN > Peer Review
Depositing User: Pustakawan STIE YKPN
Date Deposited: 29 May 2019 01:52
Last Modified: 12 Jun 2019 08:05
URI: http://repository.stieykpn.ac.id/id/eprint/13

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